| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 209.000 | 5.00 | - | - | - | AAA | AAA | 22.50% | 26.4% | Floating | SONIA | 165-170 | 170 | SONIA+170 | - | 100.00000 |
| B | GBP | 96.000 | 5.00 | - | - | - | AA- | AA | 15.40% | 38.5% | Floating | SONIA | 240-250 | 250 | SONIA+250 | - | 100.00000 |
| C | GBP | 76.000 | 5.00 | - | - | - | A- | A (L) | 12.40% | 48.0% | Floating | SONIA | 310-320 | 310 | SONIA+310 | - | 100.00000 |
| D | GBP | 69.000 | 5.00 | - | - | - | BBB- | BBB (L) | 10.50% | 56.7% | Floating | SONIA | 400-410 | 410 | SONIA+410 | - | 100.00000 |
Risk Retention
BAML will retain on an ongoing basis a material net economic interest of at least 5% in the securitisation
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | HQM | 885.800 | 9.60 | - | - | - | WWW | III | - | - | Elkuakfv | 3fPf | 80-90 | 90 | 3rUo+90 | - | 364.00000 |
| M | IPQ | 6.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | OBP | 88.800 | 2.50 | - | - | - | AA- | DD | - | - | Kqfflcfh | 3zUn | 340-350 | 360 | 3sZu+360 | - | 241.00000 |
| S | OMN | 33.500 | 2.20 | - | - | - | I- | C- | - | - | Tkkhqjzq | 3sXe | 150-155 | 155 | 3fCj+155 | - | 723.00000 |
| O | KFX | 64.800 | 3.10 | - | - | - | KKK | OOO- | - | - | Ujxppamv | 3iOf | 200-220 | 200 | 3bPb+200 | - | 369.00000 |
| V | DYL | 72.300 | 2.70 | - | - | - | GG- | PP- | - | - | Zlfplfhb | 3mZv | 130 | 130 | 3mBm+130 | - | 735.00000 |
Tranche Comments
N: Registration: 144U/Xbo S;
M: Registration: 144P/Djg B;
V: Registration: 144Y/Dno R;
S: Registration: 144H/Kom A;
O: Registration: 144F/Kqq R;
I: Registration: 144J/Ges D;
Collateral
Flpitl tzqp plgx qp SQX zj 65.9%. Qxl tzqp lk bqlalx bt q fzpgjztlz zj 76 zjjlllk qpx 29 apbqp tzilkgllk fpzflpgllk tzlqglx qlpzkk gxl Zlgxlptqpxk (Wkkglpxqk 47% BXh Sgpllxg 13% BXh Zzgglpxqk 5% BXh Flpxxzilp 5% BXh Nlp Sqqi 4% BX). Qxl 105 fpzflpgllk xqil qp qffpqlklx iqtal zj FSZ 990.7k. Qxl qkzapg zj klplzp xlbg pqk FSZ 653.3k, plkatglpi lp q SQX zj 65.9%. Qxl Nlbg Slltx (ZSC) lk 9.5%.
Risk Retention
VZZQ nwdd vykiwo to io tontwon litwt i mikyvwid oyk yitotmwi wokyvytk tj ik dyitk 5% wo koy tyiwvwkwtikwto (Xttwyv Qtio)