| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | EUR | 158.500 | - | - | - | AAA | - | AAA | - | - | Floating | 3mEu | 140-145 | 140 | 3mEu+140 | - | 100.00000 |
| A2 | EUR | 21.000 | - | - | - | AA+ | - | AAA | - | - | Floating | 3mEu | - | 190 | 3mEu+190 | - | 100.00000 |
| B | EUR | 32.500 | - | - | - | AA- | - | AA (H) | - | - | Floating | 3mEu | - | 250 | 3mEu+250 | - | 100.00000 |
| C | EUR | 40.400 | - | - | - | A- | - | A (L) | - | - | Floating | 3mEu | - | 285 | 3mEu+285 | - | 100.00000 |
| D | EUR | 34.200 | - | - | - | BBB- | - | BBB | - | - | Floating | 3mEu | - | 395 | 3mEu+395 | - | 100.00000 |
| E | EUR | 32.000 | - | - | - | BB- | - | BBB (L) | - | - | Floating | 3mEu | - | 525 | 3mEu+525 | - | 100.00000 |
Tranche Comments
A1: Registration: Reg S Only;
A2: Registration: Reg S Only; Comments: Pre-Placed;
B: Registration: Reg S Only; Comments: Pre-Placed;
C: Registration: Reg S Only; Comments: Pre-Placed;
D: Registration: Reg S Only; Comments: Pre-Placed;
E: Registration: Reg S Only; Comments: Pre-Placed;
Risk Retention
BAML will retain on an ongoing basis a material net economic interest of at least 5% in the securitisation