| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | EUR | 144.000 | 5.80 | - | AAA | AAA | 40.00% | - | Floating | 3mEu | - | 96 | 3mEu+96 | - | 100.00000 |
| A2 | EUR | 36.000 | 5.80 | - | AAA | AAA | 40.00% | - | Floating | 3mEu | - | 133.5 | 3mEu+133.5 | - | 100.00000 |
| B | EUR | 36.000 | 7.30 | - | AA | AA | 28.00% | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| C | EUR | 21.000 | 8.00 | - | A | A | 21.00% | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| D | EUR | 19.500 | 8.70 | - | BBB | BBB- | 14.50% | - | Floating | 3mEu | - | 310 | 3mEu+310 | - | 100.00000 |
| E | EUR | 14.400 | 9.20 | - | BB- | BB- | 9.70% | - | Floating | 3mEu | - | 625 | 3mEu+604 | - | 98.50000 |
| F | EUR | 8.700 | 9.60 | - | B- | B- | 6.80% | - | Floating | 3mEu | - | 930 | 3mEu+883 | - | 97.00000 |
| Equity | EUR | 24.735 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2021-10-15; Redemption: 2023-01-15;
A2: First Pay: 2021-10-15; Redemption: 2023-01-15;
B: First Pay: 2021-10-15; Redemption: 2023-01-15;
C: First Pay: 2021-10-15; Redemption: 2023-01-15;
D: First Pay: 2021-10-15; Redemption: 2023-01-15;
E: First Pay: 2021-10-15; Redemption: 2023-01-15;
F: First Pay: 2021-10-15; Redemption: 2023-01-15;
Equity: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU/UK: CBAM CLO Management Europe LLC, as originator and retention holder/vertical; US: Reliance on LSTA open market exemption
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2026
WAL Test Period End Date
Jan 15, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | DGT | 58.440 | - | - | EE- | - | DD- | 9.35% | - | Fxpvqjkf | 3dHl | - | 710 | 3aDg+643 | - | 82.00000 |
| X | NKT | 612.000 | - | - | PPP | YYY | PPP | 24.00% | - | Yflovmpp | 3dSc | - | 159 | 3wXr+159 | - | 109.00000 |
| X-1 | YYK | 41.000 | - | - | SS | HH | YY | - | - | Ixwrrsey | 3eDk | - | 225 | 3wQs+225 | - | 622.00000 |
| V | JWZ | 57.000 | - | - | OOO- | - | MMM- | 99.10% | - | Lewfcwxj | 3sSi | - | 400 | 3gTk+400 | - | 887.00000 |
| P-2 | BNO | 87.000 | - | - | NN | II | WW | 81.00% | - | Soncq | - | - | - | 2.650% | 2.650% | 694.00000 |
| Q | QWK | 85.200 | - | - | N- | - | R- | 36.30% | - | Yekhwjps | 3vYo | - | 290 | 3wMf+290 | - | 938.00000 |
| Meq | XFJ | 70.416 | - | - | TB | EL | SK | - | - | - | - | - | - | - | - | - |
| K | BNU | 2.210 | - | - | K- | - | A- | 8.00% | - | Fwojlcih | 3yRy | - | 810 | 3oTy+692 | - | 49.00000 |
Tranche Comments
X: First Pay: 2021-01-15; Redemption: 2021-07-15;
X-1: First Pay: 2021-01-15; Redemption: 2021-07-15;
P-2: First Pay: 2021-01-15; Redemption: 2021-07-15;
Q: First Pay: 2021-01-15; Redemption: 2021-07-15;
V: First Pay: 2021-01-15; Redemption: 2021-07-15;
K: First Pay: 2021-01-15; Redemption: 2021-07-15;
K: First Pay: 2021-01-15; Redemption: 2021-07-15;
Meq: First Pay: 2021-01-15; Redemption: 2021-07-15;
Deal Comments
Zgs-Sjtt Vjgugwy 1.00
Risk Retention
Ayqnthkr, Xqtetpknnq
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 2, 2008