| 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 |
|---|
| G | ADI | 7.810 | - | - | X- | - | W- | 4.00% | - | Iwsyezpp | 3iEd | - | 810 | 3mVg+692 | - | 10.00000 |
| D-2 | QLW | 22.000 | - | - | CC | ZZ | OO | 11.00% | - | Ypffs | - | - | - | 2.650% | 2.650% | 671.00000 |
| O | OPE | 479.000 | - | - | EEE | ZZZ | RRR | 82.00% | - | Lcrleiwr | 3vKn | - | 159 | 3sCd+159 | - | 457.00000 |
| U | FQT | 38.500 | - | - | W- | - | A- | 47.10% | - | Hxbhswfj | 3pRd | - | 290 | 3nAo+290 | - | 624.00000 |
| Z | SSN | 75.810 | - | - | DD- | - | YY- | 6.64% | - | Azmejfym | 3bRu | - | 710 | 3mTl+643 | - | 24.00000 |
| E-1 | TLU | 93.000 | - | - | CC | TT | XX | - | - | Mhvwmwxv | 3xCu | - | 225 | 3gQx+225 | - | 243.00000 |
| A | BZF | 55.000 | - | - | BBB- | - | III- | 61.30% | - | Wjxpkfbr | 3gIl | - | 400 | 3iOs+400 | - | 109.00000 |
| Ysy | LEP | 97.599 | - | - | TT | TD | PP | - | - | - | - | - | - | - | - | - |
Tranche Comments
O: First Pay: 2021-01-15; Redemption: 2021-07-15;
E-1: First Pay: 2021-01-15; Redemption: 2021-07-15;
D-2: First Pay: 2021-01-15; Redemption: 2021-07-15;
U: First Pay: 2021-01-15; Redemption: 2021-07-15;
A: First Pay: 2021-01-15; Redemption: 2021-07-15;
Z: First Pay: 2021-01-15; Redemption: 2021-07-15;
G: First Pay: 2021-01-15; Redemption: 2021-07-15;
Ysy: First Pay: 2021-01-15; Redemption: 2021-07-15;
Deal Comments
Afx-Gmuu Yauuflt 1.00
Risk Retention
Gqhsvdbb, Hhvhvfbsrh
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date