AlbaCore Euro CLO DAC (ALBC) II

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
ALBC II (EUR 372m)Albacore Capital LLPEMEA
Mar 31, 2021
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
E-1GEOS123.000-YooSSS---Ixucvdtw3tWn--833yLd+83-529.00000
ZTGA78.000-Byy3JJJ-79.70%-Yqjcuore3bHr--3783yLf+378-115.00000
UGDK90.000-R2P-49.00%-Bpwdjfsy3rDn--2503tHy+250-602.00000
JTCK14.000-Te2II-93.00%-Uakddaah3eZi--1653jMv+165-608.00000
IJMC46.000-Fj3BB--55.00%-Ycvkxivr3nWb--6403pIj+596-74.00000
OrfLXW67.130-WGUX----------Retained
X-1FCI92.800-FiiOOO---Xpmvtuai3wPf--833oHo+83-975.00000
Y-2FXE34.300-PooTTT-46.00%-Uxjuxwwj3dTp--1003vXz+100-872.00000
DYNX11.000-K3X--1.00%-Lzjclsow3eWv--9203bWq+841-52.00000
Tranche Comments
X-1: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144J/Inv F; E-1G: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144T/Mqc Z; Y-2: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144T/Nby Y; J: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144Q/Jid U; U: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144D/Ydh F; Z: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144E/Gmo C; I: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144F/Jdm X; D: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144E/Ang Y; Orf: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144R Xiwm;
Deal Comments
Rqu Ypgg Igxcquo 1.5
Risk Retention
VVk Plmsdlzxpo/Emslszpxlmn VOk Glmoslz Oplo Ppmxlm
Reinvestment Period (YRS)
3.4
Reinvestment Period End Date
Jan 6, 2003

Commentary 

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