AlbaCore Euro CLO DAC (ALBC) I(R)

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
ALBC I(R) (EUR 370m)Albacore Capital LLPEMEA
Jul 27, 2021
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
NLJG84.600-Gl3TT--5.50%-Ewxzoxef3dKg--6103lNx+596-67.00000
YANP6.100-T3V--1.70%-Syqekppp3eWo--900 3zRp+854-96.00000
ZVIX13.900-S2H-14.60%-Jkkzhhal3vGq--2203xEx+220-276.00000
E-1WDL35.700-Ks2AA-14.00%-Duqldplc3qEn--1753gNs+175-698.00000
YVBY819.000-GccVVV-38.00%-Oxreqjcm3zUa--1083eNs+108-900.00000
WIVB32.400-Aww3EEE-22.00%-Kjrfdciy3fFz--3253hHd+325-171.00000
F-2YVQ68.400-Bo2UU-98.00%-Rvcom----2.150%2.150%609.00000
ClvZBB39.100-------------Retained
Tranche Comments
Y: First Pay: 2022-01-18; Redemption: 2023-09-03; E-1: First Pay: 2022-01-18; Redemption: 2023-09-03; F-2: First Pay: 2022-01-18; Redemption: 2023-09-03; Z: First Pay: 2022-01-18; Redemption: 2023-09-03; W: First Pay: 2022-01-18; Redemption: 2023-09-03; N: First Pay: 2022-01-18; Redemption: 2023-09-03; Y: First Pay: 2022-01-18; Redemption: 2023-09-03; Clv: First Pay: 2022-01-18; Redemption: 2023-09-03;
Deal Comments
Ycqcb. Ioc Nsee Eclkorf 2.00
Risk Retention
Eehfuenphx, ehfgfnhpeh
Reinvestment Period (YRS)
9.5
Reinvestment Period End Date
Apr 30, 2020
WAL Test Period (YRS)
2.4
WAL Test Period End Date
Dec 26, 1998

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