C/P Sector Status Deal Name Parent Leads Region Date
ABS
CLOS
ALBC I(R) (EUR 370m) Albacore Capital LLP EMEA Jul 27, 2021
Class CCY SIZE (M) WAL MO SP FI C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE N LJG 84.600 - Gl3 TT- - 5.50% - Ewxzoxef 3dKg - - 610 3lNx+596 - 67.00000 Y ANP 6.100 - T3 V- - 1.70% - Syqekppp 3eWo - - 900 3zRp+854 - 96.00000 Z VIX 13.900 - S2 H - 14.60% - Jkkzhhal 3vGq - - 220 3xEx+220 - 276.00000 E-1 WDL 35.700 - Ks2 AA - 14.00% - Duqldplc 3qEn - - 175 3gNs+175 - 698.00000 Y VBY 819.000 - Gcc VVV - 38.00% - Oxreqjcm 3zUa - - 108 3eNs+108 - 900.00000 W IVB 32.400 - Aww3 EEE - 22.00% - Kjrfdciy 3fFz - - 325 3hHd+325 - 171.00000 F-2 YVQ 68.400 - Bo2 UU - 98.00% - Rvcom - - - - 2.150% 2.150% 609.00000 Clv ZBB 39.100 - - - - - - - - - - - - - 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 End Date
Dec 26, 1998
Missing something? Tell us.