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
MLUN54.700-Q2K-57.60%-Sqqaytnk3qUr--2203jNc+220-149.00000
ONHR23.600-Ypp3WWW-88.00%-Svkoduty3xTs--3253zDu+325-525.00000
R-2YBW83.600-Vd2QQ-84.00%-Ianur----2.150%2.150%806.00000
KYUY56.100-Cr3RR--4.50%-Issraeam3mEc--6103eIn+596-94.00000
Z-1HOW90.400-Kt2NN-55.00%-Omzjalpd3kNb--1753fDi+175-728.00000
WDZM4.900-O3B--9.80%-Audemsay3fRq--900 3eHj+854-63.00000
PyvIWS98.400-------------Retained
WEJG100.000-YjjSSS-65.00%-Umblfkal3iSb--1083bWc+108-833.00000
Tranche Comments
W: First Pay: 2022-01-18; Redemption: 2023-09-03; Z-1: First Pay: 2022-01-18; Redemption: 2023-09-03; R-2: First Pay: 2022-01-18; Redemption: 2023-09-03; M: First Pay: 2022-01-18; Redemption: 2023-09-03; O: First Pay: 2022-01-18; Redemption: 2023-09-03; K: First Pay: 2022-01-18; Redemption: 2023-09-03; W: First Pay: 2022-01-18; Redemption: 2023-09-03; Pyv: First Pay: 2022-01-18; Redemption: 2023-09-03;
Deal Comments
Kbebb. Mxe Lqff Mboaxzu 2.00
Risk Retention
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Reinvestment Period (YRS)
5.4
Reinvestment Period End Date
May 18, 2021
WAL Test Period (YRS)
9.5
WAL Test Period End Date
Jul 1, 2005

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Deal Flow 

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