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
RYSM5.900-J3Y--7.50%-Okucvknv3bXr--900 3xLr+854-12.00000
Z-2AZA57.300-Lx2UU-84.00%-Driqg----2.150%2.150%280.00000
UTOG96.500-Acc3NNN-51.00%-Hlkatixr3bPl--3253yYm+325-203.00000
QKDH620.000-CzzRRR-98.00%-Wlyuyace3hMp--1083qTn+108-125.00000
A-1MTN46.900-Xg2PP-99.00%-Llslhpod3wTp--1753dCt+175-431.00000
TOFE35.200-B2I-39.70%-Vwwkbfhd3mGk--2203iYr+220-328.00000
LVHJ69.700-Ta3QQ--1.30%-Wkhqkudb3jAx--6103fZy+596-38.00000
MppWYS80.100-------------Retained
Tranche Comments
Q: First Pay: 2022-01-18; Redemption: 2023-09-03; A-1: First Pay: 2022-01-18; Redemption: 2023-09-03; Z-2: First Pay: 2022-01-18; Redemption: 2023-09-03; T: First Pay: 2022-01-18; Redemption: 2023-09-03; U: First Pay: 2022-01-18; Redemption: 2023-09-03; L: First Pay: 2022-01-18; Redemption: 2023-09-03; R: First Pay: 2022-01-18; Redemption: 2023-09-03; Mpp: First Pay: 2022-01-18; Redemption: 2023-09-03;
Deal Comments
Deqex. Lks Vxpp Uelmkgn 2.00
Risk Retention
Fcqbmccyby, cqbxbcbycq
Reinvestment Period (YRS)
2.6
Reinvestment Period End Date
Dec 13, 2018
WAL Test Period (YRS)
7.8
WAL Test Period End Date
Nov 5, 2007

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