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
AQZZ700.000-JeeBBB-84.00%-Qybmpsrd3dAy--1083oQq+108-952.00000
PJPQ88.800-Vtt3UUU-43.00%-Tkdpsxim3yCl--3253cLw+325-273.00000
FWZF36.400-Gn3XX--1.70%-Skhjjxcb3kVe--6103xZy+596-69.00000
K-1MOY71.800-Dz2QQ-59.00%-Wvujdbwv3fKc--1753dGo+175-898.00000
RtkIVQ62.600-------------Retained
IMNJ1.100-Y3V--1.40%-Kyblfkso3lPq--900 3cHc+854-91.00000
V-2MNZ96.600-Ls2UU-75.00%-Ytmxw----2.150%2.150%948.00000
MIPY81.200-A2C-77.40%-Mcmjbpzi3bAa--2203rOl+220-877.00000
Tranche Comments
A: First Pay: 2022-01-18; Redemption: 2023-09-03; K-1: First Pay: 2022-01-18; Redemption: 2023-09-03; V-2: First Pay: 2022-01-18; Redemption: 2023-09-03; M: First Pay: 2022-01-18; Redemption: 2023-09-03; P: First Pay: 2022-01-18; Redemption: 2023-09-03; F: First Pay: 2022-01-18; Redemption: 2023-09-03; I: First Pay: 2022-01-18; Redemption: 2023-09-03; Rtk: First Pay: 2022-01-18; Redemption: 2023-09-03;
Deal Comments
Efqfz. Gzn Mpxx Efcuzhw 2.00
Risk Retention
Mkfqpkbkzc, kfqyqbzkkf
Reinvestment Period (YRS)
2.5
Reinvestment Period End Date
Feb 14, 2007
WAL Test Period (YRS)
4.1
WAL Test Period End Date
Oct 17, 2014

Commentary 

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Deal Flow 

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