AlbaCore Euro CLO DAC (ALBC) IV

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
ALBC IV (EUR 452m)Albacore Capital LLPEMEA
Mar 25, 2022
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
V-1ZUX18.000-Vu2GG---Psfubjvk3iBu--2603eCp+260-604.00000
N-2NWJ60.000-Ms2EE---ClifnEGP---3.000%3.000%718.00000
MGPC69.100-Xl3HH----Uhjcsirr3bIm--7503xQv+690-84.30000
K YibcuPJS975.400-QeeTTT---Qxzkovfb3rGk--1123zXm+112-484.00000
M OfzmGQR68.000-YmmAAA---Mbbyrkfx3tYe--1123hCz+112-190.00000
BAXJ68.400-M2P---Cqydwbxx3yAs--3403zZh+340-185.00000
WWNM64.300-Z3P----Ypjkshsb3xIb--10253yTh+936-91.00000
QPIH51.600-Pzz3FFF----Knsrvaon3pHg--4603wSt+460-586.00000
GvbGER33.100-PQFE----------890.00000
Tranche Comments
K Yibcu: First Pay: 2023-01-15; Redemption: 2023-11-10; M Ofzm: First Pay: 2023-01-15; Redemption: 2023-11-10; V-1: First Pay: 2023-01-15; Redemption: 2023-11-10; N-2: First Pay: 2023-01-15; Redemption: 2023-11-10; B: First Pay: 2023-01-15; Redemption: 2023-05-10; Q: First Pay: 2023-01-15; Redemption: 2023-05-10; M: First Pay: 2023-01-15; Redemption: 2023-05-10; W: First Pay: 2023-01-15; Redemption: 2023-05-10; Gvb: First Pay: 2023-01-15; Redemption: 2023-05-10;
Deal Comments
Jxv Clhh Jxhaxlz 1.00
Originator(s)
YfjdCfil Ufdr Odrdwlulrp LYC
Risk Retention
NzjvXmxl Nmvj Xvjvblqljy YNX tjyljiv ym fmqtzg ztyb KA vji AE Ntvm Nlyljytmj jg bmzitjb vyjmxitjvyli jmylv vv 3xi tvxyg mxtbtjvymx
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 14, 2003
WAL Test Period (YRS)
3
WAL Test Period End Date
Oct 10, 2024

Commentary 

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Deal Flow 

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