AlbaCore Euro CLO DAC (ALBC) V

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
ALBC V (EUR 303m)Albacore Capital LLPEMEA
Apr 14, 2023
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
M NlyhXIJ76.0009.10-SSSFFF81.00%-Wqzwjufx3oUv--1903sZi+190-905.00000
HHEY72.1004.00-BU80.00%-Sskdkakz3eVt--4503qNy+450-779.00000
VMLY241.0007.10-BBBPPP65.00%-Xeladunk3jEj--1903hCa+190-534.00000
X-1VZU63.4002.80-TTTT30.29%-Sssfvbdf3zVz--3503jSo+350-444.00000
Y-2DVI36.0008.20-YYRR35.53%-Ofdfqjni3jGh---7.00%7.000%322.00000
BWMK74.3004.30-PPPEEE-91.75%-Yxscltsr3rEk--6753fYm+656-68.00000
GBIE88.3005.00-YY-UU-52.15%-Ldkkyvxx3bQz--9603jNo+856-52.40000
QWIF59.8002.90-K-G-36.00%--------Retained
IffcnwKVV40.200-------------Retained
Tranche Comments
V: First Pay: 2024-01-15; Redemption: 2024-10-15; M Nlyh: First Pay: 2024-01-15; Redemption: 2024-10-15; X-1: First Pay: 2024-01-15; Redemption: 2024-10-15; Y-2: First Pay: 2024-01-15; Redemption: 2024-10-15; H: First Pay: 2024-01-15; Redemption: 2024-10-15; B: First Pay: 2024-01-15; Redemption: 2024-10-15; G: First Pay: 2024-01-15; Redemption: 2024-10-15; Q: First Pay: 2024-01-15; Redemption: 2024-10-15; Iffcnw: First Pay: 2024-01-15; Redemption: 2024-10-15;
Deal Comments
Mcs Fvaa Wenxcxq 1.00
Risk Retention
IBp Cmgjpmghht
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 25, 2013
WAL Test Period (YRS)
2.6

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