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
T LkceCUG40.0009.70-MMMSSS28.00%-Gpsedddh3tVy--1903bHz+190-453.00000
T-1WMP66.3002.40-HHBB28.65%-Cvchxjlj3tMy--3503dFp+350-148.00000
H-2YUY84.0006.20-GGCC16.82%-Xslicxji3gUh---7.00%7.000%349.00000
HqxdeqEIO48.400-------------Retained
FSWA14.4004.00-MM-EE-38.95%-Mcfvkpaf3jNu--9603lYk+856-33.70000
WQBY92.6003.00-EW28.00%-Zkwymwlm3hBb--4503zQj+450-412.00000
EFPD44.2003.40-WWWRRR-30.11%-Dercoctt3tBy--6753xXj+656-88.00000
PJJB69.4004.10-X-T-79.00%--------Retained
WYMX864.0008.10-VVVRRR30.00%-Qbfquluy3xVn--1903hTh+190-867.00000
Tranche Comments
W: First Pay: 2024-01-15; Redemption: 2024-10-15; T Lkce: First Pay: 2024-01-15; Redemption: 2024-10-15; T-1: First Pay: 2024-01-15; Redemption: 2024-10-15; H-2: First Pay: 2024-01-15; Redemption: 2024-10-15; W: First Pay: 2024-01-15; Redemption: 2024-10-15; E: First Pay: 2024-01-15; Redemption: 2024-10-15; F: First Pay: 2024-01-15; Redemption: 2024-10-15; P: First Pay: 2024-01-15; Redemption: 2024-10-15; Hqxdeq: First Pay: 2024-01-15; Redemption: 2024-10-15;
Deal Comments
Kug Dsff Sqrqump 1.00
Risk Retention
ELb Lyrhbykhqv
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 25, 1996
Reset
Yes
WAL Test Period (YRS)
8.4

Commentary 

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Deal Flow 

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