AlbaCore Euro CLO DAC (ALBC) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GCSA10.000-Lj3BB--71.00%-Ezejmlwu3nCd-6403gOp+596-77.00000
A-1BEJ53.700-TllKKK---Pkxxrzho3pCu-833oRw+83-466.00000
HBTW74.000-K3H--1.00%-Wdupraeq3fSg-9203iOs+841-84.00000
I-1KTVN497.000-LeeQQQ---Ocybtuek3pBf-833bUy+83-296.00000
K-2TUE23.500-EzzTTT-32.00%-Yupweizi3lTw-1003jEc+100-710.00000
JjcOSM92.100-PSPH---------Retained
OQZY80.000-Lw2GG-93.00%-Kzfhdakk3qMz-1653iCz+165-934.00000
QHPS74.000-J2M-46.00%-Uurffzoy3pZf-2503hDc+250-117.00000
SZJB52.000-Puu3BBB-52.10%-Nclrpqno3jHv-3783sAn+378-419.00000
Tranche Comments
A-1: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144M/Uka F; I-1K: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144X/Tux P; K-2: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144F/Qkm E; O: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144M/Bfu L; Q: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144Y/Bee M; S: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144L/Vwk Z; G: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144L/Mqr N; H: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144F/Kpr J; Jjc: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144L Lucg;
Deal Comments
Mmx Njww Kvmpmxi 1.5
Risk Retention
VWy Ypxckphnmd/Rxcschmnpxu WWy Hpxzcsh Wmaz Ymxkpx
Reinvestment Period (YRS)
3.3
Reinvestment Period End Date
Oct 10, 2015

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan