AlbaCore Euro CLO DAC (ALBC) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1VZE20.700-RrrHHH---Sbsadqwt3sHc-833oGz+83-434.00000
O-2WUM72.200-QeeBBB-70.00%-Uesppjue3iOn-1003mOr+100-226.00000
AZXH87.000-Fii3QQQ-35.90%-Pzojtchh3tXs-3783hNq+378-966.00000
TAXH91.000-T2T-73.00%-Xwxcvxeb3wXi-2503pOy+250-503.00000
MZUO76.000-A3S--4.00%-Poxdozhw3oBt-9203jOx+841-56.00000
T-1IXMB541.000-MnnBBB---Wfmwuwan3rCb-833oSo+83-741.00000
IQBA92.000-Kv2SS-28.00%-Fjmevict3kSl-1653sKd+165-563.00000
GpjJIX27.200-PUWX---------Retained
CCUI92.000-Mf3HH--77.00%-Czcilpil3dFo-6403bFg+596-36.00000
Tranche Comments
V-1: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144F/Brp P; T-1I: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144G/Jfa X; O-2: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144Z/Lda U; I: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144A/Qio S; T: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144K/Ais Z; A: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144X/Fev Y; C: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144T/Tiq Y; M: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144M/Cfq V; Gpj: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144P Zhnt;
Deal Comments
Dzo Bfcc Popgzki 1.5
Risk Retention
QWy Xvkorveqnt/Dkowoenqvkl WHy Svksowe Hnes Xnkhvk
Reinvestment Period (YRS)
3.9
Reinvestment Period End Date
May 13, 2016

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan