AlbaCore Euro CLO DAC (ALBC) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-1VJR81.700-Xo2YY-41.00%-Pedofcki3ePg-1753oTp+175-654.00000
WCJP346.000-VeeQQQ-14.00%-Ocmlpell3kHm-1083dOr+108-195.00000
NWND16.100-Mpp3EEE-71.00%-Nwxmwvcs3aOi-3253cNr+325-779.00000
V-2ZKC54.100-Mf2RR-20.00%-Zwhbo---2.150%2.150%514.00000
YING26.700-N2H-50.80%-Cbsftztg3fFe-2203kWh+220-263.00000
VBGB55.300-Yh3ZZ--2.40%-Demasiwr3mFp-6103tCf+596-84.00000
ZNMQ7.800-R3M--3.50%-Xbrrwlxj3rMn-900 3tAf+854-94.00000
LnrEDN17.400------------Retained
Tranche Comments
W: First Pay: 2022-01-18; Redemption: 2023-09-03; T-1: First Pay: 2022-01-18; Redemption: 2023-09-03; V-2: First Pay: 2022-01-18; Redemption: 2023-09-03; Y: First Pay: 2022-01-18; Redemption: 2023-09-03; N: First Pay: 2022-01-18; Redemption: 2023-09-03; V: First Pay: 2022-01-18; Redemption: 2023-09-03; Z: First Pay: 2022-01-18; Redemption: 2023-09-03; Lnr: First Pay: 2022-01-18; Redemption: 2023-09-03;
Deal Comments
Hgzgc. Ruj Uqxx Zggxuof 2.00
Risk Retention
Nfkqefneyi, fkqmqnyefk
Reinvestment Period (YRS)
2.6
Reinvestment Period End Date
Jun 3, 2013
WAL Test Period (YRS)
1.4
WAL Test Period End Date
Nov 12, 2015

Commentary 

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Deal Flow 

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