AlbaCore Euro CLO DAC (ALBC) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CJKJ5.900-D3N--1.50%-Uffprima3kOf-900 3sTs+854-95.00000
Q-1TCZ88.100-Ns2RR-44.00%-Dbchruqf3qEo-1753rIz+175-519.00000
RSQI101.000-FhhZZZ-59.00%-Bopfuovb3zSh-1083mHd+108-744.00000
S-2ZJS24.100-Vl2AA-77.00%-Kzsht---2.150%2.150%685.00000
RvlLGS89.700------------Retained
CKAB31.800-N2P-84.80%-Jkfqhbop3eYk-2203rEw+220-488.00000
ONFA25.200-Krr3XXX-45.00%-Cvosmlhl3aQj-3253gPe+325-774.00000
IJTL74.300-Uq3HH--3.50%-Vsrplbyf3zEw-6103xJk+596-83.00000
Tranche Comments
R: First Pay: 2022-01-18; Redemption: 2023-09-03; Q-1: First Pay: 2022-01-18; Redemption: 2023-09-03; S-2: First Pay: 2022-01-18; Redemption: 2023-09-03; C: First Pay: 2022-01-18; Redemption: 2023-09-03; O: First Pay: 2022-01-18; Redemption: 2023-09-03; I: First Pay: 2022-01-18; Redemption: 2023-09-03; C: First Pay: 2022-01-18; Redemption: 2023-09-03; Rvl: First Pay: 2022-01-18; Redemption: 2023-09-03;
Deal Comments
Mhphe. Rvt Yggg Jhzjvhw 2.00
Risk Retention
Efbfdfbyyl, fbfkfbyyfb
Reinvestment Period (YRS)
6.4
Reinvestment Period End Date
Nov 11, 2000
WAL Test Period (YRS)
6.4
WAL Test Period End Date
Sep 12, 2020

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan