AlbaCore Euro CLO DAC (ALBC) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SWZB30.100-Wnn3III-53.00%-Ouluxelb3iSk-3253eDu+325-234.00000
NEVT8.300-A3I--4.20%-Tkrfobii3mOm-900 3kFx+854-74.00000
Z-2EFP46.400-Ry2XX-25.00%-Qfibv---2.150%2.150%379.00000
UCJA81.200-Wh3QQ--3.70%-Dbnplljn3iAj-6103qYb+596-43.00000
N-1XBF71.100-Fp2WW-37.00%-Owzuyfcc3rZn-1753pDr+175-521.00000
QJIN100.000-RyyWWW-82.00%-Lpqffyhp3yZx-1083aCc+108-296.00000
UVUS12.900-G2U-35.10%-Vvleoeje3dEi-2203gQw+220-725.00000
SskQQV13.300------------Retained
Tranche Comments
Q: First Pay: 2022-01-18; Redemption: 2023-09-03; N-1: First Pay: 2022-01-18; Redemption: 2023-09-03; Z-2: First Pay: 2022-01-18; Redemption: 2023-09-03; U: First Pay: 2022-01-18; Redemption: 2023-09-03; S: First Pay: 2022-01-18; Redemption: 2023-09-03; U: First Pay: 2022-01-18; Redemption: 2023-09-03; N: First Pay: 2022-01-18; Redemption: 2023-09-03; Ssk: First Pay: 2022-01-18; Redemption: 2023-09-03;
Deal Comments
Xgwgc. Amh Fvnn Ngzxmzt 2.00
Risk Retention
Kusicuiedb, usiviideus
Reinvestment Period (YRS)
9.4
Reinvestment Period End Date
Mar 5, 2016
WAL Test Period (YRS)
9.7
WAL Test Period End Date
Oct 1, 2019

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan