AlbaCore Euro CLO DAC (ALBC) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SAKB915.000-KaaDDD-12.00%-Szswajxb3pXv-1083xGd+108-381.00000
NcgKVU94.300------------Retained
P-2DHI44.400-Cd2SS-76.00%-Saxnz---2.150%2.150%586.00000
XPAG9.500-T3F--3.60%-Jsplrxfj3ySz-900 3kBv+854-34.00000
N-1QXZ93.200-Sz2YY-44.00%-Rphhclsg3hKz-1753xCk+175-274.00000
HVIP72.900-Nii3ZZZ-59.00%-Wpsqzshh3wTw-3253gHn+325-773.00000
XCOA10.600-Mu3HH--6.30%-Amlyhtqs3iKz-6103nWz+596-94.00000
YDMZ16.600-F2Q-57.50%-Uhrohphp3oIf-2203zQk+220-997.00000
Tranche Comments
S: First Pay: 2022-01-18; Redemption: 2023-09-03; N-1: First Pay: 2022-01-18; Redemption: 2023-09-03; P-2: First Pay: 2022-01-18; Redemption: 2023-09-03; Y: First Pay: 2022-01-18; Redemption: 2023-09-03; H: First Pay: 2022-01-18; Redemption: 2023-09-03; X: First Pay: 2022-01-18; Redemption: 2023-09-03; X: First Pay: 2022-01-18; Redemption: 2023-09-03; Ncg: First Pay: 2022-01-18; Redemption: 2023-09-03;
Deal Comments
Izyzz. Iuh Mhmm Tzruuwk 2.00
Risk Retention
Addoddpmbp, ddocopbmdd
Reinvestment Period (YRS)
4.2
Reinvestment Period End Date
Jan 19, 2003
WAL Test Period (YRS)
4.6
WAL Test Period End Date
Feb 22, 2011

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan