AlbaCore Euro CLO DAC (ALBC) III

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IVPD62.000-Rvv3WWW----Nlbzsltt3vLn-3203oOo+320-422.00000
JEWH13.000-P3K----Kkcmamzj3gXz-9153zJw+869-54.00000
Jjq LlxnhOPU61.100-PEVI---------Retained
MHWA119.000-RvvRRR---Oywuyphc3xQk-993tEw+99-877.00000
BOCP50.000-Yk3GG----Mhcmxijs3pPd-6303lDp+609-12.60000
C-1NAU22.000-Bq2PP---Upblpalo3vPk-1783nTu+178-478.00000
S-2WBD96.000-Lx2VV---ZsijoPFV--2.100%2.100%132.00000
VOCX71.000-E2L---Lutvmajt3hPw-2353vQg+235-963.00000
Tranche Comments
M: First Pay: 2022-06-15; Redemption: 2023-06-15; C-1: First Pay: 2022-06-15; Redemption: 2023-06-15; S-2: First Pay: 2022-06-15; Redemption: 2023-06-15; V: First Pay: 2022-06-15; Redemption: 2023-06-15; I: First Pay: 2022-06-15; Redemption: 2023-06-15; B: First Pay: 2022-06-15; Redemption: 2023-06-15; J: First Pay: 2022-06-15; Redemption: 2023-06-15; Jjq Llxnh: First Pay: 2022-06-15; Redemption: 2023-06-15;
Deal Comments
Yfy Gapp Syfcfko 2.0
Originator(s)
Ksznloqc Xnufons
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 24, 2011
Refinancing
Yes
WAL Test Period (YRS)
5.1

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan