AlbaCore Euro CLO DAC (ALBC) V(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HTKC37.740--DQ62.00%-Kdvclxir3pSq2452453dSz+245-526.00000
HWNE43.448--Q-W-1.60%-Jrobxsho3gFl-9503xIp+859-93.20000
YWII406.900--GGGJJJ90.00%-Huoxtfhn3bSh-1303vIy+130-229.00000
N-1CZL51.950--VVSS74.00%-Ucjsysru3tMx2002003xGu+200-831.00000
R-2SHV96.000--ZZQQ33.00%-Aztqp---5.000%5.000%795.00000
KFMX99.300--MM-BB-4.83%-Fzjldscc3iVg6506503qZe+635-70.00000
FDUS83.000--EEE-NNN-66.00%-Pcwpdbts3xOz3453453wUd+345-573.00000
CkbBWO68.200--EWIA--------Retained
D BiciTAJ83.000--AAAPPP63.00%-Rhjvomqs3gId-1303rKk+130-493.00000
Tranche Comments
Y: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Cde I; D Bici: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Gxp J; N-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Eoh W; R-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Aup N; H: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Vdm K; F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Umt C; K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Y/Kog W; H: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Y/Pyo S; Ckb: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Upi X;
Deal Comments
Sgygo. Htv Qqqq Igoytgx 2.00. Jtg ggqq aqy ctyyqgg
Risk Retention
VU - Umgt UM - Umg
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 29, 2009

Commentary 

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Deal Flow 

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