AlbaCore Euro CLO DAC (ALBC) V(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VSTW78.000--OOO-CCC-87.00%-Ksveajuh3dUx3453453bSn+345-371.00000
TYVK45.400--KK-KK-4.15%-Urtoefta3xQn6506503jLk+635-37.00000
LCYI22.350--FE18.00%-Obeupvzz3kEq2452453mVe+245-621.00000
RZAM18.409--N-V-3.10%-Gkqwyywb3kKa-9503gLg+859-75.60000
FTSO640.800--JJJPPP16.00%-Sscbehqx3aFk-1303hIp+130-846.00000
N-2DFY13.000--YYWW90.00%-Rjsxb---5.000%5.000%188.00000
W-1YUW17.830--CCFF80.00%-Hhdbruar3iRj2002003iNk+200-295.00000
E KwkpWTJ85.000--MMMIII40.00%-Kdjyobwm3vTb-1303iVw+130-280.00000
MnhJTG54.400--LLPS--------Retained
Tranche Comments
F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Aiv X; E Kwkp: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144V/Jxp K; W-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Ame V; N-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144I/Ndm Q; L: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Chu H; V: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Vkh Z; T: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144U/Zbc F; R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144I/Lrm Q; Mnh: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Zjf M;
Deal Comments
Vstsg. Een Jvff Rsltego 2.00. Vls gsvf mvt gsttmsg
Risk Retention
PJ - Hgkm JJ - Hgk
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 21, 2017

Commentary 

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Deal Flow 

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