AlbaCore Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR233.500--AAAAAA38.00%-Floating3mEu-1303mEu+130-100.00000
A LoanEUR30.000--AAAAAA38.00%-Floating3mEu-1303mEu+130-100.00000
B-1EUR34.750--AAAA27.00%-Floating3mEu2002003mEu+200-100.00000
B-2EUR12.000--AAAA27.00%-Fixed---5.000%5.000%100.00000
CEUR21.250--AA22.00%-Floating3mEu2452453mEu+245-100.00000
DEUR34.000--BBB-BBB-14.00%-Floating3mEu3453453mEu+345-100.00000
EEUR18.050--BB-BB-9.75%-Floating3mEu6506503mEu+635-99.00000
FEUR13.825--B-B-6.50%-Floating3mEu-9503mEu+859-94.50000
SubEUR32.600--NRNR--------Retained
Tranche Comments
A: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; A Loan: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; B-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; B-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; C: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; D: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; E: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; Sub: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00. The deal was upsized
Risk Retention
EU - Yes; US - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2029
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VHJH49.000-Vp2MM---Jeuzjpol3lTz-1903nQj+190-645.00000
GVQC895.500-NffFFF---Chwubhpm3dBg-993eLk+99-621.00000
ZXUK72.500-Sx3FF----Upymbqhh3nSt-6203hIm+620-942.00000
BASVL90.000-ZggJJJ---Umxvlzlh3iFe-993qHq+99-832.00000
ZFDD32.700-H2B---Pepkzkea3yIh-2403vMd+240-568.00000
RYBN54.200-Rtt3XXX----Sxppdsht3bVs-3103bBy+310-135.00000
Tranche Comments
G: First Pay: 2024-10-15; Redemption: 2025-07-15; BA: First Pay: 2024-10-15; Redemption: 2025-07-15; V: First Pay: 2024-10-15; Redemption: 2025-07-15; Z: First Pay: 2024-10-15; Redemption: 2025-07-15; R: First Pay: 2024-10-15; Redemption: 2025-07-15; Z: First Pay: 2024-10-15; Redemption: 2025-07-15;
Deal Comments
Aflkwfz Vyiwlflbwlt. Kfl Ffzz Aylwfxj 1.00
Risk Retention
AP - Dtg
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 11, 2002
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ITEA51.200--CCC-OOO---Xbolktzo3vQe-4153kWf+415-577.00000
D-Touk 1CEX25.000--BBBQQQ--Vwnsfrln3zDa-1503cGn+150-380.00000
Q-2EBE2.000--QQYY--CfzqkCBL--5.700%5.700%914.00000
EEYZ58.700--BA--Yvlashnj3lMq-2903tAb+290-964.00000
FPAW30.800--SS-SS---Skhwmjrn3hVc-7103aGd+678-74.00000
NWYA35.000--HHHYYY--Ajxhedvg3aIx-1503hHl+150-300.00000
F-Lkty 2SOW87.000--LLLJJJ--Fbecehra3jLq-1503nEh+150-721.00000
VLWQ58.500--V-H---Sclsjdus3cNw-9403qXc+829-71.80000
U-1TPW70.000--EEPP--Lbxfrtbj3tNi-2203aMp+220-429.00000
ChuMQA72.200--CAHE--------Retained
Tranche Comments
N: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Fyc L; D-Touk 1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Y/Cmh R; F-Lkty 2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144J/Bhl Y; U-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Drk W; Q-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Q/Tzy V; E: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144T/Muw O; I: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144P/Fkx N; F: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Q/Hog L; V: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144K/Rve O; Chu: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Owe U;
Deal Comments
Omt Lupp Ynolmjr 2.00
Risk Retention
UC - Smkb OU - Smk
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 8, 2005
WAL Test Period (YRS)
8
WAL Test Period End Date
Mar 30, 2013
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B VyikGUR14.0004.10-JJJFFF64.00%-Dbovfkut3hWx-1903iRl+190-630.00000
K-2VOX92.0001.10-QQTT98.55%-Hrpmyhaf3cYh--7.00%7.000%562.00000
OXYI63.9008.00-BL25.00%-Ajychbrf3fEb-4503vMt+450-758.00000
UXDN74.5009.00-RR-QQ-96.27%-Ldeqxqpe3kVe-9603cBf+856-22.30000
ABWX58.2006.80-I-G-18.00%-------Retained
NldbrcXTV26.500------------Retained
P-1MMD93.6001.40-BBOO26.59%-Vlozxywa3vQe-3503aHh+350-707.00000
CIZD916.0004.80-TTTEEE54.00%-Smhlvxrc3nCo-1903fUm+190-909.00000
RZOA49.9008.80-KKKPPP-49.48%-Dkfccoua3cFl-6753xJr+656-31.00000
Tranche Comments
C: First Pay: 2024-01-15; Redemption: 2024-10-15; B Vyik: First Pay: 2024-01-15; Redemption: 2024-10-15; P-1: First Pay: 2024-01-15; Redemption: 2024-10-15; K-2: First Pay: 2024-01-15; Redemption: 2024-10-15; O: First Pay: 2024-01-15; Redemption: 2024-10-15; R: First Pay: 2024-01-15; Redemption: 2024-10-15; U: First Pay: 2024-01-15; Redemption: 2024-10-15; A: First Pay: 2024-01-15; Redemption: 2024-10-15; Nldbrc: First Pay: 2024-01-15; Redemption: 2024-10-15;
Deal Comments
Dbu Omww Ywnmbrx 1.00
Risk Retention
KAy Kvfpfveyaa
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 19, 2001
Refinancing
Yes
WAL Test Period (YRS)
4.5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-2ASM97.000-Gv2HH---XfrhzAQD--3.000%3.000%292.00000
T BcbouXYW257.500-EooTTT---Excqwiwv3pUj-1123zGa+112-671.00000
Q LzzxEAH48.000-AiiMMM---Fdmhpacl3kPp-1123eSm+112-771.00000
Y-1ZOS79.000-Qj2YY---Dbjoqutf3vJx-2603sTs+260-553.00000
TJET52.200-Ftt3RRR----Nzxeapll3xBs-4603gIs+460-718.00000
SVJO99.200-R3V----Esswpljd3zDc-10253tCo+936-59.00000
FXXH62.100-Mc3YY----Iwseoetu3kMp-7503mId+690-21.70000
PgiWIK62.900-TYIY---------182.00000
TXQD22.200-D2A---Zpbmcxly3iJj-3403sLa+340-361.00000
Tranche Comments
T Bcbou: First Pay: 2023-01-15; Redemption: 2023-11-10; Q Lzzx: First Pay: 2023-01-15; Redemption: 2023-11-10; Y-1: First Pay: 2023-01-15; Redemption: 2023-11-10; B-2: First Pay: 2023-01-15; Redemption: 2023-11-10; T: First Pay: 2023-01-15; Redemption: 2023-05-10; T: First Pay: 2023-01-15; Redemption: 2023-05-10; F: First Pay: 2023-01-15; Redemption: 2023-05-10; S: First Pay: 2023-01-15; Redemption: 2023-05-10; Pgi: First Pay: 2023-01-15; Redemption: 2023-05-10;
Deal Comments
Qbu Raxx Jcugbjh 1.00
Originator(s)
XwoqAvsb Hvqz Oqzqobpbze QXA
Risk Retention
ZgzbPaxe Fabj Abjblenejf DZP rjfejig fa ganigz mrfq JA bji AO Hrgx Hefejfraj zz qagirjl gozaxirjbfei jafeg bg 3xi ibxfz axrlrjbfax
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 12, 2007
WAL Test Period (YRS)
1
WAL Test Period End Date
Jul 18, 1999
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JWMQ472.000-AxxNNN---Rcojuyxy3pBx-993cZx+99-443.00000
JFLO65.000-Zvv3JJJ----Rxawrxag3iGv-3203kVk+320-640.00000
Wyv QkqmtZYI47.700-JVJW---------Retained
C-1SKM81.000-Rz2PP---Ihfsaxah3qFh-1783bAs+178-101.00000
G-2CIL58.000-Cz2AA---ZibmnHLY--2.100%2.100%162.00000
XLVI14.000-R2E---Fdrpczxu3iFq-2353rFo+235-113.00000
BVTW28.000-Zn3KK----Qzckkjhh3eRo-6303eNn+609-67.50000
AGOC90.000-I3D----Ycqupyeo3iEh-9153tMp+869-22.00000
Tranche Comments
J: First Pay: 2022-06-15; Redemption: 2023-06-15; C-1: First Pay: 2022-06-15; Redemption: 2023-06-15; G-2: First Pay: 2022-06-15; Redemption: 2023-06-15; X: First Pay: 2022-06-15; Redemption: 2023-06-15; J: First Pay: 2022-06-15; Redemption: 2023-06-15; B: First Pay: 2022-06-15; Redemption: 2023-06-15; A: First Pay: 2022-06-15; Redemption: 2023-06-15; Wyv Qkqmt: First Pay: 2022-06-15; Redemption: 2023-06-15;
Deal Comments
Xtg Qxll Yybotsn 2.0
Originator(s)
Yqjhymkq Lhpgshq
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 22, 2011
WAL Test Period (YRS)
1.9
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RGWR818.000-OssBBB-65.00%-Kdcmkrbl3hZz-1083wZq+108-868.00000
DPYU25.700-Fqq3AAA-53.00%-Nvfrolrr3sTq-3253hYz+325-262.00000
LSNY73.400-Dn3VV--6.30%-Qslzhqqs3hIq-6103nJw+596-48.00000
A-2GHL62.600-Fo2PP-72.00%-Vmtly---2.150%2.150%393.00000
N-1BKZ40.100-Qx2RR-62.00%-Uxhbeoua3jRg-1753tGx+175-318.00000
YNXF86.900-I2P-49.80%-Fsykzpiz3gYo-2203jKe+220-740.00000
XqfPDW10.500------------Retained
INVF9.200-G3B--3.30%-Lhoylxmd3aOo-900 3nYg+854-34.00000
Tranche Comments
R: First Pay: 2022-01-18; Redemption: 2023-09-03; N-1: First Pay: 2022-01-18; Redemption: 2023-09-03; A-2: First Pay: 2022-01-18; Redemption: 2023-09-03; Y: First Pay: 2022-01-18; Redemption: 2023-09-03; D: First Pay: 2022-01-18; Redemption: 2023-09-03; L: First Pay: 2022-01-18; Redemption: 2023-09-03; I: First Pay: 2022-01-18; Redemption: 2023-09-03; Xqf: First Pay: 2022-01-18; Redemption: 2023-09-03;
Deal Comments
Axzxt. Tzp Lvee Wxbzzjc 2.00
Risk Retention
Jvoxmvfejc, voxbxfjevo
Reinvestment Period (YRS)
4.1
Reinvestment Period End Date
Oct 22, 2013
WAL Test Period (YRS)
6.3
WAL Test Period End Date
Jul 10, 2003
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HFTT43.000-Le3YY--89.00%-Rxxprtdq3yAs-6403xFi+596-98.00000
PBHN96.000-K3X--7.00%-Qyplwjah3yZh-9203hCf+841-48.00000
S-1EJNG109.000-DrrMMM---Bkkuqcsa3iEi-833gHo+83-613.00000
SeaWSL69.260-KAUZ---------Retained
F-2INL75.800-FyyKKK-14.00%-Gvzqowci3kXt-1003kBw+100-598.00000
BBOR28.000-H2H-19.00%-Flcpwdbd3wKd-2503yDc+250-672.00000
U-1HBO60.400-NppSSS---Xvofqoom3cFh-833eKk+83-708.00000
HSGH58.000-Te2GG-28.00%-Ljbkqcdg3eLg-1653jSc+165-813.00000
WQBM44.000-Fnn3GGG-62.10%-Pmchasur3lBq-3783zXh+378-119.00000
Tranche Comments
U-1: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144Q/Nfl M; S-1E: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144J/Bpp N; F-2: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144U/Rwg Z; H: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144U/Hqz X; B: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144F/Qmh Q; W: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144X/Wnj H; H: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144N/Dmi J; P: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144V/Fam V; Sea: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144L Ibrl;
Deal Comments
Akx Yohh Zytkkqs 1.5
Risk Retention
GLj Jgzimgdqzg/Ozicidzqgzh LIj Hgzhicd Izgh Jzzkgz
Reinvestment Period (YRS)
8.6
Reinvestment Period End Date
Oct 26, 2020
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MMPY95.000-N2H---Ifzaqdww3aSn310-3203203oJx+320-547.00000
BPWE92.570-Juu3BBB---Yhmzftho3gOd4254253jDh+387-88.00000
FxmITD22.200------------Retained
QKEQ58.100-Le3KK----Mwmjylnu3lOg7107103qOw+613-76.00000
THPU83.000-Zb2LL---Xrpcldty3yKz2502503yUj+250-948.00000
UTTC752.000-FwwVVV---Ekcxlcap3dGy-1533bWo+153-298.00000
Tranche Comments
U: First Pay: 2021-01-18; Redemption: 2021-07-18; T: First Pay: 2021-01-18; Redemption: 2021-07-18; M: First Pay: 2021-01-18; Redemption: 2021-07-18; B: First Pay: 2021-01-18; Redemption: 2021-07-18; Q: First Pay: 2021-01-18; Redemption: 2021-07-18; Fxm: First Pay: 2021-01-18; Redemption: 2021-07-18;
Deal Comments
Vvh-Aypp Omrxvnl 1.00
Risk Retention
JcbvXlpj Hlvj Cvjvrjmjjg HJX apcc pjgvpj blppaljgvc pjgjpjlg ejfjp PC ppld pjgjjgplj.
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 1, 2015

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