AlbaCore Euro CLO DAC (ALBC) V

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VsadneIAK53.600------------Retained
S-1ICX66.1006.10-GGAA77.25%-Jufrohnw3sTd-3503cDp+350-893.00000
HNWU907.0006.30-GGGZZZ66.00%-Lubxdfup3jQd-1903tMe+190-778.00000
L-2NCF73.0009.50-XXVV57.38%-Deylcmze3bMv--7.00%7.000%751.00000
OVTX29.7008.00-JU31.00%-Oquqzddb3pGn-4503jKz+450-764.00000
BKIA54.1008.50-O-L-22.00%-------Retained
XZSA30.5004.40-OOOTTT-78.52%-Kesxrqlp3tLz-6753iHz+656-96.00000
QMWZ49.1007.00-LL-OO-75.48%-Zrqavqkj3oWq-9603yJz+856-83.50000
M CchwSZE25.0008.40-IIIGGG20.00%-Qjvxzqhy3jUx-1903vCi+190-167.00000
Tranche Comments
H: First Pay: 2024-01-15; Redemption: 2024-10-15; M Cchw: First Pay: 2024-01-15; Redemption: 2024-10-15; S-1: First Pay: 2024-01-15; Redemption: 2024-10-15; L-2: First Pay: 2024-01-15; Redemption: 2024-10-15; O: First Pay: 2024-01-15; Redemption: 2024-10-15; X: First Pay: 2024-01-15; Redemption: 2024-10-15; Q: First Pay: 2024-01-15; Redemption: 2024-10-15; B: First Pay: 2024-01-15; Redemption: 2024-10-15; Vsadne: First Pay: 2024-01-15; Redemption: 2024-10-15;
Deal Comments
Xex Wggg Nnueeqm 1.00
Risk Retention
LKv Kjuhzjmpwz
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 11, 2003
WAL Test Period (YRS)
9.3