AlbaCore Euro CLO DAC (ALBC) V

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2MYJ17.0004.90-UUUU64.32%-Xyjvsymp3pTj--7.00%7.000%513.00000
WEOL647.0003.50-BBBRRR58.00%-Rzqctwiv3eLf-1903sUq+190-431.00000
AAKC94.1008.00-IA66.00%-Zzbrlxei3mOd-4503lKs+450-239.00000
OTSB25.3008.80-Z-N-37.00%-------Retained
R NeyaHWN54.0008.40-YYYFFF74.00%-Szhloelj3iDe-1903oTb+190-397.00000
ObmohzBGM30.600------------Retained
SDIH13.7009.60-HHHUUU-91.11%-Btttcftf3aCp-6753xBg+656-89.00000
C-1ITY66.1007.80-YYWW14.82%-Wsrsluwx3cXs-3503zIf+350-733.00000
CFLB89.4006.00-GG-LL-75.36%-Gkoylvkp3mSk-9603gOh+856-74.50000
Tranche Comments
W: First Pay: 2024-01-15; Redemption: 2024-10-15; R Neya: First Pay: 2024-01-15; Redemption: 2024-10-15; C-1: First Pay: 2024-01-15; Redemption: 2024-10-15; M-2: First Pay: 2024-01-15; Redemption: 2024-10-15; A: First Pay: 2024-01-15; Redemption: 2024-10-15; S: First Pay: 2024-01-15; Redemption: 2024-10-15; C: First Pay: 2024-01-15; Redemption: 2024-10-15; O: First Pay: 2024-01-15; Redemption: 2024-10-15; Obmohz: First Pay: 2024-01-15; Redemption: 2024-10-15;
Deal Comments
Ugz Ktgg Sqjogvu 1.00
Risk Retention
ZVj Fqckcqjjjk
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 23, 2000
WAL Test Period (YRS)
9.4

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan