AlbaCore Euro CLO DAC (ALBC) V

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JZXB493.0001.70-YYYLLL38.00%-Grjmuecj3bDw-1903rUp+190-827.00000
T-1EOS86.6005.10-RRCC74.27%-Mvyvfdfm3fRr-3503jOz+350-224.00000
W-2DGC15.0007.20-LLGG22.24%-Ixfzwiht3qTo--7.00%7.000%223.00000
EJYY92.4003.00-MB55.00%-Kfjhxfpb3lEl-4503wHn+450-754.00000
XJBF37.9006.00-VV-KK-69.88%-Wfcjxidq3pRb-9603oXu+856-94.40000
SDXQ23.7001.20-X-L-70.00%-------Retained
JhslggSUJ74.800------------Retained
K SidcGYD18.0002.20-IIINNN74.00%-Dudrqkaz3wTo-1903nKj+190-200.00000
IPWY51.5008.70-HHHDDD-50.60%-Flmdukek3wYe-6753lSt+656-69.00000
Tranche Comments
J: First Pay: 2024-01-15; Redemption: 2024-10-15; K Sidc: First Pay: 2024-01-15; Redemption: 2024-10-15; T-1: First Pay: 2024-01-15; Redemption: 2024-10-15; W-2: First Pay: 2024-01-15; Redemption: 2024-10-15; E: First Pay: 2024-01-15; Redemption: 2024-10-15; I: First Pay: 2024-01-15; Redemption: 2024-10-15; X: First Pay: 2024-01-15; Redemption: 2024-10-15; S: First Pay: 2024-01-15; Redemption: 2024-10-15; Jhslgg: First Pay: 2024-01-15; Redemption: 2024-10-15;
Deal Comments
Zhx Wpss Yawshgu 1.00
Risk Retention
AMb Ymmfqmugag
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 14, 2008
Reset
Yes
WAL Test Period (YRS)
7.4

Commentary 

Upgrade Plan

Deal Flow 

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