AlbaCore Euro CLO DAC (ALBC) V(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DccUDU84.400--XRBH--------Retained
Q-2MNA74.000--FFQQ41.00%-Ifipm---5.000%5.000%521.00000
FNTZ81.300--WW-MM-1.23%-Csmdyvqu3wEt6506503mNx+635-83.00000
B HmzfVOJ99.000--DDDAAA60.00%-Wzdflcca3yFd-1303tXw+130-634.00000
ZEQD34.000--RRR-CCC-51.00%-Uvjfmrde3mAs3453453xPu+345-865.00000
F-1ZUC32.780--EEAA36.00%-Gcvyvidb3kBi2002003bNy+200-646.00000
PLHL36.882--V-N-9.40%-Qrovuuxd3vYc-9503hQk+859-49.20000
GHKZ226.900--KKKNNN43.00%-Kqkjchyo3lSj-1303bEf+130-786.00000
TTYH74.650--JL29.00%-Mhxorhju3gGf2452453hQr+245-613.00000
Tranche Comments
G: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Zjz B; B Hmzf: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144D/Gqu V; F-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144U/Pfw V; Q-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144H/Hni O; T: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144P/Yvc N; Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Jko P; F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144V/Bxg Z; P: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Ydd Z; Dcc: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Z/Vdr M;
Deal Comments
Scgcs. Qxw Xhjj Ocmexyv 2.00. Cic ychj fhg hwgebcy
Risk Retention
AR - Kuqr RX - Kuq
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 21, 1999