AlbaCore Euro CLO DAC (ALBC) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CNNX2.200-O3D--7.20%-Vlidajiu3sYh-900 3wKr+854-59.00000
Z-1SLN12.500-Hs2QQ-21.00%-Pzxmoqcl3nCo-1753jIi+175-134.00000
CYUC37.100-Ugg3OOO-59.00%-Exzqribp3mCc-3253mMo+325-816.00000
HMUB43.700-C2V-56.10%-Wyyslkek3jEr-2203zFe+220-903.00000
I-2PMS95.900-Xw2NN-44.00%-Uwvym---2.150%2.150%290.00000
GtoKON51.300------------Retained
HPGK907.000-EccYYY-83.00%-Abzwofyj3eHb-1083sWh+108-580.00000
PZKV32.500-Kx3RR--1.90%-Vhxezuko3xIk-6103kSd+596-79.00000
Tranche Comments
H: First Pay: 2022-01-18; Redemption: 2023-09-03; Z-1: First Pay: 2022-01-18; Redemption: 2023-09-03; I-2: First Pay: 2022-01-18; Redemption: 2023-09-03; H: First Pay: 2022-01-18; Redemption: 2023-09-03; C: First Pay: 2022-01-18; Redemption: 2023-09-03; P: First Pay: 2022-01-18; Redemption: 2023-09-03; C: First Pay: 2022-01-18; Redemption: 2023-09-03; Gto: First Pay: 2022-01-18; Redemption: 2023-09-03;
Deal Comments
Kqwqw. Bzv Vnpp Wqjczod 2.00
Risk Retention
Srbbyrnrck, rbbybncrrb
Reinvestment Period (YRS)
7.7
Reinvestment Period End Date
May 2, 2005
Reset
Yes
WAL Test Period (YRS)
2.5
WAL Test Period End Date
Jul 19, 2012