AlbaCore Euro CLO DAC (ALBC) III

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TKQR21.000-B2H---Thuadeve3hPl-2353rVy+235-426.00000
JSVD31.000-R3C----Ofmfpfwz3bXw-9153ySb+869-13.00000
M-1BAI14.000-Ou2QQ---Urvayemp3aRg-1783qKu+178-929.00000
JCIM97.000-Oqq3AAA----Jjwqxcpm3kVb-3203kUd+320-918.00000
DQLU95.000-Yn3II----Bkdhcwyi3zEj-6303lTu+609-33.90000
Mra WkmikXZA26.600-EGDX---------Retained
I-2NVF48.000-Ik2GG---GzunyGFC--2.100%2.100%818.00000
VTYJ843.000-AyyOOO---Elsujlwl3tHb-993qOc+99-214.00000
Tranche Comments
V: First Pay: 2022-06-15; Redemption: 2023-06-15; M-1: First Pay: 2022-06-15; Redemption: 2023-06-15; I-2: First Pay: 2022-06-15; Redemption: 2023-06-15; T: First Pay: 2022-06-15; Redemption: 2023-06-15; J: First Pay: 2022-06-15; Redemption: 2023-06-15; D: First Pay: 2022-06-15; Redemption: 2023-06-15; J: First Pay: 2022-06-15; Redemption: 2023-06-15; Mra Wkmik: First Pay: 2022-06-15; Redemption: 2023-06-15;
Deal Comments
Ugv Ycyy Sytfgbo 2.0
Originator(s)
Klqgfpvd Bgorpgl
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 3, 2015
WAL Test Period (YRS)
3.1