AlbaCore Euro CLO DAC (ALBC) III

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TMWZ33.000-L3P----Wmuiqoih3zLh-9153bYm+869-55.00000
GPSQ605.000-WxxBBB---Yydphrsl3yAi-993eMg+99-770.00000
F-2XUQ69.000-Ap2TT---NarafVBJ--2.100%2.100%254.00000
SXCC14.000-Q2J---Xpcpktzl3pGa-2353yBn+235-686.00000
E-1PXO13.000-Tg2GG---Ovfwaisf3pUe-1783xDq+178-194.00000
YLPD55.000-Gh3WW----Cprfqwrf3wQg-6303cDn+609-71.80000
Mky GaurcEGU45.500-XHXF---------Retained
FQYO81.000-Gnn3FFF----Mrbforje3cYu-3203aAz+320-450.00000
Tranche Comments
G: First Pay: 2022-06-15; Redemption: 2023-06-15; E-1: First Pay: 2022-06-15; Redemption: 2023-06-15; F-2: First Pay: 2022-06-15; Redemption: 2023-06-15; S: First Pay: 2022-06-15; Redemption: 2023-06-15; F: First Pay: 2022-06-15; Redemption: 2023-06-15; Y: First Pay: 2022-06-15; Redemption: 2023-06-15; T: First Pay: 2022-06-15; Redemption: 2023-06-15; Mky Gaurc: First Pay: 2022-06-15; Redemption: 2023-06-15;
Deal Comments
Htl Oavv Qkuitlx 2.0
Originator(s)
Bzkjjvjb Ojemajz
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 15, 1996
WAL Test Period (YRS)
8.9