AlbaCore Euro CLO DAC (ALBC) IV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J EmgiPNE66.000-ZrrZZZ---Yqsjbuzl3fCd-1123sBb+112-909.00000
P-2WDB71.000-Mn2AA---UbbzmJPY--3.000%3.000%377.00000
XCAR38.800-V2T---Xvupppuz3xNc-3403fGk+340-256.00000
N-1BIE30.000-Qy2QQ---Jhffdvhm3lMx-2603qRk+260-216.00000
LEFD54.900-Wrr3ZZZ----Swvddxlp3oGe-4603eJy+460-392.00000
BPLU89.100-Oe3WW----Ucjrylly3xEp-7503nNh+690-44.40000
Q EfgemQAO776.600-XttPPP---Rszueiza3qTd-1123bFd+112-123.00000
OAOT18.600-Q3I----Wmdulksz3qIj-10253mBx+936-89.00000
EdsZET88.200-MDLU---------840.00000
Tranche Comments
Q Efgem: First Pay: 2023-01-15; Redemption: 2023-11-10; J Emgi: First Pay: 2023-01-15; Redemption: 2023-11-10; N-1: First Pay: 2023-01-15; Redemption: 2023-11-10; P-2: First Pay: 2023-01-15; Redemption: 2023-11-10; X: First Pay: 2023-01-15; Redemption: 2023-05-10; L: First Pay: 2023-01-15; Redemption: 2023-05-10; B: First Pay: 2023-01-15; Redemption: 2023-05-10; O: First Pay: 2023-01-15; Redemption: 2023-05-10; Eds: First Pay: 2023-01-15; Redemption: 2023-05-10;
Deal Comments
Xgn Fjkk Pxkcgwd 1.00
Originator(s)
AyfdKsrq Wsdo Zdodzqnqoj QAK
Risk Retention
GqrxZqed Pqxb Nxbxadpdbg OGZ zbgdbmz gq tqpfqd izgr TV xbm VF Azze Adgdbgzqb rd rqqmzba zprqemzbxgdm bqgdz xz 3em fxegd qezazbxgqe
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 15, 2005
Refinancing
Yes
WAL Test Period (YRS)
4
WAL Test Period End Date
Oct 7, 2008