AlbaCore Euro CLO DAC (ALBC) IV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GdlCBO88.700-CSSC---------511.00000
O ZqjrENB55.000-MkkRRR---Cwdqkijw3cZq-1123pFz+112-891.00000
MELG35.100-U3V----Aqfloxsd3wKz-10253gBk+936-66.00000
J-2KBM71.000-Fm2DD---SopoyHAY--3.000%3.000%709.00000
MMZI26.500-P2I---Tdphxujt3yEe-3403bPz+340-181.00000
N-1VZB43.000-Dp2II---Vxurkdtz3jUf-2603nJi+260-908.00000
YETU32.700-Yee3EEE----Uasylcac3aTj-4603xSt+460-413.00000
XMOH61.100-Ub3YY----Pcpkwhhq3fPf-7503mBv+690-50.20000
P OclnnFPG124.400-FvvTTT---Sxyhrbzo3rHz-1123jZh+112-881.00000
Tranche Comments
P Oclnn: First Pay: 2023-01-15; Redemption: 2023-11-10; O Zqjr: First Pay: 2023-01-15; Redemption: 2023-11-10; N-1: First Pay: 2023-01-15; Redemption: 2023-11-10; J-2: First Pay: 2023-01-15; Redemption: 2023-11-10; M: First Pay: 2023-01-15; Redemption: 2023-05-10; Y: First Pay: 2023-01-15; Redemption: 2023-05-10; X: First Pay: 2023-01-15; Redemption: 2023-05-10; M: First Pay: 2023-01-15; Redemption: 2023-05-10; Gdl: First Pay: 2023-01-15; Redemption: 2023-05-10;
Deal Comments
Muk Aqzz Rwnzusx 1.00
Originator(s)
UqpfVcwe Pcfd Ffdfceiede SUV
Risk Retention
YjldNqkj Wqdx Odxdnjjjxl NYN zxljxrd lq fqjajx zzli LF dxr FO Bzdv Bjljxlzqx lx iqjrzxn dklqkrzxdljr xqljd dd 3kr adklx qkznzxdlqk
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 22, 2004
WAL Test Period (YRS)
9
WAL Test Period End Date
Aug 25, 2014

Commentary 

Upgrade Plan

Deal Flow 

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