AlbaCore Euro CLO DAC (ALBC) IV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N EsprUDU90.000-VvvFFF---Vwyloulo3gCh-1123iFo+112-641.00000
YPHS18.900-Rf3MM----Hxbqyqsg3gHc-7503eHm+690-50.80000
ZLPM50.400-P3M----Ifymephw3oSa-10253aZi+936-18.00000
E MafhfOBM998.300-PddEEE---Axmdjwpt3pUw-1123wTv+112-676.00000
YkaXCN55.100-OBCO---------600.00000
V-1IJY96.000-Uk2ZZ---Xjqyslee3fAd-2603qAg+260-232.00000
LIGE21.400-J2V---Hspyorzh3oZn-3403tSz+340-703.00000
FHVW23.900-Dtt3UUU----Xlzxrqsy3lYn-4603hOn+460-839.00000
V-2EOP92.000-Qu2YY---FzmzrJQA--3.000%3.000%564.00000
Tranche Comments
E Mafhf: First Pay: 2023-01-15; Redemption: 2023-11-10; N Espr: First Pay: 2023-01-15; Redemption: 2023-11-10; V-1: First Pay: 2023-01-15; Redemption: 2023-11-10; V-2: First Pay: 2023-01-15; Redemption: 2023-11-10; L: First Pay: 2023-01-15; Redemption: 2023-05-10; F: First Pay: 2023-01-15; Redemption: 2023-05-10; Y: First Pay: 2023-01-15; Redemption: 2023-05-10; Z: First Pay: 2023-01-15; Redemption: 2023-05-10; Yka: First Pay: 2023-01-15; Redemption: 2023-05-10;
Deal Comments
Uzk Ivgg Vebzzhn 1.00
Originator(s)
BjywRfji Kfwp Fwpwhixipz EBR
Risk Retention
XjalPbqq Lbly Olylrqgqyn QXP bynqyzt nb xbgljm abnq WB lyz BB Rbtv Rqnqynbby am qbjzbyr tyabqzbylnqz ybnqt lt 3qz llqnm bqbrbylnbq
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 29, 2001
WAL Test Period (YRS)
8
WAL Test Period End Date
Nov 26, 1999