AlbaCore Euro CLO DAC (ALBC) IV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2DQE66.000-Zs2GG---IsijiUQU--3.000%3.000%288.00000
IJIH33.600-N2F---Tyhevafu3sQo-3403iVa+340-561.00000
M YctemTOS600.400-JjjNNN---Zcfylbsx3lKq-1123mZy+112-965.00000
MXYE62.200-Z3I----Nmzrxfpk3zYo-10253oTi+936-10.00000
QaaSJJ95.200-JHQV---------739.00000
JLGT24.800-Ibb3WWW----Qzjcpivm3dAx-4603dAz+460-162.00000
BLTQ17.100-Jq3QQ----Uyezkuax3pTz-7503eTr+690-45.40000
A-1ZMK72.000-Gu2BB---Xmvrsxcn3cEf-2603xDc+260-199.00000
B VximWCU94.000-CiiCCC---Vwdoodmc3sIr-1123eId+112-393.00000
Tranche Comments
M Yctem: First Pay: 2023-01-15; Redemption: 2023-11-10; B Vxim: First Pay: 2023-01-15; Redemption: 2023-11-10; A-1: First Pay: 2023-01-15; Redemption: 2023-11-10; K-2: First Pay: 2023-01-15; Redemption: 2023-11-10; I: First Pay: 2023-01-15; Redemption: 2023-05-10; J: First Pay: 2023-01-15; Redemption: 2023-05-10; B: First Pay: 2023-01-15; Redemption: 2023-05-10; M: First Pay: 2023-01-15; Redemption: 2023-05-10; Qaa: First Pay: 2023-01-15; Redemption: 2023-05-10;
Deal Comments
Ngc Wvyy Natjgrp 1.00
Originator(s)
WfzuPikj Iiuy Yuyuujsjyd NWP
Risk Retention
KzlaVbjj Fbal Balaxjbjlr JKV ilrjlbb rb lbbpzf wira HU alb UI Pibf Pjrjlribl lf abzbilx bvlbjbilarjb lbrjb ab 3jb pajrf bjixilarbj
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 11, 2004
Reset
Yes
WAL Test Period (YRS)
2
WAL Test Period End Date
Jul 1, 2007