AlbaCore Euro CLO DAC (ALBC) IV(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IPNW31.700-E2W---Uxyrjjzz3pKm-2403cAd+240-426.00000
BONN61.600-Cr3LL----Cclbdvkg3sRz-6203pJq+620-628.00000
PZWI195.200-TrrEEE---Lcmhzxyf3eFd-993mZp+99-333.00000
ZOPUJ39.000-VllJJJ---Yfqpyrvb3lDr-993eMx+99-200.00000
EEQW52.800-Ull3QQQ----Vsfvbrfw3hDt-3103dHg+310-401.00000
HFJI17.000-Zz2LL---Xvmkznen3kJe-1903aQu+190-216.00000
Tranche Comments
P: First Pay: 2024-10-15; Redemption: 2025-07-15; ZO: First Pay: 2024-10-15; Redemption: 2025-07-15; H: First Pay: 2024-10-15; Redemption: 2025-07-15; I: First Pay: 2024-10-15; Redemption: 2025-07-15; E: First Pay: 2024-10-15; Redemption: 2025-07-15; B: First Pay: 2024-10-15; Redemption: 2025-07-15;
Deal Comments
Szprxzi Qthxxzxxxxg. Uex Wzii Stpxefk 1.00
Risk Retention
IM - Jvy
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 16, 2012

Commentary 

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Deal Flow 

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