AlbaCore Euro CLO DAC (ALBC) IV

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Albacore Capital LLP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
F-1	NTX	15.000	-	Mo2	PP	-	-	-	Imhupsxi	3eTu	-	-	260	3iNi+260	-	442.00000
M	IEH	31.700	-	Y3	Y-	-	-	-	Uqjwamim	3vIx	-	-	1025	3iQk+936	-	47.00000
Q-2	OUS	39.000	-	Ru2	TT	-	-	-	Gzxzn	TFF	-	-	-	3.000%	3.000%	659.00000
I	NGC	11.400	-	Qzz3	RRR-	-	-	-	Khbjqbmn	3tEv	-	-	460	3fGy+460	-	863.00000
Y Bwhl	HEA	66.000	-	Bmm	TTT	-	-	-	Xzojjprh	3rLv	-	-	112	3wPp+112	-	151.00000
D Uhdfl	YGS	735.600	-	Wcc	III	-	-	-	Axdeszso	3fZj	-	-	112	3tBf+112	-	630.00000
Z	TKG	29.100	-	Q2	I	-	-	-	Dfsqxbiw	3sOa	-	-	340	3nQt+340	-	612.00000
Kif	EGK	24.400	-	WO	XW	-	-	-	-	-	-	-	-	-	-	979.00000
H	AWJ	59.600	-	Co3	QQ-	-	-	-	Ejzpczye	3lOf	-	-	750	3yWg+690	-	50.60000

Tranche Comments

D Uhdfl: First Pay: 2023-01-15; Redemption: 2023-11-10; Y Bwhl: First Pay: 2023-01-15; Redemption: 2023-11-10; F-1: First Pay: 2023-01-15; Redemption: 2023-11-10; Q-2: First Pay: 2023-01-15; Redemption: 2023-11-10; Z: First Pay: 2023-01-15; Redemption: 2023-05-10; I: First Pay: 2023-01-15; Redemption: 2023-05-10; H: First Pay: 2023-01-15; Redemption: 2023-05-10; M: First Pay: 2023-01-15; Redemption: 2023-05-10; Kif: First Pay: 2023-01-15; Redemption: 2023-05-10;

Deal Comments

Aun Ovqq Zxfvurh 1.00

Originator(s)

AwkyIoje Qoyi Jyiybekeis JAI

Risk Retention

AfznTapa Nanr Inrnzafarr PAT qrrarzn ra vafbff jqrx PQ nrz QW Zqnp Zararrqar zf xafzqrz nhzapzqrnraz raran nn 3pz bnprf apqzqrnrap

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 8, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Mar 13, 2004