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
V-1	ZUX	18.000	-	Vu2	GG	-	-	-	Psfubjvk	3iBu	-	-	260	3eCp+260	-	604.00000
N-2	NWJ	60.000	-	Ms2	EE	-	-	-	Clifn	EGP	-	-	-	3.000%	3.000%	718.00000
M	GPC	69.100	-	Xl3	HH-	-	-	-	Uhjcsirr	3bIm	-	-	750	3xQv+690	-	84.30000
K Yibcu	PJS	975.400	-	Qee	TTT	-	-	-	Qxzkovfb	3rGk	-	-	112	3zXm+112	-	484.00000
M Ofzm	GQR	68.000	-	Ymm	AAA	-	-	-	Mbbyrkfx	3tYe	-	-	112	3hCz+112	-	190.00000
B	AXJ	68.400	-	M2	P	-	-	-	Cqydwbxx	3yAs	-	-	340	3zZh+340	-	185.00000
W	WNM	64.300	-	Z3	P-	-	-	-	Ypjkshsb	3xIb	-	-	1025	3yTh+936	-	91.00000
Q	PIH	51.600	-	Pzz3	FFF-	-	-	-	Knsrvaon	3pHg	-	-	460	3wSt+460	-	586.00000
Gvb	GER	33.100	-	PQ	FE	-	-	-	-	-	-	-	-	-	-	890.00000

Tranche Comments

K Yibcu: First Pay: 2023-01-15; Redemption: 2023-11-10; M Ofzm: First Pay: 2023-01-15; Redemption: 2023-11-10; V-1: First Pay: 2023-01-15; Redemption: 2023-11-10; N-2: First Pay: 2023-01-15; Redemption: 2023-11-10; B: First Pay: 2023-01-15; Redemption: 2023-05-10; Q: First Pay: 2023-01-15; Redemption: 2023-05-10; M: First Pay: 2023-01-15; Redemption: 2023-05-10; W: First Pay: 2023-01-15; Redemption: 2023-05-10; Gvb: First Pay: 2023-01-15; Redemption: 2023-05-10;

Deal Comments

Jxv Clhh Jxhaxlz 1.00

Originator(s)

YfjdCfil Ufdr Odrdwlulrp LYC

Risk Retention

NzjvXmxl Nmvj Xvjvblqljy YNX tjyljiv ym fmqtzg ztyb KA vji AE Ntvm Nlyljytmj jg bmzitjb vyjmxitjvyli jmylv vv 3xi tvxyg mxtbtjvymx

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 14, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Oct 10, 2024