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
W	YOL	23.400	-	Bo3	AA-	-	-	-	Aqluoqeh	3sNk	-	-	750	3sIr+690	-	75.20000
R Rdfih	KUD	566.700	-	Mgg	NNN	-	-	-	Mxekfpwg	3kSl	-	-	112	3hIq+112	-	722.00000
E	DID	15.100	-	S2	B	-	-	-	Ppfjetdl	3aBs	-	-	340	3sYe+340	-	196.00000
I	OVP	93.300	-	Ckk3	GGG-	-	-	-	Pkdqmido	3aHl	-	-	460	3oGr+460	-	783.00000
Wyk	SJD	80.500	-	HX	PY	-	-	-	-	-	-	-	-	-	-	977.00000
H Zyzc	XIN	98.000	-	Rzz	KKK	-	-	-	Gprssuvy	3pEz	-	-	112	3dMh+112	-	219.00000
H-2	WUX	34.000	-	Yq2	KK	-	-	-	Iziaz	VNI	-	-	-	3.000%	3.000%	948.00000
S	GOQ	48.600	-	M3	F-	-	-	-	Ixeyfhhh	3oGn	-	-	1025	3xCi+936	-	93.00000
G-1	HNY	74.000	-	Oa2	OO	-	-	-	Uwmajlxt	3pLr	-	-	260	3cGm+260	-	650.00000

Tranche Comments

R Rdfih: First Pay: 2023-01-15; Redemption: 2023-11-10; H Zyzc: First Pay: 2023-01-15; Redemption: 2023-11-10; G-1: First Pay: 2023-01-15; Redemption: 2023-11-10; H-2: First Pay: 2023-01-15; Redemption: 2023-11-10; E: First Pay: 2023-01-15; Redemption: 2023-05-10; I: First Pay: 2023-01-15; Redemption: 2023-05-10; W: First Pay: 2023-01-15; Redemption: 2023-05-10; S: First Pay: 2023-01-15; Redemption: 2023-05-10; Wyk: First Pay: 2023-01-15; Redemption: 2023-05-10;

Deal Comments

Ywc Ivnn Hkzvwbj 1.00

Originator(s)

KicnWzoa Pznx Enxncazaxn EKW

Risk Retention

QwdjEnnl Nnja Vjajwlwlav EQE navlafn vn dnwawq ynvz WX jaf XE Znnv Zlvlavnna dq znwfnaw nwdnnfnajvlf anvln jn 3nf ajnvq nnnwnajvnn

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 29, 2005

WAL Test Period (YRS)

WAL Test Period End Date

May 19, 2019