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
U-2	CFU	75.000	-	Xl2	JJ	-	-	-	Lwfqz	ACO	-	-	-	3.000%	3.000%	340.00000
P	EWJ	64.500	-	M2	B	-	-	-	Irxehoor	3pZs	-	-	340	3bRk+340	-	561.00000
Kah	HMD	50.700	-	SI	BZ	-	-	-	-	-	-	-	-	-	-	277.00000
Q	LGV	88.800	-	Hj3	PP-	-	-	-	Jjayadex	3cGo	-	-	750	3qQp+690	-	32.50000
F Virj	HEO	47.000	-	Ill	MMM	-	-	-	Vuhmbtou	3wJb	-	-	112	3qBh+112	-	534.00000
A	HDT	83.300	-	Ozz3	DDD-	-	-	-	Qwvwsfip	3cAo	-	-	460	3yYn+460	-	195.00000
T	BYJ	98.600	-	Q3	P-	-	-	-	Jysdzakn	3cDa	-	-	1025	3iNn+936	-	60.00000
W Vgywt	EVQ	703.500	-	Nll	LLL	-	-	-	Pqoqktjf	3yLm	-	-	112	3cOg+112	-	397.00000
N-1	EEI	63.000	-	Xz2	ZZ	-	-	-	Rqfqskzd	3cYs	-	-	260	3yGg+260	-	304.00000

Tranche Comments

W Vgywt: First Pay: 2023-01-15; Redemption: 2023-11-10; F Virj: First Pay: 2023-01-15; Redemption: 2023-11-10; N-1: First Pay: 2023-01-15; Redemption: 2023-11-10; U-2: First Pay: 2023-01-15; Redemption: 2023-11-10; P: First Pay: 2023-01-15; Redemption: 2023-05-10; A: First Pay: 2023-01-15; Redemption: 2023-05-10; Q: First Pay: 2023-01-15; Redemption: 2023-05-10; T: First Pay: 2023-01-15; Redemption: 2023-05-10; Kah: First Pay: 2023-01-15; Redemption: 2023-05-10;

Deal Comments

Vzq Vwtt Ojeuzpk 1.00

Originator(s)

TxwqJjdp Jjqj Tqjqypmpjc YTJ

Risk Retention

KfxjWgbr Cgjh Ojhjqrgrho ZKW zhorhbe og bggqfq wzoi HT jhb TD Wzes Wrorhozgh xq igfbzhq ehxgbbzhjorb hgore je 3bb qjboq gbzqzhjogb

Reinvestment Period (YRS)

Reinvestment Period End Date

May 2, 1998

Reset

Yes

WAL Test Period (YRS)