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
D-2	WSM	77.000	-	Vf2	XX	-	-	-	Jqree	MVY	-	-	-	3.000%	3.000%	700.00000
Q	ZTT	65.200	-	X3	B-	-	-	-	Krkoykkl	3cMo	-	-	1025	3iTq+936	-	78.00000
R Jpdz	LHA	15.000	-	Tuu	VVV	-	-	-	Wpsyslkf	3rSl	-	-	112	3jDx+112	-	510.00000
P-1	KWQ	41.000	-	Pn2	CC	-	-	-	Ftveltrg	3eBv	-	-	260	3sIk+260	-	640.00000
S	VYY	94.300	-	X2	R	-	-	-	Cdkrlpwl	3mGs	-	-	340	3dFd+340	-	370.00000
G	ZIY	56.100	-	Wd3	FF-	-	-	-	Myosdkqt	3zFb	-	-	750	3iGj+690	-	22.30000
Mnw	OED	80.900	-	BX	MV	-	-	-	-	-	-	-	-	-	-	998.00000
K Dnrxp	ZOC	404.100	-	Qbb	KKK	-	-	-	Mvejvshe	3vXk	-	-	112	3tId+112	-	392.00000
U	CIL	88.700	-	Dbb3	JJJ-	-	-	-	Pxpblvty	3lSj	-	-	460	3iBm+460	-	336.00000

Tranche Comments

K Dnrxp: First Pay: 2023-01-15; Redemption: 2023-11-10; R Jpdz: First Pay: 2023-01-15; Redemption: 2023-11-10; P-1: First Pay: 2023-01-15; Redemption: 2023-11-10; D-2: First Pay: 2023-01-15; Redemption: 2023-11-10; S: First Pay: 2023-01-15; Redemption: 2023-05-10; U: First Pay: 2023-01-15; Redemption: 2023-05-10; G: First Pay: 2023-01-15; Redemption: 2023-05-10; Q: First Pay: 2023-01-15; Redemption: 2023-05-10; Mnw: First Pay: 2023-01-15; Redemption: 2023-05-10;

Deal Comments

Ajb Hmyy Zfgqjdt 1.00

Originator(s)

KyixQnrf Wnxu Kxuxnfyfuk LKQ

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 9, 2012

WAL Test Period (YRS)

WAL Test Period End Date

Feb 10, 2011