IV(R)

AlbaCore Euro CLO DAC (ALBC) IV(R)

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
M	MWG	72.100	-	Nw3	RR-	-	-	-	Hbsyyquj	3hOc	-	-	620	3vTs+620	-	899.00000
UM	AKH	36.000	-	Eii	DDD	-	-	-	Ctqvrjto	3jDo	-	-	99	3xJl+99	-	913.00000
O	SHR	87.000	-	Vi2	VV	-	-	-	Qljzhlss	3yMi	-	-	190	3zDp+190	-	903.00000
S	EPS	836.500	-	Uuu	GGG	-	-	-	Fwvkmxku	3fFf	-	-	99	3oFo+99	-	405.00000
T	ELT	53.800	-	Scc3	WWW-	-	-	-	Lucwtaqr	3qZd	-	-	310	3nNu+310	-	295.00000
Y	SIS	47.700	-	R2	M	-	-	-	Rxyrjxec	3eXh	-	-	240	3nJl+240	-	790.00000

Tranche Comments

S: First Pay: 2024-10-15; Redemption: 2025-07-15; UM: First Pay: 2024-10-15; Redemption: 2025-07-15; O: First Pay: 2024-10-15; Redemption: 2025-07-15; Y: First Pay: 2024-10-15; Redemption: 2025-07-15; T: First Pay: 2024-10-15; Redemption: 2025-07-15; M: First Pay: 2024-10-15; Redemption: 2025-07-15;

Deal Comments

Eubypui Uuvpwuwnpwb. Orw Kuii Eubprjz 1.00

Risk Retention

AM - Kek

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 28, 1999