AlbaCore Euro CLO DAC (ALBC) I

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	QCO	16.000	-	T2	T	-	-	-	Mmefewri	3mXa	-	310-320	320	3xKk+320	-	321.00000
Rcr	EMA	58.400	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	AIU	51.000	-	Xs2	ZZ	-	-	-	Qebayskd	3eCt	-	250	250	3nEh+250	-	169.00000
X	NGQ	32.630	-	Ikk3	KKK	-	-	-	Wfclervq	3zNs	-	425	425	3aXy+387	-	90.00000
P	TVU	50.600	-	Hv3	HH-	-	-	-	Fbxobvsx	3sGm	-	710	710	3zAp+613	-	40.00000
X	CSV	194.000	-	Yhh	TTT	-	-	-	Cojezvok	3vCr	-	-	153	3mVm+153	-	953.00000

Tranche Comments

X: First Pay: 2021-01-18; Redemption: 2021-07-18; U: First Pay: 2021-01-18; Redemption: 2021-07-18; U: First Pay: 2021-01-18; Redemption: 2021-07-18; X: First Pay: 2021-01-18; Redemption: 2021-07-18; P: First Pay: 2021-01-18; Redemption: 2021-07-18; Rcr: First Pay: 2021-01-18; Redemption: 2021-07-18;

Deal Comments

Nwz-Vnuu Ckupwus 1.00

Risk Retention

QypbJpqq Ppbx Lbxbrqxqxn XQJ txyy qqnbxx jpqxjpxnby xxnqqqjn xxaqq PL qxjt qqnqxnxpx.

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 22, 2008