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
F	TTZ	72.000	-	G2	G	-	-	-	Fuqkfsfj	3lBd	-	310-320	320	3jFd+320	-	181.00000
Q	TEM	47.490	-	Xtt3	TTT	-	-	-	Uebheyzz	3vPu	-	425	425	3pLu+387	-	16.00000
T	ZAB	87.300	-	Kb3	DD-	-	-	-	Yydfpsxh	3rJg	-	710	710	3bIk+613	-	60.00000
N	PMA	775.000	-	Tpp	EEE	-	-	-	Rkoxqynw	3nHw	-	-	153	3mFs+153	-	339.00000
B	BCF	44.000	-	Cp2	RR	-	-	-	Irmsrank	3gBd	-	250	250	3gTf+250	-	436.00000
Lac	LIF	67.800	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: First Pay: 2021-01-18; Redemption: 2021-07-18; B: First Pay: 2021-01-18; Redemption: 2021-07-18; F: First Pay: 2021-01-18; Redemption: 2021-07-18; Q: First Pay: 2021-01-18; Redemption: 2021-07-18; T: First Pay: 2021-01-18; Redemption: 2021-07-18; Lac: First Pay: 2021-01-18; Redemption: 2021-07-18;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 13, 2011

Reset

Yes