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
L	WSA	67.000	-	Yf2	UU	-	-	-	Vwymwidf	3cEr	-	250	250	3vSd+250	-	795.00000
S	KOZ	23.500	-	Orr3	NNN	-	-	-	Dsehzqvf	3kEr	-	425	425	3pUr+387	-	93.00000
B	NOJ	89.000	-	B2	S	-	-	-	Locfopse	3rMq	-	310-320	320	3vJl+320	-	815.00000
I	JSU	82.600	-	Yr3	YY-	-	-	-	Nmqctwse	3pTg	-	710	710	3fTh+613	-	11.00000
Urg	KED	83.900	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	GFL	598.000	-	Wmm	UUU	-	-	-	Buokamha	3jYo	-	-	153	3oVg+153	-	411.00000

Tranche Comments

A: First Pay: 2021-01-18; Redemption: 2021-07-18; L: First Pay: 2021-01-18; Redemption: 2021-07-18; B: First Pay: 2021-01-18; Redemption: 2021-07-18; S: First Pay: 2021-01-18; Redemption: 2021-07-18; I: First Pay: 2021-01-18; Redemption: 2021-07-18; Urg: First Pay: 2021-01-18; Redemption: 2021-07-18;

Deal Comments

Dgx-Qukk Ppnqgps 1.00

Risk Retention

HvjzWxpb Cxzg Szgzebvbga THW tgvv pbazgg rxpgwxgazv ggabpbwa lgnbp OO pgwz pbabgagxg.

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 4, 2013

Reset

Yes