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
H	NWN	701.000	-	Mll	FFF	-	-	-	Rmaxhtas	3jDl	-	-	153	3qKf+153	-	101.00000
R	VLE	65.140	-	Jdd3	VVV	-	-	-	Aklcfcob	3qTf	-	425	425	3mXe+387	-	79.00000
T	TXJ	13.000	-	Er2	JJ	-	-	-	Qmqjbvuh	3fMs	-	250	250	3gWq+250	-	290.00000
Kfz	CHL	84.600	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	AMR	77.000	-	M2	J	-	-	-	Qmehbale	3lNr	-	310-320	320	3fIb+320	-	237.00000
Y	XUA	40.200	-	Pd3	BB-	-	-	-	Gfshxjoz	3nIo	-	710	710	3jEc+613	-	28.00000

Tranche Comments

H: First Pay: 2021-01-18; Redemption: 2021-07-18; T: First Pay: 2021-01-18; Redemption: 2021-07-18; C: First Pay: 2021-01-18; Redemption: 2021-07-18; R: First Pay: 2021-01-18; Redemption: 2021-07-18; Y: First Pay: 2021-01-18; Redemption: 2021-07-18; Kfz: First Pay: 2021-01-18; Redemption: 2021-07-18;

Deal Comments

Obc-Cyuu Xcwwbsk 1.00

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 29, 2009

Refinancing

Yes