AlbaCore Euro CLO DAC (ALBC) V

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	TBD	35.400	8.90	-	Q-	P-	84.00%	-	-	-	-	-	-	-	-	Retained
X Gscp	YAS	83.000	9.10	-	SSS	XXX	71.00%	-	Nsjzerot	3vXo	-	-	190	3bCs+190	-	130.00000
A-2	ISQ	74.000	1.80	-	RR	AA	38.14%	-	Johwckov	3iOg	-	-	-	7.00%	7.000%	166.00000
L	GHA	99.400	3.00	-	II-	XX-	16.74%	-	Nurpyiib	3pAy	-	-	960	3kEg+856	-	91.30000
N	MLL	948.000	6.50	-	QQQ	CCC	44.00%	-	Clyfmodd	3cSz	-	-	190	3kEm+190	-	737.00000
P-1	BJA	99.300	5.80	-	FF	BB	98.70%	-	Eyovjxff	3fXb	-	-	350	3sMg+350	-	315.00000
Q	BGS	30.800	5.00	-	B	K	72.00%	-	Zvjmdbcw	3wWc	-	-	450	3kNy+450	-	285.00000
Hvbasd	KZL	18.300	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	NER	80.900	7.60	-	HHH	JJJ-	84.62%	-	Lcvfboxd	3gSq	-	-	675	3tWh+656	-	42.00000

Tranche Comments

N: First Pay: 2024-01-15; Redemption: 2024-10-15; X Gscp: First Pay: 2024-01-15; Redemption: 2024-10-15; P-1: First Pay: 2024-01-15; Redemption: 2024-10-15; A-2: First Pay: 2024-01-15; Redemption: 2024-10-15; Q: First Pay: 2024-01-15; Redemption: 2024-10-15; P: First Pay: 2024-01-15; Redemption: 2024-10-15; L: First Pay: 2024-01-15; Redemption: 2024-10-15; L: First Pay: 2024-01-15; Redemption: 2024-10-15; Hvbasd: First Pay: 2024-01-15; Redemption: 2024-10-15;

Deal Comments

Raw Jyaa Gfhpaeg 1.00

Risk Retention

GPf Soumyougwe

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 14, 2010

Reset

Yes

WAL Test Period (YRS)

7.7