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
T Lkce	CUG	40.000	9.70	-	MMM	SSS	28.00%	-	Gpsedddh	3tVy	-	-	190	3bHz+190	-	453.00000
T-1	WMP	66.300	2.40	-	HH	BB	28.65%	-	Cvchxjlj	3tMy	-	-	350	3dFp+350	-	148.00000
H-2	YUY	84.000	6.20	-	GG	CC	16.82%	-	Xslicxji	3gUh	-	-	-	7.00%	7.000%	349.00000
Hqxdeq	EIO	48.400	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	SWA	14.400	4.00	-	MM-	EE-	38.95%	-	Mcfvkpaf	3jNu	-	-	960	3lYk+856	-	33.70000
W	QBY	92.600	3.00	-	E	W	28.00%	-	Zkwymwlm	3hBb	-	-	450	3zQj+450	-	412.00000
E	FPD	44.200	3.40	-	WWW	RRR-	30.11%	-	Dercoctt	3tBy	-	-	675	3xXj+656	-	88.00000
P	JJB	69.400	4.10	-	X-	T-	79.00%	-	-	-	-	-	-	-	-	Retained
W	YMX	864.000	8.10	-	VVV	RRR	30.00%	-	Qbfquluy	3xVn	-	-	190	3hTh+190	-	867.00000

Tranche Comments

W: First Pay: 2024-01-15; Redemption: 2024-10-15; T Lkce: First Pay: 2024-01-15; Redemption: 2024-10-15; T-1: First Pay: 2024-01-15; Redemption: 2024-10-15; H-2: First Pay: 2024-01-15; Redemption: 2024-10-15; W: First Pay: 2024-01-15; Redemption: 2024-10-15; E: First Pay: 2024-01-15; Redemption: 2024-10-15; F: First Pay: 2024-01-15; Redemption: 2024-10-15; P: First Pay: 2024-01-15; Redemption: 2024-10-15; Hqxdeq: First Pay: 2024-01-15; Redemption: 2024-10-15;

Deal Comments

Kug Dsff Sqrqump 1.00

Risk Retention

ELb Lyrhbykhqv

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 25, 1996

Reset

Yes

WAL Test Period (YRS)

8.4