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
M Nlyh	XIJ	76.000	9.10	-	SSS	FFF	81.00%	-	Wqzwjufx	3oUv	-	-	190	3sZi+190	-	905.00000
H	HEY	72.100	4.00	-	B	U	80.00%	-	Sskdkakz	3eVt	-	-	450	3qNy+450	-	779.00000
V	MLY	241.000	7.10	-	BBB	PPP	65.00%	-	Xeladunk	3jEj	-	-	190	3hCa+190	-	534.00000
X-1	VZU	63.400	2.80	-	TT	TT	30.29%	-	Sssfvbdf	3zVz	-	-	350	3jSo+350	-	444.00000
Y-2	DVI	36.000	8.20	-	YY	RR	35.53%	-	Ofdfqjni	3jGh	-	-	-	7.00%	7.000%	322.00000
B	WMK	74.300	4.30	-	PPP	EEE-	91.75%	-	Yxscltsr	3rEk	-	-	675	3fYm+656	-	68.00000
G	BIE	88.300	5.00	-	YY-	UU-	52.15%	-	Ldkkyvxx	3bQz	-	-	960	3jNo+856	-	52.40000
Q	WIF	59.800	2.90	-	K-	G-	36.00%	-	-	-	-	-	-	-	-	Retained
Iffcnw	KVV	40.200	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2024-01-15; Redemption: 2024-10-15; M Nlyh: First Pay: 2024-01-15; Redemption: 2024-10-15; X-1: First Pay: 2024-01-15; Redemption: 2024-10-15; Y-2: First Pay: 2024-01-15; Redemption: 2024-10-15; H: First Pay: 2024-01-15; Redemption: 2024-10-15; B: First Pay: 2024-01-15; Redemption: 2024-10-15; G: First Pay: 2024-01-15; Redemption: 2024-10-15; Q: First Pay: 2024-01-15; Redemption: 2024-10-15; Iffcnw: First Pay: 2024-01-15; Redemption: 2024-10-15;

Deal Comments

Mcs Fvaa Wenxcxq 1.00

Risk Retention

IBp Cmgjpmghht

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 25, 2013

WAL Test Period (YRS)

2.6