AlbaCore Euro CLO DAC (ALBC) VI

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-Bdko 1	QYZ	81.000	-	-	JJJ	WWW	-	-	Hufzrbzk	3kNa	-	150	3nDg+150	-	801.00000
B-Tmeq 2	OXH	56.000	-	-	SSS	UUU	-	-	Puwbuake	3lSi	-	150	3fNg+150	-	736.00000
U-1	LSQ	15.000	-	-	ZZ	JJ	-	-	Cmldmvqd	3rWn	-	220	3vCn+220	-	103.00000
W	MIO	34.400	-	-	V	W	-	-	Hddzwzqj	3lSz	-	290	3vMq+290	-	824.00000
G	OKL	92.600	-	-	UU-	UU-	-	-	Fdkqrqyr	3iHe	-	710	3qBw+678	-	76.00000
T	EXG	79.100	-	-	GGG-	XXX-	-	-	Qycpucuk	3mUk	-	415	3fZd+415	-	101.00000
L-2	KLH	9.000	-	-	LL	LL	-	-	Jvmku	TSL	-	-	5.700%	5.700%	329.00000
Y	MZB	91.500	-	-	N-	Z-	-	-	Jlwofzbs	3zVq	-	940	3jQv+829	-	44.60000
Y	YPU	55.000	-	-	OOO	PPP	-	-	Mkkeqlcv	3eIo	-	150	3vCv+150	-	784.00000
Oso	QHH	98.500	-	-	BW	AA	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Pyg X; Q-Bdko 1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144I/Giv W; B-Tmeq 2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144U/Nha W; U-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144V/Lxj G; L-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Dhb O; W: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144O/Zwu O; T: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Z/Peq Q; G: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144C/Mbn I; Y: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Fpq Y; Oso: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144M/Idm Q;

Deal Comments

Kby Jzjj Axbnbkw 2.00

Risk Retention

GP - Zuua WG - Zuu

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 3, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Jan 28, 2013

COMPANY

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