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
W-Coxx 1	BHZ	12.000	-	-	HHH	RRR	-	-	Efkvzlvd	3dRb	-	150	3cGs+150	-	210.00000
A	MOU	32.600	-	-	L	Y	-	-	Tqfhaabn	3bGu	-	290	3jQc+290	-	428.00000
X	HDK	75.000	-	-	AAA	NNN	-	-	Fwfjczln	3lTt	-	150	3iSz+150	-	255.00000
Idd	WKN	60.700	-	-	SY	TL	-	-	-	-	-	-	-	-	Retained
T-2	MXC	5.000	-	-	RR	GG	-	-	Zkpba	WEA	-	-	5.700%	5.700%	479.00000
D	IQZ	51.300	-	-	AAA-	SSS-	-	-	Umdsythr	3cZh	-	415	3vVw+415	-	506.00000
D-1	FNT	29.000	-	-	BB	DD	-	-	Pxezbrzb	3vXz	-	220	3hUb+220	-	368.00000
W	QJH	62.100	-	-	M-	I-	-	-	Wjcuosks	3xHy	-	940	3yZy+829	-	99.20000
U-Yjjq 2	KIE	56.000	-	-	III	RRR	-	-	Ycuvzfyp	3gNs	-	150	3kGn+150	-	443.00000
V	JSD	59.500	-	-	QQ-	UU-	-	-	Lddvhyzz	3cUj	-	710	3zVr+678	-	74.00000

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Tranche Comments

X: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Wly M; W-Coxx 1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144J/Nvu C; U-Yjjq 2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Nxy Q; D-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144M/Tzp C; T-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144I/Lfp H; A: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Z/Ulz G; D: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144F/Dku J; V: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144V/Jsw H; W: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144W/Xdi J; Idd: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Xxh F;

Deal Comments

Bxz Jpcc Xkryxiv 2.00

Risk Retention

DS - Dhbj UD - Dhb

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 11, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Feb 23, 2014

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