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
A-Stxr 1	QKU	79.000	-	-	CCC	BBB	-	-	Fjvsxwps	3lLf	-	150	3rNn+150	-	492.00000
U-2	PZK	1.000	-	-	UU	MM	-	-	Vllng	ELS	-	-	5.700%	5.700%	767.00000
O	GTF	42.400	-	-	UU-	HH-	-	-	Pmepqxxg	3lTw	-	710	3sEz+678	-	12.00000
K-Wich 2	BPY	54.000	-	-	TTT	YYY	-	-	Omdujxig	3pEo	-	150	3xRx+150	-	667.00000
Xen	ION	77.600	-	-	EM	MI	-	-	-	-	-	-	-	-	Retained
I	EYO	88.600	-	-	R-	D-	-	-	Pjqdxefg	3rXj	-	940	3cPr+829	-	51.40000
K	QEG	39.100	-	-	LLL-	WWW-	-	-	Mzdjemls	3gFf	-	415	3sDb+415	-	304.00000
U-1	XQD	37.000	-	-	BB	FF	-	-	Tzdjemem	3iQj	-	220	3oMx+220	-	690.00000
C	OLB	60.000	-	-	GGG	QQQ	-	-	Irqrxbvz	3lLz	-	150	3wWf+150	-	928.00000
U	PSS	49.100	-	-	V	F	-	-	Osvjeiie	3dEk	-	290	3dYu+290	-	197.00000

Tranche Comments

C: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144C/Qor F; A-Stxr 1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Lyg R; K-Wich 2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Q/Llg H; U-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Lxx U; U-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144N/Mzh D; U: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Y/Aah E; K: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144M/Dye T; O: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144C/Vbt W; I: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Gtq W; Xen: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144W/Nlj S;

Deal Comments

Msb Ohzz Ccowsga 2.00

Risk Retention

AM - Uzkt MA - Uzk

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 8, 2008

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Aug 19, 2020