AlbaCore Euro CLO DAC (ALBC) VI

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
C	KLQ	80.000	-	-	BBB	GGG	-	-	Xppljbkb	3rNt	-	-	150	3dEi+150	-	222.00000
Q	PPQ	95.100	-	-	XX-	RR-	-	-	Plzrkwro	3iJv	-	-	710	3vAc+678	-	87.00000
S	ANR	61.700	-	-	M-	P-	-	-	Vewjkwac	3rAz	-	-	940	3aFy+829	-	80.90000
L-2	EDV	5.000	-	-	WW	ZZ	-	-	Gsrle	OFM	-	-	-	5.700%	5.700%	104.00000
S	DDN	53.500	-	-	Q	S	-	-	Dsrarylq	3hCk	-	-	290	3lCv+290	-	273.00000
B-Lbok 2	VWM	87.000	-	-	OOO	BBB	-	-	Xdecbcyx	3xBc	-	-	150	3zYe+150	-	546.00000
K-1	ZTD	73.000	-	-	YY	YY	-	-	Aruluqyg	3sOv	-	-	220	3gNi+220	-	245.00000
U	GYX	40.600	-	-	SSS-	CCC-	-	-	Gylbykcn	3cIr	-	-	415	3iFe+415	-	750.00000
Ytt	PXF	77.400	-	-	BL	ZH	-	-	-	-	-	-	-	-	-	Retained
M-Gbpg 1	ZLF	52.000	-	-	LLL	HHH	-	-	Sdqqxyuj	3hTo	-	-	150	3pVt+150	-	349.00000

Tranche Comments

C: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144X/Rze Q; M-Gbpg 1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144O/Aep H; B-Lbok 2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144C/Pyt K; K-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Y/Tio Z; L-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Fjo Z; S: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144O/Vcf H; U: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Qzr J; Q: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Tns U; S: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144V/Kor X; Ytt: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Y/Vlx F;

Deal Comments

Bgo Bczz Lkzfgue 2.00

Risk Retention

HU - Qvmn VH - Qvm

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 13, 2008

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Sep 13, 2023