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-1	FUJ	29.000	-	-	II	TT	-	-	Jlztuzxt	3hCk	-	220	3eRf+220	-	711.00000
Y	IIL	38.100	-	-	N-	R-	-	-	Lfwhrrem	3jIx	-	940	3nDg+829	-	47.70000
Qmh	HUN	96.200	-	-	NI	DZ	-	-	-	-	-	-	-	-	Retained
W	TJN	36.000	-	-	KKK	EEE	-	-	Oyjqrwmg	3bFw	-	150	3dYk+150	-	259.00000
E	GGZ	47.900	-	-	G	L	-	-	Hbwrqreq	3eXh	-	290	3aRc+290	-	981.00000
Y-Tivq 2	MAP	10.000	-	-	GGG	UUU	-	-	Tzoajvbi	3tKt	-	150	3aWz+150	-	655.00000
V-2	GXH	1.000	-	-	YY	SS	-	-	Fziwd	IMB	-	-	5.700%	5.700%	661.00000
T	QZU	63.900	-	-	AA-	FF-	-	-	Buojtzeo	3yGi	-	710	3cRj+678	-	42.00000
L	JZA	71.800	-	-	OOO-	BBB-	-	-	Suwdzvqp	3rDt	-	415	3cZj+415	-	624.00000
H-Tjca 1	GNJ	15.000	-	-	DDD	CCC	-	-	Jfbpkedg	3xBz	-	150	3tZa+150	-	734.00000

Tranche Comments

W: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144P/Afv B; H-Tjca 1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Wxp S; Y-Tivq 2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144O/Ryv G; A-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144W/Fnh N; V-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144X/Auw R; E: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144G/Btb K; L: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144G/Ikb Q; T: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144O/Epb C; Y: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Tew M; Qmh: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144D/Tqb U;

Deal Comments

Ehf Xnzz Emsfhsg 2.00

Risk Retention

IR - Ykey QI - Yke

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 8, 2025

WAL Test Period (YRS)

WAL Test Period End Date

Sep 28, 2008