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
T	WSK	66.500	-	-	FF-	DD-	-	-	Mdvsecxd	3lMy	-	710	3mRv+678	-	18.00000
V-Dvkz 1	CFI	55.000	-	-	GGG	SSS	-	-	Yzxvazmy	3vUk	-	150	3pMk+150	-	740.00000
Z	GHN	73.000	-	-	SSS	OOO	-	-	Ybqusfax	3sRp	-	150	3vWz+150	-	307.00000
V-Lfwd 2	MVI	13.000	-	-	NNN	JJJ	-	-	Umjsmeuc	3lHc	-	150	3bWc+150	-	774.00000
A	NQT	89.800	-	-	RRR-	WWW-	-	-	Kkrpyqng	3pSr	-	415	3fHy+415	-	644.00000
S	EWF	21.200	-	-	R-	J-	-	-	Jvqjwekf	3tSy	-	940	3yIx+829	-	56.50000
F	MVX	90.200	-	-	K	X	-	-	Azzfxiij	3aMl	-	290	3fTv+290	-	730.00000
M-1	PWZ	21.000	-	-	RR	KK	-	-	Qyrhajfe	3zFt	-	220	3gQm+220	-	167.00000
V-2	TZI	9.000	-	-	PP	FF	-	-	Kzyih	BSU	-	-	5.700%	5.700%	632.00000
Gwe	TLG	19.800	-	-	CN	HK	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144M/Rte Q; V-Dvkz 1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Ujo F; V-Lfwd 2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144T/Vwh K; M-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144O/Ynt L; V-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144T/Hty X; F: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144O/Wci O; A: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144C/Urw Y; T: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144J/Phi X; S: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Feo C; Gwe: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144O/Jch Q;

Deal Comments

Zcj Nktt Kxalccz 2.00

Risk Retention

TL - Dxwv KT - Dxw

Reinvestment Period (YRS)

Reinvestment Period End Date

May 10, 2013

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 12, 2014