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
B	WBA	72.600	-	-	OOO-	YYY-	-	-	Lyyskwyi	3hQx	-	-	415	3fGy+415	-	625.00000
Y	ZSC	67.300	-	-	JJ-	KK-	-	-	Owwdtvib	3qTn	-	-	710	3vNf+678	-	75.00000
Z	TGT	79.700	-	-	P	T	-	-	Cyuakipx	3lPl	-	-	290	3sGm+290	-	312.00000
W	GYZ	81.800	-	-	Q-	D-	-	-	Mwockimh	3qRh	-	-	940	3dVn+829	-	38.50000
O	MGA	35.000	-	-	SSS	JJJ	-	-	Xfsoaiwy	3aWl	-	-	150	3gEs+150	-	684.00000
F-Cppz 2	GZC	87.000	-	-	QQQ	RRR	-	-	Wxdhqjoc	3xMb	-	-	150	3xHk+150	-	101.00000
C-Vmdc 1	GVX	21.000	-	-	ZZZ	QQQ	-	-	Tzcjmato	3iWh	-	-	150	3hBu+150	-	132.00000
Y-2	HFJ	2.000	-	-	MM	NN	-	-	Jrphk	AAW	-	-	-	5.700%	5.700%	643.00000
H-1	QVG	56.000	-	-	AA	MM	-	-	Jvedqerx	3hFy	-	-	220	3kEz+220	-	688.00000
Xvp	EWN	37.600	-	-	EU	NE	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Q/Wrb V; C-Vmdc 1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144V/Eho B; F-Cppz 2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Rqa G; H-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144I/Jcf R; Y-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144M/Zqf H; Z: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144U/Uir Q; B: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Gus N; Y: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144W/Ozj B; W: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144M/Rxz X; Xvp: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144M/Rkx R;

Deal Comments

Wgg Tftt Gvfegaz 2.00

Risk Retention

WK - Kuog XW - Kuo

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 27, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Oct 15, 2001