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
R	IGL	81.400	-	-	U	S	-	-	Embjjvrh	3dWl	-	-	290	3nDy+290	-	596.00000
X	OZY	67.900	-	-	EE-	VV-	-	-	Ieyzqunm	3zNb	-	-	710	3mSg+678	-	93.00000
N	OAI	64.400	-	-	Z-	W-	-	-	Dpeceeae	3jLl	-	-	940	3eAk+829	-	61.20000
Ytp	MIX	57.700	-	-	LJ	ON	-	-	-	-	-	-	-	-	-	Retained
W-Cyds 2	PMP	47.000	-	-	VVV	RRR	-	-	Vkbvkwux	3fLt	-	-	150	3tXu+150	-	232.00000
X	MOU	38.000	-	-	RRR	LLL	-	-	Sleouopp	3xNx	-	-	150	3kEj+150	-	309.00000
C	XIK	97.300	-	-	CCC-	FFF-	-	-	Ysvqeiaw	3vNb	-	-	415	3hIk+415	-	764.00000
C-Ejlz 1	ENC	74.000	-	-	III	MMM	-	-	Xsdalvxi	3bSf	-	-	150	3xJi+150	-	649.00000
V-2	PYI	2.000	-	-	UU	XX	-	-	Esvvs	VMM	-	-	-	5.700%	5.700%	457.00000
L-1	LAR	46.000	-	-	MM	MM	-	-	Ekobcfkf	3fCa	-	-	220	3aJz+220	-	484.00000

Tranche Comments

X: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144P/Jhn M; C-Ejlz 1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Z/Uzd F; W-Cyds 2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144V/Kdz F; L-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144V/Yid H; V-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144T/Wum G; R: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144X/Pkx X; C: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144W/Wzx N; X: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144K/Wni D; N: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Nrp O; Ytp: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144X/Mze R;

Deal Comments

Obm Gmqq Cygpbyx 2.00

Risk Retention

ZW - Bnxc EZ - Bnx

Reinvestment Period (YRS)

Reinvestment Period End Date

May 23, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Oct 5, 2022