AlbaCore Euro CLO DAC

Deals

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
Q	SXU	68.200	5.00	-	OOO-	WWW-	54.00%	-	Dufjfwml	3sWc	-	-	370	3xNc+370	-	121.00000
I	TWO	81.000	56.00	-	XX-	QQ-	5.10%	-	Oquzldix	3tYk	-	-	950	3gLe+847	-	36.00000
P-2	GPF	7.000	5.20	-	RRR	CCC	28.83%	-	Lcxsyeep	3qFo	-	-	155	3pCu+155	-	763.00000
Sdmcwv	XEB	54.190	-	-	DJ	NZ	-	-	-	-	-	-	-	-	-	Retained
U-1	GIS	46.000	2.40	-	VVV	ZZZ	36.80%	-	Klqwvfdt	3tVx	-	-	120	3iOw+120	-	377.00000
J	CBW	65.000	9.80	-	UU-	LL-	4.20%	-	Wmmdpzuy	3dTb	-	-	600	3sHi+600	-	213.00000
U-1-I-1	GUI	94.000	9.10	-	TTT	UUU	75.70%	-	Grpbzbpo	3kTk	-	-	120	3hZn+120	-	328.00000
G	CVX	23.000	6.30	-	XX	SS	28.98%	-	Kfcwtxym	3iHb	-	-	210	3gBy+210	-	466.00000
C-1-O-2	FQZ	56.000	7.80	-	YYY	BBB	21.10%	-	Fvxjsiiz	3rUv	-	-	120	3fWj+120	-	161.00000
L	SKN	47.300	1.10	-	K	Y	98.18%	-	Tmsrpbyl	3aHn	-	-	265	3wBg+265	-	433.00000

Tranche Comments

U-1: Redemption: 2026-11-20; Registration: 144T/Uon C; U-1-I-1: Redemption: 2026-11-20; Registration: 144H/Iiv V; C-1-O-2: Redemption: 2026-11-20; Registration: 144U/Yaz E; P-2: Redemption: 2026-11-20; Registration: 144Y/Xhz T; G: Redemption: 2026-11-20; Registration: 144M/Jjb M; L: Redemption: 2026-11-20; Registration: 144E/Dqe T; Q: Redemption: 2026-11-20; Registration: 144G/Zps M; J: Redemption: 2026-11-20; Registration: 144O/Rqi Q; I: Redemption: 2026-11-20; Registration: 144H/Mhp U; Sdmcwv: Redemption: 2026-11-20; Registration: 144L/Pnt R;

Deal Comments

Ekx Jphh Duuhkft 1.00

Risk Retention

TGi Roksvoiytu

Pricing Speed

20% DPX

Reinvestment Period (YRS)

Reinvestment Period End Date

May 24, 2013