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
H-1-Q-2	XET	30.000	3.30	-	WWW	EEE	36.70%	-	Dcoyldww	3eOb	-	-	120	3pLv+120	-	994.00000
F	NHR	85.000	2.20	-	OO	SS	13.85%	-	Ceyvbpwd	3rFb	-	-	210	3yPh+210	-	521.00000
E	GIF	94.000	8.90	-	OO-	AA-	9.40%	-	Yqzvcrsj	3hCb	-	-	600	3fAc+600	-	134.00000
H	PIJ	74.900	4.00	-	III-	NNN-	68.00%	-	Nifpctzi	3oFl	-	-	370	3iRg+370	-	409.00000
A	INV	43.000	84.00	-	OO-	VV-	4.70%	-	Zyqmoilv	3wWk	-	-	950	3zMt+847	-	25.00000
F-2	OSV	7.000	7.10	-	FFF	WWW	17.51%	-	Seysbhat	3lFk	-	-	155	3wBs+155	-	841.00000
Q-1	EYW	42.000	4.80	-	DDD	GGG	83.20%	-	Dsedakik	3aRt	-	-	120	3aQq+120	-	540.00000
Oliaie	VFZ	98.250	-	-	OM	PZ	-	-	-	-	-	-	-	-	-	Retained
J-1-M-1	TDN	73.000	6.90	-	LLL	HHH	27.40%	-	Ebvjpfpk	3vFq	-	-	120	3jDt+120	-	569.00000
U	CIR	79.800	5.90	-	B	E	73.91%	-	Vxqwsede	3hGs	-	-	265	3zVu+265	-	434.00000

Tranche Comments

Q-1: Redemption: 2026-11-20; Registration: 144I/Qws F; J-1-M-1: Redemption: 2026-11-20; Registration: 144G/Aoi S; H-1-Q-2: Redemption: 2026-11-20; Registration: 144W/Uvc K; F-2: Redemption: 2026-11-20; Registration: 144W/Chh F; F: Redemption: 2026-11-20; Registration: 144W/Ohv H; U: Redemption: 2026-11-20; Registration: 144L/Rku Z; H: Redemption: 2026-11-20; Registration: 144F/Hko R; E: Redemption: 2026-11-20; Registration: 144B/Knl B; A: Redemption: 2026-11-20; Registration: 144O/Bdp N; Oliaie: Redemption: 2026-11-20; Registration: 144Q/Apz Z;

Deal Comments

Ugv Uxss Osabgkd 1.00

Risk Retention

EUb Lxrqqxyejm

Pricing Speed

20% FCN

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 25, 2015