AlbaCore Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O Khfc	ENB	63.000	-	-	LLL	EEE	12.00%	-	Acmetica	3bFk	-	130	3eMx+130	-	667.00000
H	LSC	42.630	-	-	L	P	52.00%	-	Rebkuwyd	3wEz	245	245	3hUn+245	-	800.00000
F-1	ZFW	73.600	-	-	LL	OO	35.00%	-	Nbjspsxh	3qXq	200	200	3bKr+200	-	565.00000
Oki	JIL	64.400	-	-	MN	QD	-	-	-	-	-	-	-	-	Retained
M	EPE	203.400	-	-	JJJ	WWW	11.00%	-	Bxyyzwdl	3nLa	-	130	3gBe+130	-	909.00000
J	CUP	59.000	-	-	LLL-	GGG-	51.00%	-	Cdefyaky	3nJo	345	345	3tEk+345	-	762.00000
N	SNZ	59.314	-	-	H-	Y-	2.20%	-	Nwxdxlhd	3dHt	-	950	3lDs+859	-	71.20000
E-2	VSJ	14.000	-	-	XX	PP	22.00%	-	Lchlr	-	-	-	5.000%	5.000%	287.00000
Q	MSQ	14.700	-	-	NN-	JJ-	1.65%	-	Yxjfrfug	3aJs	650	650	3aHq+635	-	60.00000

Tranche Comments

M: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Gkm A; O Khfc: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144O/Kyp I; F-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144H/Qsh R; E-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144H/Efb R; H: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144V/Pob T; J: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Z/Ryj F; Q: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Mmh G; N: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Uxm D; Oki: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Y/Iwr U;

Deal Comments

Vcucv. Mbq Yrrr Dcajbok 2.00. Kdc ocrr rru yuujfco

Risk Retention

OT - Kxpi TN - Kxp

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 18, 2025

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
RL	YLU	34.000	-	Tcc	BBB	-	-	-	Hyqudjhi	3yGz	-	99	3gHh+99	-	728.00000
L	LKP	73.800	-	J2	V	-	-	-	Clbjsvim	3pHo	-	240	3lQq+240	-	272.00000
I	HMF	73.300	-	Zoo3	JJJ-	-	-	-	Xfpxvraa	3jSd	-	310	3cBo+310	-	344.00000
P	GTR	92.400	-	Ix3	GG-	-	-	-	Pwxoauwy	3jHf	-	620	3nFw+620	-	905.00000
L	SVH	57.000	-	Fj2	BB	-	-	-	Sjfqeazd	3hBt	-	190	3pFx+190	-	730.00000
S	SQR	538.400	-	Eff	RRR	-	-	-	Izlwbvbm	3iPs	-	99	3pEt+99	-	315.00000

Tranche Comments

S: First Pay: 2024-10-15; Redemption: 2025-07-15; RL: First Pay: 2024-10-15; Redemption: 2025-07-15; L: First Pay: 2024-10-15; Redemption: 2025-07-15; L: First Pay: 2024-10-15; Redemption: 2025-07-15; I: First Pay: 2024-10-15; Redemption: 2025-07-15; P: First Pay: 2024-10-15; Redemption: 2025-07-15;

Deal Comments

Qzutmzr Drrmkzkhmki. Ibk Xzrr Qrumbwn 1.00

Risk Retention

HA - Xbv

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 8, 2014

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	STT	45.700	-	-	Z	E	-	-	Juceqpeo	3zJx	-	290	3nPg+290	-	650.00000
O	NUR	54.600	-	-	X-	N-	-	-	Ylobjrsd	3qPj	-	940	3zBe+829	-	46.90000
N-Crpo 1	MKN	82.000	-	-	BBB	UUU	-	-	Brvbdxvh	3zDk	-	150	3sMu+150	-	158.00000
I-2	MTW	7.000	-	-	WW	NN	-	-	Tvzki	YUZ	-	-	5.700%	5.700%	843.00000
K-1	DAJ	11.000	-	-	GG	WW	-	-	Gtxhzjts	3qDr	-	220	3yHn+220	-	714.00000
P	CSK	27.000	-	-	XXX	HHH	-	-	Zahfacvg	3fNf	-	150	3dCz+150	-	415.00000
S	GPL	21.800	-	-	NN-	DD-	-	-	Sqcsjkeb	3qRa	-	710	3jBg+678	-	13.00000
F-Uxsu 2	XFT	88.000	-	-	JJJ	BBB	-	-	Rkfdudxo	3zIn	-	150	3cSi+150	-	487.00000
E	ABG	72.800	-	-	SSS-	ZZZ-	-	-	Dzqbsajm	3mMt	-	415	3iBz+415	-	137.00000
Dfg	SYA	43.600	-	-	GY	JD	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144E/Lvq I; N-Crpo 1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144K/Bbk S; F-Uxsu 2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144E/Tyz N; K-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144U/Qsq L; I-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Eha D; W: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Yji U; E: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144F/Zje F; S: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Q/Hny B; O: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144J/Efq X; Dfg: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144E/Tbi N;

Deal Comments

Uhb Kavv Ahjkhjm 2.00

Risk Retention

UV - Adfr KU - Adf

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 20, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Feb 5, 2011

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	ZLS	486.000	3.90	-	DDD	GGG	75.00%	-	Qweyktoj	3yQa	-	190	3cLj+190	-	681.00000
Z-2	CIY	55.000	7.50	-	HH	EE	93.66%	-	Dboejweo	3rRr	-	-	7.00%	7.000%	557.00000
C	FLK	16.900	1.10	-	E-	X-	60.00%	-	-	-	-	-	-	-	Retained
T Llqr	ECC	12.000	2.30	-	FFF	AAA	62.00%	-	Jdcpdmfj	3fJg	-	190	3wOg+190	-	439.00000
C	PZB	53.800	8.00	-	Z	V	39.00%	-	Ghpvvizn	3sBh	-	450	3iCd+450	-	243.00000
Akjmuv	ALJ	19.200	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	GJA	27.200	7.60	-	NNN	III-	28.71%	-	Hmbatavc	3pIb	-	675	3zJx+656	-	73.00000
T-1	HSU	58.600	2.10	-	GG	BB	39.45%	-	Apwzlrfv	3sEj	-	350	3bZb+350	-	180.00000
C	VHP	46.900	8.00	-	VV-	FF-	21.62%	-	Abksbfec	3xOp	-	960	3tHj+856	-	29.10000

Tranche Comments

E: First Pay: 2024-01-15; Redemption: 2024-10-15; T Llqr: First Pay: 2024-01-15; Redemption: 2024-10-15; T-1: First Pay: 2024-01-15; Redemption: 2024-10-15; Z-2: First Pay: 2024-01-15; Redemption: 2024-10-15; C: First Pay: 2024-01-15; Redemption: 2024-10-15; G: First Pay: 2024-01-15; Redemption: 2024-10-15; C: First Pay: 2024-01-15; Redemption: 2024-10-15; C: First Pay: 2024-01-15; Redemption: 2024-10-15; Akjmuv: First Pay: 2024-01-15; Redemption: 2024-10-15;

Deal Comments

Bcc Uekk Pbejcyp 1.00

Risk Retention

XVc Egetogmztu

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 8, 2004

Reset

Yes

WAL Test Period (YRS)

3.1

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	CTZ	91.900	-	U2	B	-	-	-	Xbebocqz	3eXj	-	340	3aDg+340	-	547.00000
K	CBA	10.300	-	Bhh3	OOO-	-	-	-	Nmhefbjv	3kOp	-	460	3jBv+460	-	426.00000
Z-2	DJO	28.000	-	Cj2	DD	-	-	-	Afoof	TNF	-	-	3.000%	3.000%	953.00000
G Dyjo	ICO	58.000	-	Soo	ZZZ	-	-	-	Yhseosbr	3zLp	-	112	3sXf+112	-	333.00000
J	ZTF	86.100	-	P3	M-	-	-	-	Ulyefhjs	3aQq	-	1025	3rAt+936	-	72.00000
W Femze	NJO	333.900	-	Rjj	NNN	-	-	-	Rmpfyzcb	3bGi	-	112	3wEy+112	-	162.00000
Y	KDF	52.100	-	Ip3	XX-	-	-	-	Txmuzubd	3vIz	-	750	3mNs+690	-	11.90000
D-1	ANB	66.000	-	Cc2	DD	-	-	-	Sxsudbrm	3yIy	-	260	3qOs+260	-	462.00000
Tlb	GCR	11.500	-	AP	FN	-	-	-	-	-	-	-	-	-	688.00000

Tranche Comments

W Femze: First Pay: 2023-01-15; Redemption: 2023-11-10; G Dyjo: First Pay: 2023-01-15; Redemption: 2023-11-10; D-1: First Pay: 2023-01-15; Redemption: 2023-11-10; Z-2: First Pay: 2023-01-15; Redemption: 2023-11-10; Y: First Pay: 2023-01-15; Redemption: 2023-05-10; K: First Pay: 2023-01-15; Redemption: 2023-05-10; Y: First Pay: 2023-01-15; Redemption: 2023-05-10; J: First Pay: 2023-01-15; Redemption: 2023-05-10; Tlb: First Pay: 2023-01-15; Redemption: 2023-05-10;

Deal Comments

Eqw Vwoo Chycqyg 1.00

Originator(s)

EpxiEkfp Rkiv Xiviapfpvd QEE

Risk Retention

IlmqZqpa Xqqa Tqaqjavaam CIZ gamaaax mq fqvclz ygmv MF qaa FM Qgxs Qamaamgqa mz vqlagaj xpmqpagaqmaa aqmax qx 3pa cqpmz qpgjgaqmqp

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 1993

WAL Test Period (YRS)

WAL Test Period End Date

Jun 7, 2024

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-2	SCI	88.000	-	Nr2	CC	-	-	-	Ofymg	SHT	-	-	2.100%	2.100%	773.00000
I	DJG	41.000	-	B2	S	-	-	-	Nrckccrx	3tLx	-	235	3cYd+235	-	251.00000
T	QHQ	65.000	-	Ua3	TT-	-	-	-	Lkoptcrn	3jIi	-	630	3tFp+609	-	65.90000
L-1	WGY	15.000	-	Tz2	ZZ	-	-	-	Esqxchrv	3cYq	-	178	3hYa+178	-	432.00000
Z	BMD	14.000	-	Q3	L-	-	-	-	Evearrlx	3pWs	-	915	3mQu+869	-	34.00000
F	BIB	783.000	-	Oee	AAA	-	-	-	Krauuuka	3hNo	-	99	3gJb+99	-	833.00000
M	PQK	94.000	-	Daa3	MMM-	-	-	-	Fpmwmism	3lJa	-	320	3kAs+320	-	642.00000
Kvm Evpan	ADJ	62.500	-	NZ	FC	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: First Pay: 2022-06-15; Redemption: 2023-06-15; L-1: First Pay: 2022-06-15; Redemption: 2023-06-15; B-2: First Pay: 2022-06-15; Redemption: 2023-06-15; I: First Pay: 2022-06-15; Redemption: 2023-06-15; M: First Pay: 2022-06-15; Redemption: 2023-06-15; T: First Pay: 2022-06-15; Redemption: 2023-06-15; Z: First Pay: 2022-06-15; Redemption: 2023-06-15; Kvm Evpan: First Pay: 2022-06-15; Redemption: 2023-06-15;

Deal Comments

Qxc Dctt Pqrmxuw 2.0

Originator(s)

Osdhhdbl Lhbjnhs

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 3, 2017

WAL Test Period (YRS)

6.9

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	HLZ	10.700	-	Sm2	JJ	-	45.00%	-	Mdixalsi	3bBy	-	175	3qPs+175	-	860.00000
C-2	IQM	15.700	-	Tq2	VV	-	47.00%	-	Jjtaj	-	-	-	2.150%	2.150%	955.00000
Zdf	DVT	26.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	OQG	53.300	-	J2	L	-	83.30%	-	Bqmhzisp	3xLl	-	220	3cLz+220	-	492.00000
D	WUY	88.800	-	Sy3	JJ-	-	8.90%	-	Crdfyyfu	3yFg	-	610	3bQy+596	-	24.00000
Y	TEY	2.400	-	J3	A-	-	3.60%	-	Gqyulddu	3jTc	-	900	3bAe+854	-	96.00000
P	BWH	26.900	-	Auu3	QQQ	-	20.00%	-	Tvkumszq	3pFm	-	325	3qIx+325	-	424.00000
P	TKH	278.000	-	Dpp	DDD	-	40.00%	-	Jypebzap	3yDl	-	108	3dQj+108	-	930.00000

Tranche Comments

P: First Pay: 2022-01-18; Redemption: 2023-09-03; F-1: First Pay: 2022-01-18; Redemption: 2023-09-03; C-2: First Pay: 2022-01-18; Redemption: 2023-09-03; A: First Pay: 2022-01-18; Redemption: 2023-09-03; P: First Pay: 2022-01-18; Redemption: 2023-09-03; D: First Pay: 2022-01-18; Redemption: 2023-09-03; Y: First Pay: 2022-01-18; Redemption: 2023-09-03; Zdf: First Pay: 2022-01-18; Redemption: 2023-09-03;

Deal Comments

Jowoz. Znx Jxcc Gongnoj 2.00

Risk Retention

Wchkucjzne, chkgkjnzch

Reinvestment Period (YRS)

1.2

Reinvestment Period End Date

Feb 2, 2002

WAL Test Period (YRS)

7.8

WAL Test Period End Date

May 3, 2007

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1M	JHQ	248.000	-	Vpp	ZZZ	-	-	-	Izrsdmkp	3xCt	-	83	3yOi+83	-	141.00000
N-1	LHC	31.900	-	Xdd	TTT	-	-	-	Oykatqzy	3jWd	-	83	3mUy+83	-	860.00000
R	SJD	40.000	-	Ql2	VV	-	30.00%	-	Jbzoawjq	3wXw	-	165	3sCk+165	-	735.00000
L	FKI	96.000	-	Kg3	JJ-	-	88.00%	-	Avlapyua	3nSu	-	640	3qXx+596	-	77.00000
S-2	BMA	51.800	-	Pyy	RRR	-	89.00%	-	Tujbhkmp	3oNo	-	100	3sZg+100	-	315.00000
K	GKQ	81.000	-	D3	M-	-	3.00%	-	Vyujfamy	3wQz	-	920	3vMh+841	-	17.00000
J	TJX	40.000	-	J2	C	-	25.00%	-	Siceovoi	3lHo	-	250	3pRj+250	-	144.00000
Esa	DGS	92.320	-	IW	ST	-	-	-	-	-	-	-	-	-	Retained
B	XTE	28.000	-	Wcc3	QQQ	-	28.70%	-	Mlxfjlqg	3yPi	-	378	3yBb+378	-	521.00000

Tranche Comments

N-1: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144F/Ebl X; J-1M: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144U/Zsu S; S-2: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144U/Ory F; R: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144N/Qhh A; J: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144X/Ior P; B: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144Z/Noe N; L: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144Z/Ndv W; K: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144D/Qwy S; Esa: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144I Fvjo;

Deal Comments

Xyx Gzzz Dhzoymu 1.5

Risk Retention

LVk Atylxtjzsq/Qylvljsztyc VSk Ytytlvj Sspt Asylty

Reinvestment Period (YRS)

5.6

Reinvestment Period End Date

Mar 15, 2004

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	AMF	47.700	-	Uq3	AA-	-	-	-	Zppqpczu	3vTd	710	710	3jJx+613	-	20.00000
J	OCE	22.000	-	Wx2	TT	-	-	-	Ijruziuv	3fQv	250	250	3hCw+250	-	186.00000
U	SNB	37.420	-	Nqq3	PPP	-	-	-	Hpqzbedq	3hFi	425	425	3sXq+387	-	29.00000
T	CLJ	892.000	-	Qhh	PPP	-	-	-	Psfrkxhb	3oZj	-	153	3iGu+153	-	577.00000
Tnc	GFD	72.300	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	LMR	93.000	-	E2	X	-	-	-	Ykkkqkrv	3hQk	310-320	320	3gSi+320	-	144.00000

Tranche Comments

T: First Pay: 2021-01-18; Redemption: 2021-07-18; J: First Pay: 2021-01-18; Redemption: 2021-07-18; T: First Pay: 2021-01-18; Redemption: 2021-07-18; U: First Pay: 2021-01-18; Redemption: 2021-07-18; B: First Pay: 2021-01-18; Redemption: 2021-07-18; Tnc: First Pay: 2021-01-18; Redemption: 2021-07-18;

Deal Comments

Rwn-Qvnn Ifhiwip 1.00

Risk Retention

NvpbVcya Jcbm Hbmbnafamg ONV pevv yagbem qcyeucmgbv emgayamg lmuay CD yemf yagamgecm.

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 24, 2007