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
C-1-W-2	WJP	52.000	9.90	-	YYY	GGG	92.80%	-	Eemwlcuf	3iPk	-	-	120	3hOv+120	-	598.00000
P	LUU	42.000	22.00	-	BB-	SS-	7.90%	-	Qlsrrfjb	3wVc	-	-	950	3yUl+847	-	84.00000
C	PLD	71.000	7.30	-	JJ-	SS-	4.30%	-	Vkzbuptc	3hXm	-	-	600	3nIm+600	-	295.00000
Phunde	LWE	23.640	-	-	FV	ZZ	-	-	-	-	-	-	-	-	-	Retained
X	BQD	87.300	4.60	-	T	M	75.56%	-	Pbqkoumw	3oUa	-	-	265	3nGn+265	-	425.00000
X	NSW	11.000	2.80	-	GG	SS	63.18%	-	Gfswsrhd	3sFx	-	-	210	3mJz+210	-	588.00000
R	PBB	21.200	7.00	-	PPP-	MMM-	73.00%	-	Ksqodmxf	3yBb	-	-	370	3sEr+370	-	511.00000
V-1	XTD	35.000	6.60	-	AAA	FFF	22.80%	-	Fmeyjore	3zDp	-	-	120	3nTs+120	-	207.00000
W-1-X-1	TOQ	29.000	1.40	-	LLL	WWW	20.30%	-	Bsjlpreq	3kMa	-	-	120	3wGo+120	-	681.00000
L-2	WVQ	3.000	2.10	-	III	QQQ	33.97%	-	Rhdjlkby	3sQz	-	-	155	3kIc+155	-	988.00000

Tranche Comments

V-1: Redemption: 2026-11-20; Registration: 144T/Cfl V; W-1-X-1: Redemption: 2026-11-20; Registration: 144J/Urs U; C-1-W-2: Redemption: 2026-11-20; Registration: 144A/Tpo S; L-2: Redemption: 2026-11-20; Registration: 144N/Gnt C; X: Redemption: 2026-11-20; Registration: 144A/Kjx X; X: Redemption: 2026-11-20; Registration: 144X/Kbr Y; R: Redemption: 2026-11-20; Registration: 144Z/Vxh Y; C: Redemption: 2026-11-20; Registration: 144W/Rmo T; P: Redemption: 2026-11-20; Registration: 144B/Opa Y; Phunde: Redemption: 2026-11-20; Registration: 144G/Oww V;

Deal Comments

Qzo Zcgg Kjefztw 1.00

Risk Retention

KMc Webjkenhdz

Pricing Speed

20% GFI

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 4, 2010