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
S	GCG	76.000	3.70	-	SS	LL	22.70%	-	Hedvekza	3dKi	-	-	210	3yAz+210	-	699.00000
O	ZGZ	48.100	1.80	-	T	G	37.58%	-	Suhypwrt	3aAu	-	-	265	3bSh+265	-	211.00000
I	EFF	62.400	4.00	-	KKK-	TTT-	28.00%	-	Wwhaoxpx	3xVi	-	-	370	3vCl+370	-	118.00000
D	FGC	63.000	63.00	-	DD-	GG-	5.70%	-	Mxjvpjxw	3fSj	-	-	950	3mXq+847	-	97.00000
E-1-T-2	HFG	79.000	8.20	-	MMM	JJJ	25.50%	-	Vkoeqqll	3lLd	-	-	120	3pUs+120	-	214.00000
Y	VTL	12.000	7.10	-	ZZ-	CC-	4.50%	-	Akqpueag	3qYu	-	-	600	3nOe+600	-	683.00000
E-1-W-1	CZT	84.000	5.40	-	LLL	III	26.80%	-	Xvwbfwds	3jNl	-	-	120	3tAz+120	-	939.00000
Yjlqmn	NSH	42.760	-	-	EH	AG	-	-	-	-	-	-	-	-	-	Retained
C-2	KOL	5.000	3.40	-	YYY	NNN	89.50%	-	Rfodedsl	3hIt	-	-	155	3bPq+155	-	143.00000
G-1	TJF	34.000	4.70	-	LLL	III	69.50%	-	Yyqxplbg	3gYb	-	-	120	3tPw+120	-	760.00000

Tranche Comments

G-1: Redemption: 2026-11-20; Registration: 144K/Jdx O; E-1-W-1: Redemption: 2026-11-20; Registration: 144H/Frk B; E-1-T-2: Redemption: 2026-11-20; Registration: 144E/Vzo U; C-2: Redemption: 2026-11-20; Registration: 144K/Qsn I; S: Redemption: 2026-11-20; Registration: 144J/Uxx O; O: Redemption: 2026-11-20; Registration: 144L/Qeo X; I: Redemption: 2026-11-20; Registration: 144V/Qkj B; Y: Redemption: 2026-11-20; Registration: 144L/Eur K; D: Redemption: 2026-11-20; Registration: 144L/Mdi J; Yjlqmn: Redemption: 2026-11-20; Registration: 144H/Yny M;

Deal Comments

Ffq Toff Xsbmfje 1.00

Risk Retention

NGh Xxypxxnusk

Pricing Speed

20% MSA

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 1, 2012