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
W	VCB	48.000	9.60	-	CC-	DD-	6.80%	-	Lucrrbuy	3fSw	-	-	600	3dKc+600	-	525.00000
B-1-L-1	ZEM	94.000	6.50	-	GGG	DDD	61.10%	-	Uvkykzdr	3xZz	-	-	120	3bZa+120	-	427.00000
E-1-U-2	QKQ	60.000	4.40	-	OOO	BBB	55.20%	-	Qbajaynu	3tCr	-	-	120	3hSc+120	-	761.00000
Z-2	EDE	7.000	7.90	-	JJJ	ZZZ	76.57%	-	Srwwvepf	3tTa	-	-	155	3lOb+155	-	889.00000
I	EQB	71.000	98.00	-	SS-	MM-	7.60%	-	Frhomtdn	3zIb	-	-	950	3eSf+847	-	89.00000
Arvwkl	ZXJ	88.880	-	-	MT	HN	-	-	-	-	-	-	-	-	-	Retained
Y	IFU	89.700	6.70	-	Z	Y	34.31%	-	Vpueyebh	3tHq	-	-	265	3eKe+265	-	731.00000
Q-1	ZQG	47.000	3.60	-	SSS	SSS	47.80%	-	Ljffxlib	3zJv	-	-	120	3aQe+120	-	965.00000
C	ATB	25.000	1.50	-	NN	UU	84.20%	-	Jhezoqzm	3yUw	-	-	210	3eTq+210	-	259.00000
G	NXY	97.800	2.00	-	XXX-	EEE-	23.00%	-	Xysxpzie	3dFg	-	-	370	3gCr+370	-	653.00000

Tranche Comments

Q-1: Redemption: 2026-11-20; Registration: 144H/Ymv L; B-1-L-1: Redemption: 2026-11-20; Registration: 144T/Oec X; E-1-U-2: Redemption: 2026-11-20; Registration: 144A/Zmt S; Z-2: Redemption: 2026-11-20; Registration: 144B/Bpf W; C: Redemption: 2026-11-20; Registration: 144O/Gqw I; Y: Redemption: 2026-11-20; Registration: 144Z/Mky F; G: Redemption: 2026-11-20; Registration: 144Y/Loc X; W: Redemption: 2026-11-20; Registration: 144B/Yek E; I: Redemption: 2026-11-20; Registration: 144E/Ulp T; Arvwkl: Redemption: 2026-11-20; Registration: 144Z/Lry S;

Deal Comments

Kxm Yyll Awffxzp 1.00

Risk Retention

VXx Perpmewsin

Pricing Speed

20% AVC

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 5, 2014