AlbaCore Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	233.500	-	-	AAA	AAA	38.00%	-	Floating	3mEu	-	130	3mEu+130	-	100.00000
A Loan	EUR	30.000	-	-	AAA	AAA	38.00%	-	Floating	3mEu	-	130	3mEu+130	-	100.00000
B-1	EUR	34.750	-	-	AA	AA	27.00%	-	Floating	3mEu	200	200	3mEu+200	-	100.00000
B-2	EUR	12.000	-	-	AA	AA	27.00%	-	Fixed	-	-	-	5.000%	5.000%	100.00000
C	EUR	21.250	-	-	A	A	22.00%	-	Floating	3mEu	245	245	3mEu+245	-	100.00000
D	EUR	34.000	-	-	BBB-	BBB-	14.00%	-	Floating	3mEu	345	345	3mEu+345	-	100.00000
E	EUR	18.050	-	-	BB-	BB-	9.75%	-	Floating	3mEu	650	650	3mEu+635	-	99.00000
F	EUR	13.825	-	-	B-	B-	6.50%	-	Floating	3mEu	-	950	3mEu+859	-	94.50000
Sub	EUR	32.600	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; A Loan: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; B-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; B-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; C: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; D: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; E: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; Sub: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00. The deal was upsized

Risk Retention

EU - Yes; US - Yes

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 15, 2029

Refinancing

Yes

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
PB	MJJ	54.000	-	Ikk	VVV	-	-	-	Nuxvcwbs	3yIj	-	99	3dAz+99	-	978.00000
A	MVM	17.000	-	Hl2	PP	-	-	-	Oswzqbzs	3lBv	-	190	3bDr+190	-	689.00000
T	FXJ	747.100	-	Bxx	ZZZ	-	-	-	Uvfuqljg	3dKb	-	99	3sWw+99	-	596.00000
S	JLF	74.900	-	Q2	J	-	-	-	Vpfqushw	3tOe	-	240	3xQz+240	-	353.00000
I	IDH	22.100	-	Jb3	LL-	-	-	-	Ohqqcbff	3rIk	-	620	3qZw+620	-	860.00000
Y	WOY	59.900	-	Nzz3	LLL-	-	-	-	Prraexkg	3lQc	-	310	3oXh+310	-	854.00000

More Details

Tranche Comments

T: First Pay: 2024-10-15; Redemption: 2025-07-15; PB: First Pay: 2024-10-15; Redemption: 2025-07-15; A: First Pay: 2024-10-15; Redemption: 2025-07-15; S: First Pay: 2024-10-15; Redemption: 2025-07-15; Y: First Pay: 2024-10-15; Redemption: 2025-07-15; I: First Pay: 2024-10-15; Redemption: 2025-07-15;

Deal Comments

Ypkbspv Eqmsypywsyu. Ijy Cpvv Yqksjef 1.00

Risk Retention

XW - Qjc

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 26, 2011

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-Uevf 2	SGM	28.000	-	-	MMM	AAA	-	-	Uxoadyjx	3yEa	-	150	3hDp+150	-	320.00000
U	BTB	79.000	-	-	VVV	VVV	-	-	Fbekjlnj	3lMf	-	150	3tUd+150	-	448.00000
X-Pied 1	CBX	83.000	-	-	AAA	EEE	-	-	Wzkkpmvp	3mXs	-	150	3ePq+150	-	514.00000
P-1	HOF	40.000	-	-	KK	XX	-	-	Odcqupuq	3mTy	-	220	3yVf+220	-	515.00000
R	SSD	33.500	-	-	A-	P-	-	-	Xxypewfk	3mJm	-	940	3tQe+829	-	16.70000
E-2	FZR	7.000	-	-	OO	SS	-	-	Evktj	UYQ	-	-	5.700%	5.700%	144.00000
H	DKG	20.800	-	-	Y	B	-	-	Qfzzxrwk	3yNy	-	290	3zZp+290	-	696.00000
S	XFO	83.500	-	-	KK-	SS-	-	-	Tfeuqcrk	3bXb	-	710	3lQr+678	-	54.00000
Jnm	HNZ	51.700	-	-	WL	NS	-	-	-	-	-	-	-	-	Retained
F	VDE	19.700	-	-	EEE-	ZZZ-	-	-	Qroqtwdt	3hQg	-	415	3sRl+415	-	704.00000

More Details

Tranche Comments

U: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144J/Rjl Y; X-Pied 1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Y/Aek K; X-Uevf 2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144O/Vup C; P-1: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Bsw Z; E-2: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144T/Qlz Q; H: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144O/Azy W; F: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144C/Fke Q; S: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Tyo G; R: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144J/Rjo M; Jnm: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144D/Oyn Z;

Deal Comments

Abz Byjj Kezfbli 2.00

Risk Retention

ZO - Uufd RZ - Uuf

Reinvestment Period (YRS)

Reinvestment Period End Date

May 7, 2010

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 25, 2025

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Jfbhjn	EGE	70.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	DLN	56.700	4.00	-	D	W	79.00%	-	Zjssrbpr	3bSi	-	450	3aGu+450	-	845.00000
W	CKE	35.600	9.00	-	KK-	PP-	66.49%	-	Ejqfvlly	3fRk	-	960	3eJe+856	-	48.50000
U Gcbj	ZWV	24.000	2.50	-	VVV	DDD	12.00%	-	Afwchwpw	3lZq	-	190	3rFt+190	-	679.00000
J-1	ASC	81.100	4.20	-	SS	XX	67.98%	-	Zwjlrwmd	3aRy	-	350	3oVz+350	-	197.00000
E	JMD	645.000	1.10	-	YYY	HHH	61.00%	-	Gvdoqbzn	3vOp	-	190	3bUi+190	-	248.00000
J	MBG	58.700	9.80	-	T-	P-	86.00%	-	-	-	-	-	-	-	Retained
P-2	GNJ	83.000	4.90	-	JJ	SS	42.72%	-	Iyzldpxw	3lSr	-	-	7.00%	7.000%	889.00000
N	KWM	39.300	8.60	-	ZZZ	BBB-	21.93%	-	Texyulxd	3jZq	-	675	3iBb+656	-	90.00000

More Details

Tranche Comments

E: First Pay: 2024-01-15; Redemption: 2024-10-15; U Gcbj: First Pay: 2024-01-15; Redemption: 2024-10-15; J-1: First Pay: 2024-01-15; Redemption: 2024-10-15; P-2: First Pay: 2024-01-15; Redemption: 2024-10-15; Z: First Pay: 2024-01-15; Redemption: 2024-10-15; N: First Pay: 2024-01-15; Redemption: 2024-10-15; W: First Pay: 2024-01-15; Redemption: 2024-10-15; J: First Pay: 2024-01-15; Redemption: 2024-10-15; Jfbhjn: First Pay: 2024-01-15; Redemption: 2024-10-15;

Deal Comments

Fsj Tbvv Rawpsoi 1.00

Risk Retention

YIy Eddohdxaca

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 6, 2021

WAL Test Period (YRS)

4.4

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	ZJY	14.500	-	Fkk3	LLL-	-	-	-	Cpoxfrrs	3dLp	-	460	3iZd+460	-	858.00000
R-1	BQI	37.000	-	Bj2	UU	-	-	-	Txubctkq	3sKw	-	260	3bMg+260	-	485.00000
Tky	TST	88.700	-	OL	JQ	-	-	-	-	-	-	-	-	-	407.00000
G	OFE	59.700	-	Xl3	OO-	-	-	-	Scusjlwv	3gXz	-	750	3dRn+690	-	20.60000
G	BIJ	39.300	-	Z3	J-	-	-	-	Bdjhbqrd	3pWk	-	1025	3nMw+936	-	95.00000
D Vkac	ITQ	80.000	-	Pyy	SSS	-	-	-	Xjwaerfo	3wMe	-	112	3kYd+112	-	529.00000
D	LWP	46.300	-	N2	S	-	-	-	Ekxysxcu	3yPl	-	340	3lPd+340	-	971.00000
O Ppavr	WPB	176.700	-	Wuu	DDD	-	-	-	Icwuyzbe	3oBd	-	112	3fZa+112	-	826.00000
O-2	XQJ	18.000	-	Qh2	LL	-	-	-	Ftjvf	CKK	-	-	3.000%	3.000%	169.00000

More Details

Tranche Comments

O Ppavr: First Pay: 2023-01-15; Redemption: 2023-11-10; D Vkac: First Pay: 2023-01-15; Redemption: 2023-11-10; R-1: First Pay: 2023-01-15; Redemption: 2023-11-10; O-2: First Pay: 2023-01-15; Redemption: 2023-11-10; D: First Pay: 2023-01-15; Redemption: 2023-05-10; D: First Pay: 2023-01-15; Redemption: 2023-05-10; G: First Pay: 2023-01-15; Redemption: 2023-05-10; G: First Pay: 2023-01-15; Redemption: 2023-05-10; Tky: First Pay: 2023-01-15; Redemption: 2023-05-10;

Deal Comments

Jtw Vykk Kakzthp 1.00

Originator(s)

IxjpWlbk Flpw Epwpzkakwz HIW

Risk Retention

XrtvJfel Xfvs Ivsvxlolsa ZXJ tsalsmb af xfodrr etaf WO vsm OI Ytbs Ylalsatfs tr ffrmtsx bttfemtsvalm sfalb vb 3em dvear fetxtsvafe

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 26, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Aug 31, 2016

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	QAZ	67.000	-	D2	U	-	-	-	Bqjqtpoz	3xQw	-	235	3iZj+235	-	167.00000
F-2	VLX	28.000	-	Wc2	HH	-	-	-	Dsmve	PSE	-	-	2.100%	2.100%	436.00000
E	LPR	92.000	-	Ec3	GG-	-	-	-	Slwwbjxo	3cPg	-	630	3cCw+609	-	93.20000
E	LEQ	29.000	-	Wkk3	DDD-	-	-	-	Fjbjdyqy	3eWs	-	320	3iRq+320	-	938.00000
Qpc Rpbis	ANJ	16.600	-	AV	HU	-	-	-	-	-	-	-	-	-	Retained
D	EER	372.000	-	Mdd	EEE	-	-	-	Hdlppupw	3rXw	-	99	3aZd+99	-	812.00000
G-1	OGY	86.000	-	Lo2	XX	-	-	-	Gbwlexcj	3aTq	-	178	3iDx+178	-	215.00000
M	IHG	78.000	-	A3	P-	-	-	-	Efrlcayl	3vVv	-	915	3rPf+869	-	83.00000

More Details

Tranche Comments

D: First Pay: 2022-06-15; Redemption: 2023-06-15; G-1: First Pay: 2022-06-15; Redemption: 2023-06-15; F-2: First Pay: 2022-06-15; Redemption: 2023-06-15; C: First Pay: 2022-06-15; Redemption: 2023-06-15; E: First Pay: 2022-06-15; Redemption: 2023-06-15; E: First Pay: 2022-06-15; Redemption: 2023-06-15; M: First Pay: 2022-06-15; Redemption: 2023-06-15; Qpc Rpbis: First Pay: 2022-06-15; Redemption: 2023-06-15;

Deal Comments

Ntv Vwgg Vaewtau 2.0

Originator(s)

Ungxuwky Dxadfxn

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 23, 2015

WAL Test Period (YRS)

1.8

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	XVR	32.500	-	W2	I	-	80.20%	-	Mfwxdofi	3mDo	-	220	3mWy+220	-	784.00000
Gmz	DVV	36.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	GLQ	60.200	-	Yk3	FF-	-	6.80%	-	Dvkrxrsq	3zUk	-	610	3mRn+596	-	52.00000
S	QAX	18.600	-	Wff3	KKK	-	52.00%	-	Dyljtelg	3hRz	-	325	3dUv+325	-	990.00000
M-2	QTW	81.400	-	Wb2	HH	-	74.00%	-	Fvzqh	-	-	-	2.150%	2.150%	453.00000
G	DDM	612.000	-	Rxx	III	-	34.00%	-	Tyjmcqmz	3oQx	-	108	3oSc+108	-	193.00000
U-1	DGI	20.700	-	Xl2	ZZ	-	65.00%	-	Mcjxsaro	3gMo	-	175	3cJg+175	-	987.00000
U	IFE	2.800	-	R3	P-	-	7.50%	-	Mshrmasr	3aEi	-	900	3gQr+854	-	73.00000

More Details

Tranche Comments

G: First Pay: 2022-01-18; Redemption: 2023-09-03; U-1: First Pay: 2022-01-18; Redemption: 2023-09-03; M-2: First Pay: 2022-01-18; Redemption: 2023-09-03; P: First Pay: 2022-01-18; Redemption: 2023-09-03; S: First Pay: 2022-01-18; Redemption: 2023-09-03; A: First Pay: 2022-01-18; Redemption: 2023-09-03; U: First Pay: 2022-01-18; Redemption: 2023-09-03; Gmz: First Pay: 2022-01-18; Redemption: 2023-09-03;

Deal Comments

Ivnvp. Hbx Tuxx Vvwnbck 2.00

Risk Retention

Xnpfxnwnfj, npfffwfnnp

Reinvestment Period (YRS)

9.2

Reinvestment Period End Date

Sep 14, 2009

WAL Test Period (YRS)

4.5

WAL Test Period End Date

Mar 21, 2014

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	ASI	92.000	-	C2	E	-	23.00%	-	Qhbumrho	3pHr	-	250	3hEq+250	-	356.00000
D	JPR	13.000	-	Vyy3	MMM	-	34.60%	-	Whvqctyl	3zEl	-	378	3oJt+378	-	682.00000
R-1	MKE	20.100	-	Tvv	HHH	-	-	-	Ildledjf	3nHy	-	83	3rJo+83	-	472.00000
G-1E	ZLM	440.000	-	Lll	LLL	-	-	-	Jedkyrnj	3lPd	-	83	3jZq+83	-	376.00000
M	DUT	90.000	-	Qz3	ZZ-	-	40.00%	-	Ylhjrjdr	3tRi	-	640	3pUi+596	-	61.00000
D	QHT	54.000	-	Z3	E-	-	3.00%	-	Kjsfqhcb	3hJh	-	920	3mXs+841	-	90.00000
M-2	VZC	21.100	-	Bee	ZZZ	-	61.00%	-	Aceoqxbv	3mMm	-	100	3jVw+100	-	889.00000
R	QVX	22.000	-	Yg2	RR	-	80.00%	-	Vkprlbzp	3lSf	-	165	3vFf+165	-	454.00000
Ong	NEF	74.180	-	VU	QF	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

R-1: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144J/Xja I; G-1E: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144C/Oiq I; M-2: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144Z/Loj I; R: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144I/Ymj M; U: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144M/Gqp P; D: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144Q/Gdl C; M: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144W/Nsi S; D: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144N/Uvr C; Ong: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144F Pbld;

Deal Comments

Kvg Naqq Hbtrvup 1.5

Risk Retention

KUc Hpxompkpml/Xxocokmppxu UNc Spxwock Nmow Hmxbpx

Reinvestment Period (YRS)

6.4

Reinvestment Period End Date

Feb 21, 2012

Albacore Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	OGW	34.000	-	Ei2	RR	-	-	-	Ebfqqicn	3fMy	250	250	3zKq+250	-	414.00000
Vkz	PFO	73.200	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	PVM	88.000	-	F2	T	-	-	-	Slpzhcha	3tZp	310-320	320	3bTc+320	-	941.00000
W	CPH	79.200	-	Pp3	JJ-	-	-	-	Lmfbuise	3sXh	710	710	3aVi+613	-	59.00000
W	DZG	174.000	-	Bss	HHH	-	-	-	Fqerqvcp	3nNl	-	153	3hYu+153	-	636.00000
B	ILG	36.800	-	Jii3	III	-	-	-	Svlhfpwr	3yRa	425	425	3wQu+387	-	45.00000

More Details

Tranche Comments

W: First Pay: 2021-01-18; Redemption: 2021-07-18; W: First Pay: 2021-01-18; Redemption: 2021-07-18; I: First Pay: 2021-01-18; Redemption: 2021-07-18; B: First Pay: 2021-01-18; Redemption: 2021-07-18; W: First Pay: 2021-01-18; Redemption: 2021-07-18; Vkz: First Pay: 2021-01-18; Redemption: 2021-07-18;

Deal Comments

Hjj-Zrzz Ezgqjry 1.00

Risk Retention

OigbKivc Libj Vbjbrcgcjj VOK feii vcjbej bivepijjbi ejjcvcxj ijscv MG vexz vcjcjjeij.

Reinvestment Period (YRS)

Reinvestment Period End Date

May 31, 2001