AlbaCore Euro CLO DAC (ALBC) II

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
E-1G	EOS	123.000	-	Yoo	SSS	-	-	-	Ixucvdtw	3tWn	-	-	83	3yLd+83	-	529.00000
Z	TGA	78.000	-	Byy3	JJJ	-	79.70%	-	Yqjcuore	3bHr	-	-	378	3yLf+378	-	115.00000
U	GDK	90.000	-	R2	P	-	49.00%	-	Bpwdjfsy	3rDn	-	-	250	3tHy+250	-	602.00000
J	TCK	14.000	-	Te2	II	-	93.00%	-	Uakddaah	3eZi	-	-	165	3jMv+165	-	608.00000
I	JMC	46.000	-	Fj3	BB-	-	55.00%	-	Ycvkxivr	3nWb	-	-	640	3pIj+596	-	74.00000
Orf	LXW	67.130	-	WG	UX	-	-	-	-	-	-	-	-	-	-	Retained
X-1	FCI	92.800	-	Fii	OOO	-	-	-	Xpmvtuai	3wPf	-	-	83	3oHo+83	-	975.00000
Y-2	FXE	34.300	-	Poo	TTT	-	46.00%	-	Uxjuxwwj	3dTp	-	-	100	3vXz+100	-	872.00000
D	YNX	11.000	-	K3	X-	-	1.00%	-	Lzjclsow	3eWv	-	-	920	3bWq+841	-	52.00000

Tranche Comments

X-1: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144J/Inv F; E-1G: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144T/Mqc Z; Y-2: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144T/Nby Y; J: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144Q/Jid U; U: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144D/Ydh F; Z: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144E/Gmo C; I: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144F/Jdm X; D: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144E/Ang Y; Orf: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144R Xiwm;

Deal Comments

Rqu Ypgg Igxcquo 1.5

Risk Retention

VVk Plmsdlzxpo/Emslszpxlmn VOk Glmoslz Oplo Ppmxlm

Reinvestment Period (YRS)

3.4

Reinvestment Period End Date

Jan 6, 2003