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	WKT	97.000	-	G3	K-	-	7.00%	-	Leljdtri	3iVz	-	-	920	3aMo+841	-	58.00000
L	BKV	81.000	-	Od3	KK-	-	84.00%	-	Hpykovsa	3aGg	-	-	640	3pFq+596	-	96.00000
V	XFX	34.000	-	Tr2	SS	-	67.00%	-	Msmwmjjg	3zAg	-	-	165	3rJt+165	-	853.00000
Z	OII	58.000	-	Uuu3	QQQ	-	26.70%	-	Bdzfwbrl	3hAq	-	-	378	3sJo+378	-	474.00000
I-1	GYH	67.200	-	Fff	KKK	-	-	-	Tcufkvxp	3zQx	-	-	83	3sFf+83	-	343.00000
X-1W	BYR	336.000	-	Kyy	NNN	-	-	-	Nxyfedma	3oGt	-	-	83	3lPb+83	-	664.00000
F-2	ZUR	68.600	-	Nhh	JJJ	-	17.00%	-	Sbjaqqvb	3sFu	-	-	100	3dCl+100	-	876.00000
U	FEN	30.000	-	X2	K	-	89.00%	-	Yucqamts	3fTk	-	-	250	3nVt+250	-	721.00000
Nmu	NYU	51.190	-	BJ	VZ	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I-1: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144H/Hfy S; X-1W: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144J/Gor X; F-2: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144D/Noz W; V: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144C/Wpw M; U: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144K/Rey R; Z: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144B/Imm A; L: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144Y/Djz R; E: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144J/Vor I; Nmu: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144I Wozb;

Deal Comments

Mqh Szaa Aplxqxt 1.5

Risk Retention

BJq Whqkxhnzlt/Cqkmknlzhqv JVq Uhqhkmn Vljh Wlqlhq

Reinvestment Period (YRS)

2.5

Reinvestment Period End Date

Jan 28, 1996