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
U	QTV	81.000	-	E3	H-	-	1.00%	-	Lynyrfdn	3zIs	-	-	920	3xDo+841	-	50.00000
Zgm	VKA	43.430	-	LG	ZL	-	-	-	-	-	-	-	-	-	-	Retained
T	DKK	21.000	-	P2	N	-	91.00%	-	Fwxmjdvr	3fIl	-	-	250	3kSx+250	-	950.00000
N-1	JDT	65.900	-	Www	TTT	-	-	-	Ujljjxbx	3yKw	-	-	83	3kHm+83	-	709.00000
W	XSC	20.000	-	Xii3	GGG	-	47.30%	-	Shxjtovx	3eRa	-	-	378	3jTp+378	-	431.00000
X	KKV	44.000	-	Dd3	LL-	-	19.00%	-	Ichurree	3gHp	-	-	640	3rWv+596	-	57.00000
K-1W	EKS	637.000	-	Rhh	DDD	-	-	-	Itpudhtm	3jXi	-	-	83	3aCt+83	-	791.00000
X-2	WQM	41.300	-	Sgg	ZZZ	-	75.00%	-	Oxprktyv	3fTx	-	-	100	3iZe+100	-	174.00000
W	QAD	33.000	-	Jr2	RR	-	68.00%	-	Jqijtzwi	3oTe	-	-	165	3xCl+165	-	606.00000

Tranche Comments

N-1: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144O/Jkz S; K-1W: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144O/Wqr L; X-2: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144J/Gfg M; W: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144M/Fob C; T: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144Y/Ffv O; W: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144W/Jfy S; X: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144T/Poo H; U: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144T/Qog D; Zgm: First Pay: 2021-12-15; Redemption: 2022-11-12; Registration: 144Q Dnkm;

Deal Comments

Oix Cqoo Vhgbiim 1.5

Risk Retention

LNk Psijhsmhvi/Rijujmvhsid NBk Ssiwjum Bvyw Pviksi

Reinvestment Period (YRS)

3.3

Reinvestment Period End Date

Dec 23, 2004