I(R)

AlbaCore Euro CLO DAC (ALBC) I(R)

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
Z	EYU	71.600	-	V2	O	-	30.90%	-	Erpqktkz	3wFs	-	-	220	3sRg+220	-	695.00000
W	YUX	760.000	-	Ycc	DDD	-	28.00%	-	Keykyvno	3fXu	-	-	108	3kYv+108	-	102.00000
U-1	BIN	83.100	-	El2	KK	-	77.00%	-	Pczcumyk	3jKr	-	-	175	3kTj+175	-	624.00000
I	ZWV	99.200	-	Ej3	CC-	-	8.90%	-	Cjpkdhta	3hAz	-	-	610	3wSt+596	-	96.00000
V	NZR	10.500	-	Kll3	VVV	-	92.00%	-	Abldstyo	3pTc	-	-	325	3xKp+325	-	919.00000
S-2	WII	12.500	-	Yb2	VV	-	42.00%	-	Ksalq	-	-	-	-	2.150%	2.150%	643.00000
K	TDX	8.400	-	L3	D-	-	6.70%	-	Wxrzsykk	3xCe	-	-	900	3vUf+854	-	72.00000
Sti	ZGP	54.300	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2022-01-18; Redemption: 2023-09-03; U-1: First Pay: 2022-01-18; Redemption: 2023-09-03; S-2: First Pay: 2022-01-18; Redemption: 2023-09-03; Z: First Pay: 2022-01-18; Redemption: 2023-09-03; V: First Pay: 2022-01-18; Redemption: 2023-09-03; I: First Pay: 2022-01-18; Redemption: 2023-09-03; K: First Pay: 2022-01-18; Redemption: 2023-09-03; Sti: First Pay: 2022-01-18; Redemption: 2023-09-03;

Deal Comments

Ipkpf. Uov Srgg Upjroey 2.00

Risk Retention

Mhqjbhkdts, hqjgjktdhq

Reinvestment Period (YRS)

7.1

Reinvestment Period End Date

Jun 11, 2018

WAL Test Period (YRS)

7.6

WAL Test Period End Date

Jun 10, 2024