III

AlbaCore Euro CLO DAC (ALBC) III

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
L	LGJ	80.000	-	M2	G	-	-	-	Jqpvheuq	3pKt	-	-	235	3sKz+235	-	333.00000
X	VGW	24.000	-	Sww3	QQQ-	-	-	-	Zdlwvbpb	3qCs	-	-	320	3yOu+320	-	948.00000
O	MQG	67.000	-	Bn3	OO-	-	-	-	Pmzvseai	3wNl	-	-	630	3eWw+609	-	60.80000
Eua Qahtp	LVT	89.500	-	MB	KH	-	-	-	-	-	-	-	-	-	-	Retained
T	FVI	28.000	-	Z3	Z-	-	-	-	Mssslmsq	3sZu	-	-	915	3xIw+869	-	74.00000
W-2	MKU	13.000	-	Ys2	KK	-	-	-	Ttzma	KBI	-	-	-	2.100%	2.100%	251.00000
B	CMY	687.000	-	Qgg	GGG	-	-	-	Esulrsos	3cBl	-	-	99	3cSn+99	-	115.00000
X-1	XVZ	21.000	-	Dr2	BB	-	-	-	Bpxdqttf	3aSi	-	-	178	3fKw+178	-	780.00000

Tranche Comments

B: First Pay: 2022-06-15; Redemption: 2023-06-15; X-1: First Pay: 2022-06-15; Redemption: 2023-06-15; W-2: First Pay: 2022-06-15; Redemption: 2023-06-15; L: First Pay: 2022-06-15; Redemption: 2023-06-15; X: First Pay: 2022-06-15; Redemption: 2023-06-15; O: First Pay: 2022-06-15; Redemption: 2023-06-15; T: First Pay: 2022-06-15; Redemption: 2023-06-15; Eua Qahtp: First Pay: 2022-06-15; Redemption: 2023-06-15;

Deal Comments

Nyj Othh Tlgayrn 2.0

Originator(s)

Mvgkscrw Hkpefkv

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 13, 2021

WAL Test Period (YRS)

1.1