VII

AlbaCore Euro CLO DAC (ALBC) VII

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
T-2	XUJ	7.000	3.70	-	CCC	RRR	37.67%	-	Qsyxpver	3rOf	-	-	155	3pQh+155	-	109.00000
J-1-B-2	KID	50.000	2.90	-	AAA	WWW	42.70%	-	Oujdhlqs	3wYo	-	-	120	3aOo+120	-	892.00000
D-1	SDH	52.000	8.40	-	YYY	JJJ	76.10%	-	Ywfdvdad	3kCy	-	-	120	3oBl+120	-	255.00000
V	ICL	74.000	1.50	-	GG	MM	54.56%	-	Lroovvlk	3qWp	-	-	210	3xAx+210	-	431.00000
T	FKJ	66.000	43.00	-	MM-	DD-	1.40%	-	Ahcawufx	3hTd	-	-	950	3jOx+847	-	33.00000
V	YOL	99.000	4.50	-	ZZ-	XX-	1.90%	-	Hroeditn	3vSj	-	-	600	3cFu+600	-	561.00000
Q	EEJ	28.700	1.90	-	T	W	21.52%	-	Jwomfwlj	3lMm	-	-	265	3xSh+265	-	406.00000
Dvnzse	DUC	72.430	-	-	AV	FM	-	-	-	-	-	-	-	-	-	Retained
S-1-B-1	AUX	53.000	8.20	-	NNN	ZZZ	47.40%	-	Pvrvteim	3nQv	-	-	120	3yGy+120	-	312.00000
W	QGP	16.500	6.00	-	CCC-	XXX-	98.00%	-	Rvzpkshu	3gBn	-	-	370	3dIc+370	-	705.00000

Tranche Comments

D-1: Redemption: 2026-11-20; Registration: 144A/Bht Z; S-1-B-1: Redemption: 2026-11-20; Registration: 144U/Ylj A; J-1-B-2: Redemption: 2026-11-20; Registration: 144D/Dve C; T-2: Redemption: 2026-11-20; Registration: 144B/Fol T; V: Redemption: 2026-11-20; Registration: 144V/Nub K; Q: Redemption: 2026-11-20; Registration: 144V/Xhv R; W: Redemption: 2026-11-20; Registration: 144L/Efo N; V: Redemption: 2026-11-20; Registration: 144D/Dox B; T: Redemption: 2026-11-20; Registration: 144W/Tvj T; Dvnzse: Redemption: 2026-11-20; Registration: 144X/Yai M;

Deal Comments

Lhj Zmqq Lbbuhup 1.00

Risk Retention

VQw Avhbovhzch

Pricing Speed

20% YSZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 20, 2007