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
G-1	EPA	19.000	6.90	-	BBB	LLL	70.90%	-	Ccvkljkq	3wJp	-	-	120	3kYm+120	-	693.00000
U	WHH	88.600	4.40	-	R	Z	65.18%	-	Uhzpbvbu	3fIx	-	-	265	3fZg+265	-	112.00000
R	FUG	61.900	7.00	-	VVV-	BBB-	83.00%	-	Cfcbaweu	3rBc	-	-	370	3mUp+370	-	827.00000
M	TFA	90.000	7.90	-	XX-	GG-	4.90%	-	Tqvcfkzz	3iBc	-	-	600	3gDp+600	-	465.00000
I-1-T-1	KEJ	71.000	5.40	-	UUU	MMM	57.70%	-	Bvkbwvrv	3nEx	-	-	120	3hKx+120	-	834.00000
Z	HYD	59.000	43.00	-	QQ-	MM-	6.40%	-	Nvphabes	3yEe	-	-	950	3nFq+847	-	45.00000
M-1-F-2	ZUN	14.000	7.20	-	HHH	AAA	21.80%	-	Aescmskq	3lSw	-	-	120	3vTq+120	-	796.00000
X-2	IKT	3.000	9.80	-	UUU	JJJ	98.41%	-	Wwzkcupa	3nDl	-	-	155	3gHq+155	-	714.00000
A	BLS	28.000	8.70	-	LL	NN	14.49%	-	Suxymcej	3rFh	-	-	210	3vIg+210	-	725.00000
Qruzdm	KCB	95.550	-	-	WL	IQ	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G-1: Redemption: 2026-11-20; Registration: 144M/Xjq M; I-1-T-1: Redemption: 2026-11-20; Registration: 144L/Nuu A; M-1-F-2: Redemption: 2026-11-20; Registration: 144J/Fqu Y; X-2: Redemption: 2026-11-20; Registration: 144U/Obf O; A: Redemption: 2026-11-20; Registration: 144E/Ncp H; U: Redemption: 2026-11-20; Registration: 144W/Ghw O; R: Redemption: 2026-11-20; Registration: 144L/Tfb S; M: Redemption: 2026-11-20; Registration: 144G/Qcc X; Z: Redemption: 2026-11-20; Registration: 144L/Xfy T; Qruzdm: Redemption: 2026-11-20; Registration: 144Q/Wet W;

Deal Comments

Svf Dugg Ameyvdq 1.00

Risk Retention

MSy Pfxqffjeee

Pricing Speed

20% GUV

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2005