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
L-1	JSV	30.000	3.80	-	GGG	QQQ	91.80%	-	Dxjqxwdk	3zZz	-	-	120	3pMk+120	-	534.00000
Q-1-V-2	QBK	12.000	3.50	-	XXX	QQQ	84.60%	-	Epmqkdwj	3vYh	-	-	120	3cTu+120	-	987.00000
U	FTH	25.400	6.00	-	LLL-	JJJ-	53.00%	-	Wfqjvpei	3mIa	-	-	370	3yZg+370	-	985.00000
B-2	SPL	2.000	6.20	-	TTT	UUU	19.40%	-	Vqqwuxyg	3cGi	-	-	155	3lTv+155	-	735.00000
T	SIZ	44.000	4.90	-	HH	UU	46.41%	-	Cyzzrleo	3nJq	-	-	210	3mXh+210	-	450.00000
W-1-D-1	NLK	64.000	8.80	-	TTT	LLL	44.20%	-	Orpbjtvp	3gCl	-	-	120	3oXt+120	-	409.00000
H	KNP	29.500	3.60	-	Q	G	35.16%	-	Uyojlkdb	3iHg	-	-	265	3jOi+265	-	634.00000
N	AEK	38.000	1.80	-	WW-	VV-	3.90%	-	Apxzorvm	3wUg	-	-	600	3cZi+600	-	371.00000
Dvsvsa	AWO	36.350	-	-	ZL	WS	-	-	-	-	-	-	-	-	-	Retained
V	NFD	43.000	76.00	-	EE-	MM-	5.90%	-	Tlfxukhw	3wBh	-	-	950	3bSj+847	-	85.00000

Tranche Comments

L-1: Redemption: 2026-11-20; Registration: 144R/Efh R; W-1-D-1: Redemption: 2026-11-20; Registration: 144F/Ifg B; Q-1-V-2: Redemption: 2026-11-20; Registration: 144V/Xbo Y; B-2: Redemption: 2026-11-20; Registration: 144W/Ypq N; T: Redemption: 2026-11-20; Registration: 144F/Jrh G; H: Redemption: 2026-11-20; Registration: 144H/Rxy R; U: Redemption: 2026-11-20; Registration: 144Q/Gfq Z; N: Redemption: 2026-11-20; Registration: 144K/Kyg Z; V: Redemption: 2026-11-20; Registration: 144C/Tpz D; Dvsvsa: Redemption: 2026-11-20; Registration: 144J/Yma B;

Deal Comments

Dyk Ggmm Smatyjc 1.00

Risk Retention

IZq Agxfjgijhg

Pricing Speed

20% GSE

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 28, 2009

Refinancing

Yes