FINSIGHT

Jubilee CLO DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Alcentra

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Qggjzo	DCI	8.100	-	-	YH	VX	-	-	-	-	-	-	-	-	-	Retained
J	DPP	84.400	4.10	-	C	V	57.40%	-	Svwppeqs	3fId	-	-	240	3bCu+240	-	740.00000
O	FOH	18.000	1.40	-	WWW-	PPP-	70.00%	-	Dbhfqutn	3jTq	-	-	345	3pJy+345	-	174.00000
W-O	ZKT	389.100	2.50	-	XXX	KKK	45.00%	-	Pkvsevke	3pWv	-	-	135	3hUf+135	-	249.00000
K	MBH	42.700	4.70	-	J-	I-	4.40%	-	Qhqvzwve	3kCs	-	-	920	3sJt+869	-	89.00000
X	LIG	85.500	9.80	-	QQ	DD	55.12%	-	Mkqldsqb	3wOz	-	-	190	3gNq+190	-	389.00000
L	CUJ	13.000	7.20	-	FF-	WW-	1.30%	-	Lfrrwtwq	3dMy	-	-	610	3nCj+610	-	537.00000
T-D	HTH	450.400	3.40	-	DDD	LLL	89.00%	-	Crzydxwx	3qHr	-	-	135	3hXj+135	-	240.00000

Tranche Comments

T-D: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144T/Eho I; W-O: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144R/Mwd R; X: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144P/Ywe K; J: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144V/Fiq L; O: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144V/Ejv N; L: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144D/Vkp V; K: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144J/Jtw C; Qggjzo: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144P/Jzm I;

Deal Comments

Vhfhz. Nuw-Bcww Qhomutk 1.50

Risk Retention

LK - Ffmsffvtgj

Pricing Speed

20% OEP

Reinvestment Period (YRS)

2.3

Reinvestment Period End Date

Nov 23, 2007