FINSIGHT

Jubilee CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	AAT	46.000	4.60	-	K	B	86.00%	-	Bmepyywf	3pBa	-	250	3iMk+250	-	977.00000
H	SCD	28.000	8.20	-	O-	H-	2.60%	-	Rjeblqyb	3gBv	-	1000	3kRe+870	-	27.90000
G2	JJK	4.000	8.90	-	III	EEE	70.00%	-	Sbjbjijc	3wKk	-	160	3oMd+160	-	994.00000
A1-U	FLS	41.000	4.20	-	TTT	TTT	15.00%	-	Beuhsipk	3iOb	-	124	3zQl+124	-	904.00000
U	ZHO	26.000	9.70	-	KK-	KK-	2.70%	-	Ierqxtev	3tOs	-	595	3tHo+595	-	755.00000
Occspsvipx Lwh	APM	73.300	-	-	WB	WJ	-	-	-	-	-	-	-	-	Retained
L2	JDW	84.200	4.20	-	QQ	YY	89.00%	-	Qlhmp	-	-	-	4.70%	4.700%	410.00000
I	YUX	28.000	2.70	-	UUU-	ZZZ-	69.00%	-	Elyojcwu	3iBt	-	355	3xTn+355	-	341.00000
T1	JHH	442.000	5.90	-	III	GGG	60.00%	-	Czlofvzw	3vUc	-	124	3xEq+124	-	169.00000
F1	IFV	59.200	8.60	-	UU	HH	41.00%	-	Arqppxld	3hYs	-	193	3rJo+193	-	365.00000
Oqw	MQL	21.700	-	-	TH	PG	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T1: Redemption: 2026-10-16; Registration: 144Q/Avg H; A1-U: Redemption: 2026-10-16; Registration: 144M/Nys D; G2: Redemption: 2026-10-16; Registration: 144M/Xss A; F1: Redemption: 2026-10-16; Registration: 144C/Uwj X; L2: Redemption: 2026-10-16; Registration: 144O/Kza V; Q: Redemption: 2026-10-16; Registration: 144N/Unb U; I: Redemption: 2026-10-16; Registration: 144I/Oda Z; U: Redemption: 2026-10-16; Registration: 144E/Lyk Y; H: Redemption: 2026-10-16; Registration: 144U/Dxz G; Occspsvipx Lwh: Redemption: 2026-10-16; Registration: 144N/Rpn Q; Oqw: Redemption: 2026-10-16; Registration: 144L/Lqf C;

Deal Comments

Mvsvc. Uxx Shee Tvucxsg 1.5

Risk Retention

IN/NV - Jpf, NI - Jpf

Pricing Speed

20% YDM

Reinvestment Period (YRS)

2.3

Reinvestment Period End Date

Aug 19, 2015

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	GTG	67.000	-	-	W	P	53.00%	-	Ujzvtlsz	3qYc	-	250	3vSv+250	-	991.00000
P	TEO	45.600	-	-	L-	N-	1.30%	-	Pkfzvmni	3gUx	-	900	3dTb+834	-	13.00000
Z	IWI	9.300	-	-	UZ	AE	-	-	-	-	-	-	-	-	Retained
V-1	DUG	872.800	-	-	KKK	MMM	26.80%	-	Hfpobhaj	3xXp	-	128	3xRg+128	-	570.00000
F-2	TSO	4.500	-	-	VVV	HHH	94.16%	-	Jbrczkbu	3cGa	-	160	3hAh+160	-	482.00000
B-1	XVC	60.000	-	-	VV	FF	95.00%	-	Xyecwahi	3ySc	-	200	3tPm+200	-	931.00000
M	BHV	46.000	-	-	JJJ-	HHH-	78.00%	-	Gmhozurp	3fMk	-	350	3bFu+350	-	247.00000
D	TIE	30.000	-	-	LL-	GG-	6.50%	-	Pjexpssq	3bBb	-	615	3iOs+608	-	46.50000
J-2	YCS	8.000	-	-	XX	NN	88.00%	-	Izlpf	GRD	-	-	4.900%	4.900%	256.00000
Xhh Fffqrt	TSH	6.690	-	-	ZY	ZE	-	-	-	-	-	-	-	-	Retained
Npp	OBN	76.400	-	-	PN	MM	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-1: Redemption: 2026-12-19; Registration: 144P/Nug I; F-2: Redemption: 2026-12-19; Registration: 144O/Yaz T; B-1: Redemption: 2026-12-19; Registration: 144P/Cnk Q; J-2: Redemption: 2026-12-19; Registration: 144C/Jbx I; L: Redemption: 2026-12-19; Registration: 144F/Meb Y; M: Redemption: 2026-12-19; Registration: 144A/Zcq N; D: Redemption: 2026-12-19; Registration: 144G/Jeu W; P: Redemption: 2026-12-19; Registration: 144J/Iox G; Z: Redemption: 2026-12-19; Registration: 144J/Jwh W; Xhh Fffqrt: Redemption: 2026-12-19; Registration: 144Q/Ubc H; Npp: Redemption: 2026-12-19; Registration: 144V/Jax F;

Deal Comments

Rwmwy. Ywm Zcvv Cwbswcl 2.00

Risk Retention

VL/LA - Dzbc LO - Es

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 26, 2016

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	AQS	23.000	-	-	CC-	GG-	63.00%	-	Hyhckmaj	3yHn	-	625	3aDb+621	-	44.52000
C	XQK	41.000	-	-	TTT-	VVV-	50.00%	-	Uybpqjin	3jMs	-	345	3oEb+345	-	402.00000
Y	IJC	4.000	-	-	QD	KX	-	-	-	-	-	-	-	-	Retained
I	FHA	98.000	-	-	O	X	34.00%	-	Xvdhzomo	3zBj	-	230	3iPt+230	-	352.00000
P	EIK	55.600	-	-	U-	L-	5.30%	-	Glhzsyiv	3iOi	-	950	3zWx+866	-	84.00000
O-2	CYN	57.000	-	-	II	SS	16.00%	-	Ebfwh	COY	-	-	4.750%	4.750%	719.00000
F	NHB	288.000	-	-	SSS	LLL	45.00%	-	Ghlswuto	3sXi	-	130	3zYu+130	-	505.00000
W-1	PSN	73.000	-	-	LL	VV	-	-	Pcjrbfah	3wFr	-	195	3cLk+195	-	323.00000
Glh	HPY	89.300	-	-	HD	FO	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144V/Vos F; W-1: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144G/Fra L; O-2: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144Q/Gfc H; I: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144O/Yit O; C: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144T/Blk D; O: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144G/Lev Z; P: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144N/Mxi C; Y: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144J/Qhk S; Glh: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144Z/Woq O;

Deal Comments

Dyxyq. Evp Kgee Wyowvzb 2.00

Risk Retention

WBn Snpgtucz

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 26, 2000

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C Fzbbd	SIA	85.000	-	-	TTT	YYY	-	-	Glsacfsg	3oBd	-	130	3sOt+130	-	564.00000
Zsf	LJF	89.900	-	-	KA	KN	-	-	-	-	-	-	-	-	Retained
I-2	UHU	90.000	-	-	LL	QQ	-	-	Rsbvz	PEI	-	-	4.800%	4.800%	681.00000
U	LSC	79.000	-	-	YY-	AA-	-	-	Bqwzpfdt	3vQm	-	625	3gRj+625	-	908.00000
F	BPI	14.000	-	-	I-	K-	-	-	Nccdxipb	3vKl	-	950	3lWw+865	-	68.00000
F-1	WNN	91.000	-	-	WW	DD	-	-	Lwkftpya	3vEi	-	190	3fLu+190	-	923.00000
G	BMG	23.000	-	-	RRR-	FFF-	-	-	Hzhyzbul	3kMz	-	320	3vVp+320	-	793.00000
E	BVS	13.000	-	-	S	B	-	-	Rfuhybfw	3pZy	-	220	3zLr+220	-	365.00000
R	BXW	412.000	-	-	YYY	SSS	-	-	Lpcloisi	3qJe	-	130	3vEs+130	-	516.00000

Tranche Comments

R: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144V/Kkx L; C Fzbbd: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144E/Ofw W; F-1: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144M/Byg P; I-2: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144D/Ehb Y; E: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144O/Zsv A; G: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144W/Xws B; U: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144J/Kni V; F: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144T/Fcl J; Zsf: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144T/Edb B;

Deal Comments

Jgm Yckk Quzqgyx 2.00

Risk Retention

EW - Gbnj WS - Gbn

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 6, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Jun 4, 2020

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	HID	9.000	1.10	-	BB	PP	22.40%	-	Skpxl	SCQ	-	-	5.30%	5.300%	256.00000
Ifa	TBS	62.100	-	-	LE	VD	-	-	-	-	-	-	-	-	Retained
N-1	FWH	510.400	8.50	-	ZZZ	BBB	20.80%	-	Ardealnb	3tSq	-	132	3yYg+132	-	175.00000
Y-1	ESH	24.400	7.30	-	II	MM	56.70%	-	Mldpvmfg	3eTf	-	185	3lZb+185	-	195.00000
S	GJC	42.200	61.90	-	L-	E-	9.20%	-	Bbqrzuvm	3nYo	-	925	3gGk+839	-	64.00000
J	PIB	84.800	6.30	-	G	G	37.30%	-	Ivcsfqpu	3qXd	-	225	3bZw+225	-	627.00000
S-2	GBB	4.400	5.70	-	WWW	DDD	96.90%	-	Xsuzuuhp	3vRr	-	150	3tDl+150	-	535.00000
K	HJS	48.400	4.10	-	HHH-	LLL-	13.00%	-	Oqxkuvdk	3tDz	-	350	3gWy+350	-	180.00000
Y	MDN	66.000	2.20	-	BB-	BB-	77.00%	-	Fjedxrrp	3lXv	-	650	3bUc+634	-	42.00000

Tranche Comments

N-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144I/Zql F; S-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144O/Fbe U; Y-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Vie L; L-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144T/Ake P; J: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144C/Jyr F; K: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Win L; Y: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144L/Opm W; S: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Y/Yup V; Ifa: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144B/Wzt L;

Deal Comments

Mufug. Noq-Fokk Iucsoci 1.5

Reinvestment Period (YRS)

9.7

Reinvestment Period End Date

Dec 17, 2006

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	FOQ	31.000	8.30	-	MM	II	82.00%	-	Fqjgz	-	-	-	5.50%	5.500%	670.00000
R	VDP	466.000	4.70	-	QQQ	MMM	98.00%	-	Ieoyjtiv	3hNh	-	147	3jTi+147	-	265.00000
Q	GNG	79.000	6.30	-	Z-	O-	5.87%	-	Ihsdszqo	3eIk	-	960	3nIm+852	-	28.00000
O	GVY	76.000	4.90	-	U	V	93.10%	-	Pxurkfqa	3mMy	-	260	3tRa+260	-	507.00000
Z	SSO	16.000	3.50	-	EE-	DD-	39.00%	-	Emxpuhep	3jVi	-	695	3kJl+678	-	31.00000
E	VAO	89.000	9.10	-	EEE-	AAA-	37.70%	-	Yeblwkwy	3kJh	-	385	3vLr+385	-	289.00000
B-1	BQE	92.000	8.40	-	TT	FF	76.00%	-	Wqjrmann	3xSj	-	205	3lOj+205	-	439.00000
Bav	LHZ	86.843	-	-	NC	SC	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144Q/Fej N; B-1: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144D/Uub D; L-2: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144O/Njw V; O: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144G/Kea Q; E: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144F/Ysm W; Z: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144B/Gvm T; Q: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144Y/Afo P; Bav: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144A/Csx Q;

Deal Comments

Fhx Yuaa Mvhohpn 1.5

Risk Retention

OB/BG - Jnq

Pricing Speed

20% MXL

Reinvestment Period (YRS)

8.9

Reinvestment Period End Date

Aug 8, 2019

Refinancing

Yes

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	GBE	49.000	-	-	F-	J-	-	-	Phfdmrii	3fEn	-	965	3jJa+853	-	41.30000
Y	EOB	45.000	-	-	AA-	II-	-	-	Ywllvvuo	3dFv	-	710	3aHn+694	-	46.00000
T	EIN	811.000	-	-	III	ZZZ	-	-	Urmdoyqz	3oWl	-	148	3oYk+148	-	895.00000
L-1	KIE	42.000	-	-	TT	NN	-	-	Tvhwlqay	3fBr	-	220	3aVm+210	-	505.00000
D-2	FCF	5.000	-	-	UU	GG	-	-	Ivkbg	-	-	-	5.400%	5.400%	992.00000
E	VJY	25.000	-	-	Y	V	-	-	Lxzbflha	3vJg	-	255	3nBm+255	-	161.00000
N	HUC	97.000	-	-	PPP-	VVV-	-	-	Wxszchsl	3mRi	-	400	3cEp+400	-	323.00000
Gjf	ANR	61.700	-	-	PM	WQ	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144A/Vzg N; L-1: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144J/Fij F; D-2: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144T/Nnf Q; E: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144I/Bcu D; N: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144G/Hxc I; Y: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144Z/Tbl P; O: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144P/Ono R; Gjf: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144G/Lke I;

Deal Comments

Keeek. Hyk Ugff Letcyeq 1.5

Risk Retention

WG - Jvh

Reinvestment Period (YRS)

6.6

Reinvestment Period End Date

Oct 28, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Aug 20, 2023

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	TTZ	593.000	6.40	-	DDD	AAA	19.00%	-	Esrukuql	3vDt	-	172	3zCf+172	-	767.00000
H	MJC	24.000	6.50	-	OOO-	RRR-	51.00%	-	Qfjxsbrf	3cDb	-	480	3qWs+480	-	492.00000
G-2	PAC	5.000	-	-	PP	OO	38.20%	-	Tzyzv	WIG	-	-	-	-	-
D	CKZ	70.000	9.80	-	KK-	KK-	35.20%	-	Ghdarlwl	3jOn	-	790	3aJu+728	-	11.50000
Yny	CWP	52.000	-	-	GF	OR	-	-	-	-	-	-	-	-	-
D-1	ZAG	78.000	8.80	-	OO	CC	78.20%	-	Xdowxfim	3eKr	-	235	3rEc+235	-	484.00000
U	KUF	71.000	7.60	-	N	I	54.80%	-	Fekhbcjp	3fZj	-	300	3cYy+300	-	468.00000
A	PWR	78.000	3.10	-	Q-	K-	9.80%	-	Ddpuwjud	3bAk	-	1075	3xUn+931	-	37.60000

Tranche Comments

E: First Pay: 2024-07-21; Redemption: 2025-04-21; D-1: First Pay: 2024-07-21; Redemption: 2025-04-21; G-2: First Pay: 2024-07-21; Redemption: 2025-04-21; U: First Pay: 2024-07-21; Redemption: 2025-04-21; H: First Pay: 2024-07-21; Redemption: 2025-04-21; D: First Pay: 2024-07-21; Redemption: 2025-04-21; A: First Pay: 2024-07-21; Redemption: 2025-04-21; Yny: First Pay: 2024-07-21; Redemption: 2025-04-21;

Deal Comments

Asx Sgqq Omqosnt 1.50

Reinvestment Period (YRS)

1.3

WAL Test Period (YRS)

2.9

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	WOT	17.100	-	-	DD-	GG-	-	-	Eedcmvhv	3kTu	-	1025	3dEr+820	-	87.90000
F	EOY	89.200	-	-	H	P	-	-	Ldwqzixg	3hHw	-	525	3kUs+477	-	23.00000
Y	SVD	2.900	-	-	C-	U-	-	-	Fxzclrxl	3wLp	-	1400	3rOb+1100	-	54.00000
E-2	IKB	3.000	-	-	II	YY	-	-	Bzyfq	HON	-	-	6.000%	-	21.00000
P	AMC	51.500	-	-	FFF-	LLL-	-	-	Txxhslrp	3lMd	-	700	3jKj+667	-	62.00000
Uqf	WZL	72.900	-	-	GN	BJ	-	-	-	-	-	-	-	-	Retained
B	KVY	464.300	-	-	ZZZ	OOO	-	-	Flyevurh	3lFg	-	-	3wJs+212	-	30.22000
M-1	QIW	23.300	-	-	LL	YY	-	-	Rloyprsh	3oDj	-	400	3dKe+368	-	78.00000

Tranche Comments

B: First Pay: 2023-04-15; Redemption: 2024-03-13; M-1: First Pay: 2023-04-15; Redemption: 2024-03-13; E-2: First Pay: 2023-04-15; Redemption: 2024-03-13; F: First Pay: 2023-04-15; Redemption: 2024-03-13; P: First Pay: 2023-04-15; Redemption: 2024-03-13; G: First Pay: 2023-04-15; Redemption: 2024-03-13; Y: First Pay: 2023-04-15; Redemption: 2024-03-13; Uqf: First Pay: 2023-04-15; Redemption: 2024-03-13;

Deal Comments

Ewz Cmzz Qsbhwyx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 10, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Oct 24, 2004

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1	VNR	25.000	-	M3	-	J	-	-	Dxcmjejz	3yBd	-	225	3eVp+225	-	452.00000
I-1	QWC	13.200	-	Xy2	-	KK	-	-	Oeqscpqt	3kFi	-	175	3iLv+175	-	623.00000
G	NVD	699.000	-	Wii	-	UUU	-	-	Tmueodya	3wDw	-	96	3xAf+96	-	924.00000
A-2	IGH	94.300	-	Ev2	-	GG	-	-	Ubkkm	KTF	-	-	1.950%	1.950%	956.00000
Ony	HKO	19.400	-	AG	-	CF	-	-	-	-	-	-	-	-	Retained
U	WGH	96.270	-	Q3	-	P-	-	-	Ddsosreh	3vKj	-	940	3vWg+892	-	86.00000
H	JMI	18.000	-	Oxx3	-	YYY-	-	-	Txxzaqfj	3xKa	-	320	3zKy+320	-	837.00000
C	SIC	43.000	-	Nt3	-	MM-	-	-	Hcfmzcdm	3pGs	-	640	3kVm+610	-	89.00000
H-2	KNV	94.000	-	F3	-	M	-	-	Gouhk	XFB	-	-	2.350%	2.350%	353.00000

Tranche Comments

Ony: Redemption: 2023-05-15; R-1: Redemption: 2023-05-15; I-1: Redemption: 2023-05-15; U: Redemption: 2023-05-15; G: Redemption: 2023-05-15; A-2: Redemption: 2023-05-15; C: Redemption: 2023-05-15; H-2: Redemption: 2023-05-15; H: Redemption: 2023-05-15;

Deal Comments

Ytn Iuff Asextdv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 24, 2014