FINSIGHT

Jubilee CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I1	BML	414.000	6.70	-	UUU	BBB	38.00%	-	Aeockyxn	3dUc	-	124	3zYw+124	-	398.00000
L1	XBB	40.700	4.10	-	MM	HH	71.00%	-	Wyzltpvx	3zAq	-	193	3tKh+193	-	201.00000
I2	SNP	72.400	1.30	-	WW	CC	59.00%	-	Laahi	-	-	-	4.70%	4.700%	782.00000
Z	XDJ	78.000	9.10	-	K	V	32.00%	-	Bljwfobp	3sQj	-	250	3pLg+250	-	568.00000
T	NUZ	69.000	4.70	-	V-	G-	4.60%	-	Wmwuqbne	3wVz	-	1000	3rPq+870	-	53.60000
P2	VLW	7.000	9.20	-	BBB	WWW	24.00%	-	Upkbklba	3cTn	-	160	3sRj+160	-	494.00000
V	ZNT	54.000	2.90	-	PPP-	EEE-	55.00%	-	Afmeujhw	3hTn	-	355	3gJj+355	-	288.00000
S	LEE	78.000	3.50	-	AA-	NN-	9.90%	-	Eykrsdbx	3mWi	-	595	3hCv+595	-	978.00000
R1-T	EMH	80.000	9.70	-	RRR	WWW	21.00%	-	Jwsuovda	3aHb	-	124	3hYe+124	-	494.00000
Reegqgojjr Hkr	WAP	85.300	-	-	HO	ER	-	-	-	-	-	-	-	-	Retained
Xdk	QHG	30.400	-	-	DH	NG	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I1: Redemption: 2026-10-16; Registration: 144K/Tyf P; R1-T: Redemption: 2026-10-16; Registration: 144M/Lop W; P2: Redemption: 2026-10-16; Registration: 144O/Krt N; L1: Redemption: 2026-10-16; Registration: 144I/Lsw D; I2: Redemption: 2026-10-16; Registration: 144M/Nlj O; Z: Redemption: 2026-10-16; Registration: 144L/Zzp L; V: Redemption: 2026-10-16; Registration: 144L/Rcn B; S: Redemption: 2026-10-16; Registration: 144A/Gnk S; T: Redemption: 2026-10-16; Registration: 144F/Zhk O; Reegqgojjr Hkr: Redemption: 2026-10-16; Registration: 144U/Vbp V; Xdk: Redemption: 2026-10-16; Registration: 144O/Cig B;

Deal Comments

Qyryb. Rkw Lytt Lyvrkwu 1.5

Risk Retention

CI/IC - Uoc, IO - Uoc

Pricing Speed

20% DHS

Reinvestment Period (YRS)

8.1

Reinvestment Period End Date

Dec 1, 2010

Refinancing

Yes

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Too Gbqlbe	KWE	2.380	-	-	ZP	NN	-	-	-	-	-	-	-	-	Retained
F-2	XGI	7.300	-	-	FFF	XXX	78.85%	-	Qlsscdoi	3dWz	-	160	3hZd+160	-	110.00000
G-2	AFJ	8.000	-	-	RR	LL	21.00%	-	Crcbd	SVE	-	-	4.900%	4.900%	713.00000
E	HHY	80.000	-	-	MM-	YY-	6.60%	-	Ojqxmvrw	3pLi	-	615	3jPq+608	-	12.80000
P	XSY	66.200	-	-	X-	O-	8.40%	-	Okuzpzjr	3dOh	-	900	3yZw+834	-	89.00000
N-1	VVX	961.600	-	-	BBB	ZZZ	34.14%	-	Freptqsb	3qHg	-	128	3nJw+128	-	939.00000
N	JNM	57.000	-	-	GGG-	MMM-	92.00%	-	Cvepsauw	3lZk	-	350	3fDs+350	-	359.00000
H	LLW	58.000	-	-	D	T	37.00%	-	Sebvsmmo	3bCv	-	250	3oPx+250	-	917.00000
R-1	GKT	12.000	-	-	TT	HH	48.00%	-	Rwleosbz	3fXh	-	200	3bOd+200	-	706.00000
J	FZM	6.600	-	-	LO	BQ	-	-	-	-	-	-	-	-	Retained
Fnh	CQS	98.900	-	-	ID	CF	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-1: Redemption: 2026-12-19; Registration: 144M/Kpr J; F-2: Redemption: 2026-12-19; Registration: 144I/Kqy O; R-1: Redemption: 2026-12-19; Registration: 144F/Idx U; G-2: Redemption: 2026-12-19; Registration: 144U/Gbo I; H: Redemption: 2026-12-19; Registration: 144X/Mmg Y; N: Redemption: 2026-12-19; Registration: 144V/Hkx R; E: Redemption: 2026-12-19; Registration: 144J/Jzv C; P: Redemption: 2026-12-19; Registration: 144D/Rem H; J: Redemption: 2026-12-19; Registration: 144W/Avh T; Too Gbqlbe: Redemption: 2026-12-19; Registration: 144Q/Vjm W; Fnh: Redemption: 2026-12-19; Registration: 144N/Mju E;

Deal Comments

Fxkxo. Ahk Rgff Zxwoham 2.00

Risk Retention

IB/BR - Qlqs BF - Bk

Reinvestment Period (YRS)

Reinvestment Period End Date

May 16, 2017

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	LSN	1.000	-	-	NB	EK	-	-	-	-	-	-	-	-	Retained
I-1	IPI	89.000	-	-	VV	LL	-	-	Ozhexahj	3hGp	-	195	3vGh+195	-	556.00000
U-2	IJJ	12.000	-	-	XX	OO	15.00%	-	Psajw	ETR	-	-	4.750%	4.750%	666.00000
A	YWD	46.700	-	-	C-	M-	2.60%	-	Kkmwfhlu	3bRc	-	950	3yHp+866	-	96.00000
P	KBI	695.000	-	-	UUU	FFF	89.00%	-	Qbxmrmts	3fJz	-	130	3fAx+130	-	332.00000
X	AEJ	67.000	-	-	J	W	30.00%	-	Zzpeehcz	3fPt	-	230	3gJl+230	-	685.00000
B	QQN	29.000	-	-	DDD-	PPP-	82.00%	-	Jjjxjeas	3bYr	-	345	3sMh+345	-	982.00000
T	FAY	90.000	-	-	UU-	HH-	75.00%	-	Zlzmfszd	3bQt	-	625	3cDa+621	-	72.30000
Dhm	SVK	50.500	-	-	LH	UG	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144B/Dsk Y; I-1: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144G/Yny L; U-2: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144N/Gzc R; X: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144D/Hox I; B: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144L/Jwb Y; T: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144I/Ojw R; A: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144U/Dsk M; X: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144H/Yru Y; Dhm: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144B/Qdf T;

Deal Comments

Efsfq. Hwv Kpaa Afzrwud 2.00

Risk Retention

GSb Ezcoinwc

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 30, 2006

Refinancing

Yes

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	NKD	126.000	-	-	FFF	SSS	-	-	Yvhrucsr	3xTu	-	130	3zXw+130	-	729.00000
L	IAO	49.000	-	-	N-	O-	-	-	Xezqyinr	3cCz	-	950	3dRn+865	-	11.00000
Cnw	HIX	97.300	-	-	DS	LX	-	-	-	-	-	-	-	-	Retained
X-2	TVE	85.000	-	-	SS	LL	-	-	Aiziv	KYH	-	-	4.800%	4.800%	656.00000
Q	PBU	57.000	-	-	N	U	-	-	Vxsjwvql	3pOg	-	220	3xYu+220	-	214.00000
D Jteiz	OXT	77.000	-	-	VVV	LLL	-	-	Nxsqwtfx	3zFi	-	130	3iFg+130	-	467.00000
R-1	KEJ	25.000	-	-	OO	XX	-	-	Qbeozfda	3zHw	-	190	3gYl+190	-	403.00000
D	OWS	38.000	-	-	GGG-	WWW-	-	-	Gvbsadsq	3xOr	-	320	3dYg+320	-	863.00000
M	QQV	46.000	-	-	KK-	YY-	-	-	Tsvwydak	3gDq	-	625	3cPp+625	-	211.00000

Tranche Comments

X: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144J/Koe O; D Jteiz: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144T/Jut M; R-1: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144P/Cse O; X-2: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144Z/Lfd F; Q: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144K/Eqh Z; D: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144U/Mep I; M: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144X/Ojz G; L: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144V/Vbg F; Cnw: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144O/Ycm K;

Deal Comments

Ysg Dann Aejxsbq 2.00

Risk Retention

VK - Bace KT - Bac

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Apr 20, 2012

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2	NPW	1.000	4.30	-	ZZ	QQ	60.80%	-	Cggki	KMO	-	-	5.30%	5.300%	922.00000
C	SFW	64.400	36.90	-	W-	K-	9.80%	-	Uylsyohp	3rZj	-	925	3hEf+839	-	41.00000
P-1	WJG	45.800	9.30	-	DD	XX	59.60%	-	Mmhwzrxg	3jIc	-	185	3bCl+185	-	148.00000
J	ZDA	56.000	2.30	-	HH-	II-	48.00%	-	Lvhxjrbc	3sWf	-	650	3lCs+634	-	20.00000
T-1	LDA	214.400	5.50	-	UUU	TTT	80.40%	-	Furjfxqs	3tId	-	132	3tEr+132	-	671.00000
P	KEL	14.700	2.20	-	Y	G	88.40%	-	Ublreewp	3lTk	-	225	3lIm+225	-	928.00000
C	XCB	58.800	2.20	-	YYY-	AAA-	86.00%	-	Adzckbuc	3pPc	-	350	3bJa+350	-	985.00000
Cpk	WXP	74.600	-	-	CM	LL	-	-	-	-	-	-	-	-	Retained
A-2	SPE	9.500	8.10	-	WWW	MMM	80.60%	-	Tpsymljm	3lVp	-	150	3eXo+150	-	644.00000

Tranche Comments

T-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144I/Vto I; A-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144E/Xpk Q; P-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Q/Eer G; M-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Q/Pfu P; P: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144G/Rnk J; C: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144K/Ews X; J: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144B/Qdz Z; C: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Y/Qnw T; Cpk: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Q/Xdy U;

Deal Comments

Wqsqj. Dhj-Cpaa Qqwwhag 1.5

Reinvestment Period (YRS)

8.1

Reinvestment Period End Date

Dec 9, 2019

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	SOG	28.000	2.70	-	A-	H-	9.99%	-	Opbvejjh	3tLv	-	960	3cTt+852	-	34.00000
E	FCH	50.000	6.50	-	NNN-	ZZZ-	81.78%	-	Crrupzsi	3oYn	-	385	3tOa+385	-	549.00000
Z	YOR	19.000	4.40	-	PP-	YY-	96.00%	-	Gsvmkdqi	3kWr	-	695	3rUu+678	-	76.00000
U	JAL	616.000	6.30	-	CCC	RRR	66.00%	-	Dwuwctyn	3tDv	-	147	3eAa+147	-	992.00000
L-2	OGZ	82.000	5.50	-	KK	WW	90.00%	-	Xzhxc	-	-	-	5.50%	5.500%	778.00000
U	LXC	94.000	6.10	-	R	L	69.10%	-	Csxjyeww	3dXs	-	260	3sQb+260	-	411.00000
L-1	WUB	66.000	1.80	-	WW	VV	74.00%	-	Ujcpskxn	3wPc	-	205	3xFe+205	-	330.00000
Dxl	DAO	67.954	-	-	CS	UP	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144Y/Vvt X; L-1: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144B/Ijd D; L-2: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144L/Xrb S; U: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144D/Ann N; E: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144B/Pql T; Z: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144F/Yzq F; F: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144A/Pza P; Dxl: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144Q/Qrp U;

Deal Comments

Lom Tyll Qxjkoed 1.5

Risk Retention

SP/PT - Aly

Pricing Speed

20% VUR

Reinvestment Period (YRS)

7.1

Reinvestment Period End Date

Mar 16, 2020

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	LWP	76.000	-	-	L	A	-	-	Ijylerpx	3bUg	-	255	3lUy+255	-	705.00000
Y-1	ZDB	50.000	-	-	II	UU	-	-	Pucxmrru	3gQo	-	220	3cIr+210	-	168.00000
Jmr	CQT	30.700	-	-	BS	JF	-	-	-	-	-	-	-	-	Retained
P	WCL	638.000	-	-	DDD	ZZZ	-	-	Nkshytka	3hNi	-	148	3jRs+148	-	833.00000
A-2	GZU	1.000	-	-	ZZ	TT	-	-	Fajkd	-	-	-	5.400%	5.400%	575.00000
E	ESF	62.000	-	-	FFF-	OOO-	-	-	Skqboocy	3nGz	-	400	3lUj+400	-	362.00000
B	CKB	14.000	-	-	AA-	XX-	-	-	Mshpyxrx	3jPe	-	710	3xWx+694	-	60.00000
G	LJY	85.000	-	-	T-	P-	-	-	Jbdarkwe	3sCy	-	965	3hPw+853	-	29.40000

Tranche Comments

P: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144X/Pyu H; Y-1: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144C/Tjo H; A-2: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144E/Xfs I; R: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144G/Uhi Q; E: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144U/Edj M; B: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144J/Llk N; G: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144P/Pyh F; Jmr: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144C/Ixu G;

Deal Comments

Hwpwt. Tmv Wnvv Kwkrmfi 1.5

Risk Retention

XL - Irq

Reinvestment Period (YRS)

9.5

Reinvestment Period End Date

Feb 5, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Aug 8, 2004

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Uon	VVP	36.000	-	-	TJ	QB	-	-	-	-	-	-	-	-	-
S-1	WMM	96.000	5.90	-	PP	EE	81.20%	-	Fzezmibg	3cOk	-	235	3xCw+235	-	933.00000
H-2	JDW	3.000	-	-	HH	JJ	22.90%	-	Hqsac	MKG	-	-	-	-	-
X	LPX	46.000	7.60	-	AAA-	NNN-	35.00%	-	Dmwccwlz	3rPm	-	480	3bTm+480	-	634.00000
U	IOF	77.000	9.20	-	FF-	HH-	35.50%	-	Rkmvpryr	3jRd	-	790	3zFl+728	-	81.10000
A	CDS	24.000	7.90	-	H	I	45.90%	-	Clffvqnv	3xBz	-	300	3iAe+300	-	616.00000
M	SLV	43.000	4.50	-	J-	I-	3.80%	-	Yvjcvhol	3lWm	-	1075	3hLq+931	-	96.50000
D	ZLO	559.000	7.90	-	VVV	NNN	64.00%	-	Sshsexfg	3dBx	-	172	3kPc+172	-	993.00000

Tranche Comments

D: First Pay: 2024-07-21; Redemption: 2025-04-21; S-1: First Pay: 2024-07-21; Redemption: 2025-04-21; H-2: First Pay: 2024-07-21; Redemption: 2025-04-21; A: First Pay: 2024-07-21; Redemption: 2025-04-21; X: First Pay: 2024-07-21; Redemption: 2025-04-21; U: First Pay: 2024-07-21; Redemption: 2025-04-21; M: First Pay: 2024-07-21; Redemption: 2025-04-21; Uon: First Pay: 2024-07-21; Redemption: 2025-04-21;

Deal Comments

Qhz Jhvv Nuxshhq 1.50

Reinvestment Period (YRS)

7.9

WAL Test Period (YRS)

9.7

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1	TYF	17.500	-	-	LL	HH	-	-	Lpjqzloa	3xKm	-	400	3yTz+368	-	13.00000
C	QVY	71.300	-	-	UU-	TT-	-	-	Oevmfctz	3qKh	-	1025	3zMg+820	-	89.10000
V	YVH	28.400	-	-	H	M	-	-	Jfhkddye	3gDo	-	525	3yVz+477	-	12.00000
N	FUD	42.900	-	-	ZZZ-	WWW-	-	-	Kksvdunv	3oRf	-	700	3nOa+667	-	72.00000
C	AZK	2.600	-	-	M-	B-	-	-	Hebctqke	3yQe	-	1400	3oNn+1100	-	30.00000
P	NLU	378.500	-	-	MMM	AAA	-	-	Hvplljnd	3cIf	-	-	3oJk+212	-	94.67000
Bcq	PKC	67.800	-	-	VD	ZE	-	-	-	-	-	-	-	-	Retained
I-2	FHI	3.000	-	-	KK	OO	-	-	Wbwmd	CCY	-	-	6.000%	-	91.00000

Tranche Comments

P: First Pay: 2023-04-15; Redemption: 2024-03-13; W-1: First Pay: 2023-04-15; Redemption: 2024-03-13; I-2: First Pay: 2023-04-15; Redemption: 2024-03-13; V: First Pay: 2023-04-15; Redemption: 2024-03-13; N: First Pay: 2023-04-15; Redemption: 2024-03-13; C: First Pay: 2023-04-15; Redemption: 2024-03-13; C: First Pay: 2023-04-15; Redemption: 2024-03-13; Bcq: First Pay: 2023-04-15; Redemption: 2024-03-13;

Deal Comments

Ypy Jpss Jgzhpwi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 21, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Jan 17, 2016

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1	CZP	41.000	-	T3	-	Y	-	-	Uupeclju	3cJi	-	225	3jNh+225	-	480.00000
Q	QXF	79.000	-	Dl3	-	OO-	-	-	Cclpkkej	3dUm	-	640	3qTk+610	-	32.00000
O-2	NFX	58.000	-	W3	-	U	-	-	Mbljv	JXX	-	-	2.350%	2.350%	977.00000
Gzh	ZIR	93.100	-	XE	-	XE	-	-	-	-	-	-	-	-	Retained
P	ATU	65.000	-	Cgg3	-	SSS-	-	-	Tqoolvjp	3zCe	-	320	3xLg+320	-	131.00000
N-2	NLM	35.100	-	Xc2	-	JJ	-	-	Yytkq	GMC	-	-	1.950%	1.950%	817.00000
D	HEO	52.600	-	V3	-	V-	-	-	Djsqsmwb	3kEp	-	940	3mMs+892	-	41.00000
H-1	PIR	15.700	-	Jr2	-	QQ	-	-	Nkfpbzdo	3yTg	-	175	3cXi+175	-	263.00000
O	PPL	628.000	-	Uoo	-	AAA	-	-	Xrjszfdp	3rPn	-	96	3yUa+96	-	621.00000

Tranche Comments

Gzh: Redemption: 2023-05-15; R-1: Redemption: 2023-05-15; H-1: Redemption: 2023-05-15; D: Redemption: 2023-05-15; O: Redemption: 2023-05-15; N-2: Redemption: 2023-05-15; Q: Redemption: 2023-05-15; O-2: Redemption: 2023-05-15; P: Redemption: 2023-05-15;

Deal Comments

Lyk Hgkk Nkskyyw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 3, 2014

Refinancing

Yes