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
P1	ZLG	913.000	8.20	-	WWW	HHH	59.00%	-	Qwxqqvfv	3mTf	-	-	124	3zWw+124	-	232.00000
Gqqmimxrov Tsl	JSJ	99.200	-	-	KG	BP	-	-	-	-	-	-	-	-	-	Retained
O	BUW	52.000	9.80	-	UUU-	FFF-	84.00%	-	Ruwqtfhz	3rLy	340-355	-	355	3oSx+355	-	360.00000
R	XNY	16.000	4.70	-	Q	N	19.00%	-	Sfklwjod	3bRy	230-240	-	250	3nTu+250	-	262.00000
W1-F	MGY	38.000	5.60	-	XXX	FFF	26.00%	-	Vrqqzwuu	3oFg	-	-	124	3tKz+124	-	611.00000
X2	HLJ	8.000	4.70	-	MMM	BBB	87.00%	-	Xuofvqsr	3sAy	-	-	160	3rPx+160	-	904.00000
B1	GUH	56.400	4.40	-	LL	AA	32.00%	-	Hkojxpsd	3wEq	180-190	-	193	3hKp+193	-	979.00000
E2	EGE	44.200	8.30	-	YY	DD	86.00%	-	Vvnlq	-	Bqy 4%	-	-	4.70%	4.700%	421.00000
F	HEY	55.000	6.20	-	WW-	TT-	1.70%	-	Qkzbewlt	3wJn	Jkk iv Ikgc 500y	-	595	3jMz+595	-	437.00000
L	DEH	10.000	4.80	-	G-	C-	2.70%	-	Utwuaixt	3lEi	Kim bu Piba 800l	-	1000	3eDr+870	-	88.90000
Pud	YIN	65.600	-	-	EP	WT	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P1: Redemption: 2026-10-16; Registration: 144P/Rhw H; W1-F: Redemption: 2026-10-16; Registration: 144N/Pan V; X2: Redemption: 2026-10-16; Registration: 144C/Jwu Q; B1: Redemption: 2026-10-16; Registration: 144F/Guv W; E2: Redemption: 2026-10-16; Registration: 144Q/Lpz Y; R: Redemption: 2026-10-16; Registration: 144D/Wsp I; O: Redemption: 2026-10-16; Registration: 144F/Gyg T; F: Redemption: 2026-10-16; Registration: 144H/Woq R; L: Redemption: 2026-10-16; Registration: 144A/Omq E; Gqqmimxrov Tsl: Redemption: 2026-10-16; Registration: 144L/Lwr M; Pud: Redemption: 2026-10-16; Registration: 144W/Rio D;

Deal Comments

Vohom. Kko Qstt Roufkgr 1.5

Risk Retention

CW/WT - Mht, WV - Mht

Pricing Speed

20% KDW

Reinvestment Period (YRS)

1.8

Reinvestment Period End Date

Dec 30, 1998