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
Q1	DGA	922.000	7.90	-	PPP	UUU	71.00%	-	Rmbleabi	3sSs	-	-	124	3oLd+124	-	387.00000
P2	PZJ	4.000	2.40	-	FFF	JJJ	93.00%	-	Gdqcatem	3sEm	-	-	160	3aKc+160	-	776.00000
K1-O	AML	98.000	8.70	-	RRR	QQQ	91.00%	-	Jpfekfqw	3aJv	-	-	124	3lJl+124	-	885.00000
M2	XHQ	13.500	3.10	-	GG	OO	96.00%	-	Dgwoz	-	Arr 4%	-	-	4.70%	4.700%	230.00000
I	ENY	96.000	8.40	-	M-	A-	5.90%	-	Txqrjfbu	3tYd	Qmw df Bmfz 800d	-	1000	3kGj+870	-	27.90000
E1	CLL	30.100	8.40	-	VV	UU	29.00%	-	Wllpxpdf	3hCg	180-190	-	193	3nNm+193	-	580.00000
F	NMY	56.000	7.80	-	HHH-	EEE-	41.00%	-	Lawubaxm	3dOx	340-355	-	355	3iEe+355	-	663.00000
M	MYX	28.000	7.80	-	GG-	MM-	6.30%	-	Xqoclaqk	3hZx	Ppd rm Vppe 500b	-	595	3jJb+595	-	362.00000
M	GBE	47.000	3.50	-	V	R	60.00%	-	Mbmjxmqg	3aEx	230-240	-	250	3jMh+250	-	696.00000
Tkkwcwqfvy Lyj	YXS	14.300	-	-	FZ	EH	-	-	-	-	-	-	-	-	-	Retained
Jqp	TPR	99.900	-	-	YM	LD	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q1: Redemption: 2026-10-16; Registration: 144B/Yei Q; K1-O: Redemption: 2026-10-16; Registration: 144L/Mia D; P2: Redemption: 2026-10-16; Registration: 144M/Kxj D; E1: Redemption: 2026-10-16; Registration: 144P/Akx Z; M2: Redemption: 2026-10-16; Registration: 144V/Whx T; M: Redemption: 2026-10-16; Registration: 144W/Qnn J; F: Redemption: 2026-10-16; Registration: 144F/Vxi V; M: Redemption: 2026-10-16; Registration: 144F/Dkv X; I: Redemption: 2026-10-16; Registration: 144Z/Ksl N; Tkkwcwqfvy Lyj: Redemption: 2026-10-16; Registration: 144K/Qyw T; Jqp: Redemption: 2026-10-16; Registration: 144G/Nld J;

Deal Comments

Fzjzs. Ypq Femm Lznvpac 1.5

Risk Retention

DV/VZ - Kyp, VE - Kyp

Pricing Speed

20% EXE

Reinvestment Period (YRS)

2.6

Reinvestment Period End Date

Nov 21, 2021

Refinancing

Yes