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
T1	LIX	94.900	4.30	-	KK	BB	70.00%	-	Ekmpdrbf	3qBr	180-190	-	193	3gHg+193	-	681.00000
T	XHU	56.000	4.10	-	MMM-	FFF-	24.00%	-	Zworssac	3dPn	340-355	-	355	3qRr+355	-	945.00000
L2	CHK	76.100	9.60	-	JJ	DD	34.00%	-	Oizkc	-	Umj 4%	-	-	4.70%	4.700%	118.00000
R	ICI	92.000	9.60	-	T	E	34.00%	-	Jirvqpbi	3eJh	230-240	-	250	3hNx+250	-	171.00000
M1-L	YHP	23.000	1.70	-	VVV	BBB	12.00%	-	Lsumfuqk	3aVu	-	-	124	3zFb+124	-	304.00000
C2	THX	8.000	3.20	-	EEE	WWW	75.00%	-	Qmoptayu	3fGl	-	-	160	3nFv+160	-	103.00000
H1	HYV	264.000	2.10	-	UUU	YYY	34.00%	-	Ocvmkrrz	3dZj	-	-	124	3mWa+124	-	470.00000
Xjjmpmcozy Enj	FYP	75.200	-	-	FI	YU	-	-	-	-	-	-	-	-	-	Retained
D	NND	89.000	7.40	-	NN-	RR-	1.20%	-	Rxvfluse	3wZt	Fjy pf Kjvc 500m	-	595	3kTf+595	-	893.00000
M	KBA	50.000	3.80	-	F-	N-	6.10%	-	Kpqhsxap	3sGb	Bfz iz Ffbz 800w	-	1000	3bSy+870	-	53.80000
Dfq	DNC	79.300	-	-	GV	VG	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H1: Redemption: 2026-10-16; Registration: 144D/Hef Z; M1-L: Redemption: 2026-10-16; Registration: 144V/Bit S; C2: Redemption: 2026-10-16; Registration: 144W/Esm C; T1: Redemption: 2026-10-16; Registration: 144A/Xaw A; L2: Redemption: 2026-10-16; Registration: 144T/Lqq T; R: Redemption: 2026-10-16; Registration: 144Z/Oyc I; T: Redemption: 2026-10-16; Registration: 144G/Udz C; D: Redemption: 2026-10-16; Registration: 144A/Ywf V; M: Redemption: 2026-10-16; Registration: 144H/Naf S; Xjjmpmcozy Enj: Redemption: 2026-10-16; Registration: 144A/Vch H; Dfq: Redemption: 2026-10-16; Registration: 144V/Rwp E;

Deal Comments

Wyfyt. Jxh Hgoo Mymnxlw 1.5

Risk Retention

CP/PN - Dlo, PL - Dlo

Pricing Speed

20% BGM

Reinvestment Period (YRS)

5.4

Reinvestment Period End Date

Mar 3, 2005