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
I	EGR	76.600	8.60	-	YY	ZZ	64.22%	-	Buuwvejq	3eXk	-	-	190	3zIw+190	-	368.00000
Z	SUE	87.100	3.80	-	N	H	96.94%	-	Gcxzvwvg	3jUq	-	-	240	3xYi+240	-	158.00000
V	ESB	10.000	7.10	-	AAA-	UUU-	46.00%	-	Dwwbprlv	3iUv	-	-	345	3tRe+345	-	404.00000
H	XVI	20.900	4.70	-	P-	Q-	1.60%	-	Qwqsphrg	3eXk	-	-	920	3mSf+869	-	89.00000
Z	DPJ	87.000	9.30	-	OO-	II-	6.10%	-	Uelafakn	3lRd	-	-	610	3nUa+610	-	537.00000
W-C	PVJ	484.700	3.10	-	ZZZ	PPP	19.00%	-	Qtkklbtu	3eRs	-	-	135	3pDv+135	-	758.00000
Daxlmt	XIY	2.800	-	-	QU	UG	-	-	-	-	-	-	-	-	-	Retained
P-O	DBS	837.400	2.10	-	SSS	GGG	31.00%	-	Glcvyocz	3rDv	-	-	135	3nVn+135	-	873.00000

Tranche Comments

W-C: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144Z/Bag M; P-O: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144L/Rcp V; I: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144Q/Eoo I; Z: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144C/Lwr R; V: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144D/Kkl E; Z: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144B/Eel N; H: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144H/Gkt P; Daxlmt: First Pay: 2025-10-21; Redemption: 2027-01-21; Registration: 144W/Rwe E;

Deal Comments

Uzxzg. Kwy-Shuu Fzpjwbv 1.50

Risk Retention

LM - Nbrrgbefkg

Pricing Speed

20% DEB

Reinvestment Period (YRS)

6.6

Reinvestment Period End Date

Sep 16, 2021