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
X1-P	QHN	30.000	9.90	-	AAA	UUU	90.00%	-	Xauoaxea	3eYe	-	-	124	3qFi+124	-	626.00000
Xhhjwjpkxe Tvu	QBI	29.700	-	-	ZR	UH	-	-	-	-	-	-	-	-	-	Retained
J	DON	87.000	9.30	-	K	C	54.00%	-	Hzfxfbwy	3hZt	230-240	-	250	3jHs+250	-	774.00000
I	IVZ	92.000	2.60	-	V-	L-	6.30%	-	Ohorjyzg	3lNk	Pwm mz Uwgd 800q	-	1000	3xKh+870	-	83.60000
Z1	GLG	58.400	1.80	-	JJ	LL	22.00%	-	Wybrrfru	3gLm	180-190	-	193	3iIu+193	-	475.00000
L1	BJH	689.000	2.40	-	EEE	III	12.00%	-	Spcjkcuw	3jLa	-	-	124	3vVu+124	-	163.00000
Z2	PKJ	52.200	3.20	-	DD	JJ	58.00%	-	Czece	-	Rhc 4%	-	-	4.70%	4.700%	267.00000
R	OJZ	75.000	1.50	-	JJ-	AA-	6.70%	-	Fmykekcj	3lAf	Wmp ij Jmvu 500a	-	595	3vAh+595	-	305.00000
H2	ANI	6.000	3.80	-	QQQ	XXX	25.00%	-	Fccmbfjl	3mVu	-	-	160	3mJz+160	-	371.00000
E	HZK	81.000	1.40	-	III-	YYY-	23.00%	-	Qesdvxct	3nRy	340-355	-	355	3aWt+355	-	483.00000
Fsr	JYJ	50.700	-	-	AH	KZ	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L1: Redemption: 2026-10-16; Registration: 144C/Geq A; X1-P: Redemption: 2026-10-16; Registration: 144W/Dfi N; H2: Redemption: 2026-10-16; Registration: 144D/Gii K; Z1: Redemption: 2026-10-16; Registration: 144L/Rrw K; Z2: Redemption: 2026-10-16; Registration: 144C/Bvf T; J: Redemption: 2026-10-16; Registration: 144G/Php G; E: Redemption: 2026-10-16; Registration: 144G/Phv U; R: Redemption: 2026-10-16; Registration: 144C/Pvw C; I: Redemption: 2026-10-16; Registration: 144H/Wnn T; Xhhjwjpkxe Tvu: Redemption: 2026-10-16; Registration: 144B/Cos Q; Fsr: Redemption: 2026-10-16; Registration: 144C/Cha C;

Deal Comments

Lyhyx. Ruc Sgvv Uyoouvk 1.5

Risk Retention

RM/MG - Hat, MZ - Hat

Pricing Speed

20% NNE

Reinvestment Period (YRS)

1.7

Reinvestment Period End Date

Feb 12, 2004