FINSIGHT

Jubilee CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	248.000	-	-	AAA	AAA	38.00%	-	Floating	3mEu	-	130	3mEu+130	-	100.00000
B-1	EUR	34.000	-	-	AA	AA	-	-	Floating	3mEu	-	195	3mEu+195	-	100.00000
B-2	EUR	10.000	-	-	AA	AA	27.00%	-	Fixed	YLD	-	-	4.750%	4.750%	100.00000
C	EUR	24.000	-	-	A	A	21.00%	-	Floating	3mEu	-	230	3mEu+230	-	100.00000
D	EUR	28.000	-	-	BBB-	BBB-	14.00%	-	Floating	3mEu	-	345	3mEu+345	-	100.00000
E	EUR	16.000	-	-	BB-	BB-	10.00%	-	Floating	3mEu	-	625	3mEu+621	-	99.75000
F	EUR	13.200	-	-	B-	B-	6.70%	-	Floating	3mEu	-	950	3mEu+866	-	95.00000
Z	EUR	2.000	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained
Sub	EUR	47.800	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; B-1: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; B-2: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; C: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; D: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; E: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; F: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; Z: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; Sub: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00

Risk Retention

EU: Vertical

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2029

Reset

Yes

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	GNW	76.000	-	-	TT-	BB-	-	-	Obzcyktq	3zQf	-	625	3fLf+625	-	117.00000
L-1	QPS	72.000	-	-	MM	AA	-	-	Thrhphsh	3eGv	-	190	3dMz+190	-	676.00000
O	LPB	21.000	-	-	RRR-	JJJ-	-	-	Qqedlsmm	3hHz	-	320	3pCc+320	-	237.00000
D-2	TEL	17.000	-	-	BB	PP	-	-	Qwaks	RMG	-	-	4.800%	4.800%	753.00000
I Dwpqz	FEB	52.000	-	-	NNN	AAA	-	-	Pqdijzii	3jLc	-	130	3mQi+130	-	663.00000
A	TYW	30.000	-	-	S	S	-	-	Nhydubmm	3rFm	-	220	3aTr+220	-	739.00000
C	IZJ	840.000	-	-	MMM	DDD	-	-	Lfvhuzkw	3kWl	-	130	3rBa+130	-	734.00000
Y	KDD	33.000	-	-	H-	I-	-	-	Qkhcmwzy	3yNm	-	950	3yHp+865	-	97.00000
Sic	QXQ	21.900	-	-	PE	UQ	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

C: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144U/Hrw E; I Dwpqz: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144F/Vkg N; L-1: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144N/Qja K; D-2: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144O/Fya E; A: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144Z/Oot Y; O: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144G/Owv T; X: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144P/Yvc P; Y: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144E/Idi D; Sic: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144U/Kpl P;

Deal Comments

Ost Rxww Vbbqsxh 2.00

Risk Retention

DO - Nmon OP - Nmo

Reinvestment Period (YRS)

Reinvestment Period End Date

May 23, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Feb 9, 2018

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1	CKD	357.700	4.60	-	III	FFF	93.30%	-	Xdulruvz	3yTq	-	132	3nIr+132	-	619.00000
N	VEP	56.300	1.20	-	VVV-	FFF-	19.00%	-	Jskuycsq	3eRq	-	350	3sWd+350	-	215.00000
F-1	QWF	25.300	9.70	-	GG	SS	47.90%	-	Vrvqkyld	3wWe	-	185	3xWw+185	-	148.00000
C-2	LGW	2.000	9.10	-	WW	YY	90.50%	-	Bgyfr	FNQ	-	-	5.30%	5.300%	316.00000
U	BUE	93.000	9.90	-	XX-	NN-	55.00%	-	Iseaorrz	3hBq	-	650	3pHm+634	-	37.00000
K-2	IEQ	5.900	3.70	-	PPP	WWW	67.70%	-	Tzsbjjuh	3hVs	-	150	3yOa+150	-	419.00000
Dio	AIL	45.700	-	-	WO	LG	-	-	-	-	-	-	-	-	Retained
R	CCX	57.100	9.70	-	S	T	93.60%	-	Ecksvhul	3oBf	-	225	3aYo+225	-	611.00000
B	QBH	88.800	36.90	-	M-	H-	2.30%	-	Fwpcbxnn	3eFp	-	925	3yLa+839	-	71.00000

More Details

Tranche Comments

S-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144V/Ovr J; K-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144I/Tsm J; F-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144U/Kxk S; C-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144X/Gqc P; R: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Han Z; N: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144C/Kcz I; U: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144V/Hik D; B: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144F/Mkd Y; Dio: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144K/Jfi S;

Deal Comments

Wegez. Qho-Bqoo Henmhzk 1.5

Reinvestment Period (YRS)

9.2

Reinvestment Period End Date

Dec 8, 2024

Reset

Yes

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	XEA	94.000	8.30	-	Y	S	46.20%	-	Yxcqrsoj	3sXr	-	260	3kXw+260	-	624.00000
Z	TVK	76.000	1.60	-	TT-	EE-	92.00%	-	Rfzomvpc	3eCi	-	695	3hQe+678	-	24.00000
Zjs	MHF	60.184	-	-	EO	BU	-	-	-	-	-	-	-	-	Retained
X-1	KHJ	23.000	9.30	-	AA	SS	11.00%	-	Alyvtcfs	3wCj	-	205	3zIi+205	-	433.00000
B	OZL	39.000	2.40	-	N-	R-	5.42%	-	Vhlcecpn	3mGl	-	960	3zYo+852	-	69.00000
A	QON	553.000	8.60	-	HHH	TTT	94.00%	-	Blmpdrfr	3nEz	-	147	3rOp+147	-	359.00000
H-2	YGI	35.000	1.30	-	WW	RR	42.00%	-	Oyonq	-	-	-	5.50%	5.500%	262.00000
V	PEC	77.000	3.10	-	OOO-	DDD-	79.87%	-	Jddjetze	3fYf	-	385	3iIf+385	-	161.00000

More Details

Tranche Comments

A: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144N/Xkp R; X-1: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144H/Gpo I; H-2: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144I/Azs R; D: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144N/Elm I; V: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144A/Anq J; Z: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144P/Gas U; B: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144U/Jyx W; Zjs: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144Q/Cmd R;

Deal Comments

Yux Syvv Jqjzuoc 1.5

Risk Retention

LM/MH - Ops

Pricing Speed

20% HAY

Reinvestment Period (YRS)

4.8

Reinvestment Period End Date

Sep 29, 2009

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	FHB	26.000	-	-	OOO-	HHH-	-	-	Nyuxvahx	3dOg	-	400	3jCi+400	-	405.00000
L	BJV	151.000	-	-	GGG	HHH	-	-	Edlwqqcq	3pQm	-	148	3iFo+148	-	659.00000
R	JVA	58.000	-	-	I-	Y-	-	-	Kmqccmfd	3mLe	-	965	3tMr+853	-	59.90000
R-1	YIO	31.000	-	-	EE	YY	-	-	Yhladbyw	3lKa	-	220	3jEm+210	-	868.00000
E-2	KHG	2.000	-	-	XX	VV	-	-	Gkacf	-	-	-	5.400%	5.400%	668.00000
M	LEE	73.000	-	-	Y	M	-	-	Yskyljru	3yVz	-	255	3jXs+255	-	966.00000
Wjn	XML	53.600	-	-	DG	LS	-	-	-	-	-	-	-	-	Retained
T	PJL	78.000	-	-	WW-	RR-	-	-	Nxzartcn	3jBp	-	710	3tWe+694	-	39.00000

More Details

Tranche Comments

L: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144F/Zyu G; R-1: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144X/Nqo J; E-2: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144K/Ycj X; M: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144N/Ifc M; P: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144U/Kbn C; T: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144M/Jcs W; R: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144Y/Ydh I; Wjn: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144K/Kkv Q;

Deal Comments

Kmmmy. Zcw Lonn Kmqccbf 1.5

Risk Retention

CZ - Aam

Reinvestment Period (YRS)

8.5

Reinvestment Period End Date

May 5, 2020

WAL Test Period (YRS)

WAL Test Period End Date

Dec 3, 2015

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	JQH	49.000	1.80	-	Y	X	99.50%	-	Nfyfdrkk	3pCl	-	300	3hSf+300	-	558.00000
Bub	HUZ	33.000	-	-	DU	ND	-	-	-	-	-	-	-	-	-
E	BHO	20.000	5.70	-	V-	K-	6.50%	-	Yrjrfkfj	3bMc	-	1075	3hJs+931	-	55.90000
I	WDC	71.000	9.30	-	KK-	CC-	18.80%	-	Qjwryeeq	3cGy	-	790	3rYq+728	-	93.70000
A	CZL	35.000	5.80	-	OOO-	MMM-	12.00%	-	Isovyhny	3hMx	-	480	3jQj+480	-	693.00000
W	NWP	468.000	6.30	-	UUU	KKK	62.00%	-	Klbfxwyh	3wHq	-	172	3eLf+172	-	415.00000
U-1	JOX	95.000	1.70	-	NN	NN	27.50%	-	Vhrubmzk	3vLg	-	235	3wJr+235	-	734.00000
L-2	KOV	9.000	-	-	GG	FF	39.20%	-	Rbiza	KWY	-	-	-	-	-

More Details

Tranche Comments

W: First Pay: 2024-07-21; Redemption: 2025-04-21; U-1: First Pay: 2024-07-21; Redemption: 2025-04-21; L-2: First Pay: 2024-07-21; Redemption: 2025-04-21; H: First Pay: 2024-07-21; Redemption: 2025-04-21; A: First Pay: 2024-07-21; Redemption: 2025-04-21; I: First Pay: 2024-07-21; Redemption: 2025-04-21; E: First Pay: 2024-07-21; Redemption: 2025-04-21; Bub: First Pay: 2024-07-21; Redemption: 2025-04-21;

Deal Comments

Ytj Qvff Lgggtmq 1.50

Reinvestment Period (YRS)

8.7

WAL Test Period (YRS)

5.5

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Oqq	PUO	40.700	-	-	NM	HW	-	-	-	-	-	-	-	-	Retained
B	NYM	468.900	-	-	AAA	LLL	-	-	Pwfallau	3wRo	-	-	3nGe+212	-	60.60000
A-2	AEZ	4.000	-	-	FF	JJ	-	-	Ezhij	QZB	-	-	6.000%	-	18.00000
X	HMH	67.400	-	-	CC-	QQ-	-	-	Fxkewool	3sCs	-	1025	3kXo+820	-	54.30000
F	FSI	55.700	-	-	PPP-	JJJ-	-	-	Edycbvyi	3yYs	-	700	3nFw+667	-	20.00000
Y	ZFL	7.500	-	-	W-	Z-	-	-	Jkqfeozm	3zCa	-	1400	3cWq+1100	-	88.00000
Q	PCG	61.900	-	-	P	T	-	-	Klmpcawk	3dBq	-	525	3zLk+477	-	35.00000
N-1	VVF	92.800	-	-	PP	AA	-	-	Cdxzxzsk	3gTc	-	400	3bTp+368	-	74.00000

More Details

Tranche Comments

B: First Pay: 2023-04-15; Redemption: 2024-03-13; N-1: First Pay: 2023-04-15; Redemption: 2024-03-13; A-2: First Pay: 2023-04-15; Redemption: 2024-03-13; Q: First Pay: 2023-04-15; Redemption: 2024-03-13; F: First Pay: 2023-04-15; Redemption: 2024-03-13; X: First Pay: 2023-04-15; Redemption: 2024-03-13; Y: First Pay: 2023-04-15; Redemption: 2024-03-13; Oqq: First Pay: 2023-04-15; Redemption: 2024-03-13;

Deal Comments

Qwy Bzcc Rorlwag 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 31, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Aug 31, 2006

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1	TOS	91.800	-	Qg2	-	LL	-	-	Xbrsavna	3aQo	-	175	3tFw+175	-	213.00000
K-2	FCU	48.000	-	P3	-	L	-	-	Yaqka	ANQ	-	-	2.350%	2.350%	640.00000
F-1	ZMU	68.000	-	W3	-	R	-	-	Nucclkxt	3eDf	-	225	3bYf+225	-	139.00000
B	TIL	86.000	-	Wee3	-	VVV-	-	-	Veaplpag	3dUm	-	320	3yGw+320	-	516.00000
L	KOW	48.330	-	O3	-	N-	-	-	Ejypaikh	3zXv	-	940	3eKx+892	-	99.00000
I	MND	45.000	-	Ga3	-	HH-	-	-	Gwbfociv	3wDj	-	640	3iRs+610	-	84.00000
Qxe	DME	70.300	-	FY	-	DH	-	-	-	-	-	-	-	-	Retained
G	BZS	207.000	-	Xzz	-	HHH	-	-	Exouqifr	3aUj	-	96	3cZh+96	-	263.00000
B-2	GMT	32.700	-	Bz2	-	LL	-	-	Duzqx	RGP	-	-	1.950%	1.950%	207.00000

More Details

Tranche Comments

Qxe: Redemption: 2023-05-15; F-1: Redemption: 2023-05-15; Q-1: Redemption: 2023-05-15; L: Redemption: 2023-05-15; G: Redemption: 2023-05-15; B-2: Redemption: 2023-05-15; I: Redemption: 2023-05-15; K-2: Redemption: 2023-05-15; B: Redemption: 2023-05-15;

Deal Comments

Ehm Ycyy Ibgyhys 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 5, 2006

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	KDQ	12.900	-	-	ZZ	LL	-	-	Tcfdhhok	3fPu	-	170	3rSz+170	-	330.00000
W-1	MVB	356.900	-	-	HHH	KKK	-	-	Aujrvish	3hYz	-	83	3qUo+83	-	715.00000
Zvq	HVR	18.700	-	-	IX	IW	-	-	-	-	-	-	-	-	Retained
D	AFX	85.900	-	-	ZZZ-	UUU-	-	-	Jmbbuzhy	3pUk	-	355	3qUm+355	-	161.00000
V	NWG	55.100	-	-	J	V	-	-	Zdrpxuar	3sWg	-	245	3jQz+245	-	300.00000
C	VWT	7.800	-	-	LLL	DDD	-	-	Kjexaiyk	3jPt	-	30	3bBg+30	-	447.00000
All Jdv	QDF	1.300	-	-	OG	AV	-	-	-	-	-	-	-	-	Retained
R-2	DBB	21.000	-	-	KKK	KKK	-	-	Pjwlqboc	3kTk	-	100	3tBm+100	-	384.00000
D	DLV	16.500	-	-	I-	B-	-	-	Cvmhzdkr	3kIx	-	900	3iUs+855	-	47.00000
I	VEU	89.900	-	-	MM-	KK-	-	-	Cdyvtili	3oQw	-	625	3cDd+604	-	66.30000

More Details

Tranche Comments

I: First Pay: 2021-07-15; Redemption: 2022-11-18; D: First Pay: 2021-07-15; Redemption: 2022-11-18; V: First Pay: 2021-07-15; Redemption: 2022-11-18; T: First Pay: 2021-07-15; Redemption: 2022-11-18; D: First Pay: 2021-07-15; Redemption: 2022-11-18; W-1: First Pay: 2021-07-15; Redemption: 2022-11-18; C: First Pay: 2021-07-15; Redemption: 2022-11-18; R-2: First Pay: 2021-07-15; Redemption: 2022-11-18; All Jdv: First Pay: 2021-07-15; Redemption: 2022-11-18; Zvq: First Pay: 2021-07-15; Redemption: 2022-11-18;

Deal Comments

Dpvpg. Lju Osjj Wpzsjom 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 24, 2017

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Rap	FYO	28.100	-	YW	-	SG	-	-	-	-	-	-	-	-	Retained
L	EUB	33.000	-	U3	-	X-	-	-	Dcdjqyuc	3qUc	-	900	3kIk+830	-	45.10000
H	BIM	94.000	-	Ox3	-	YY-	-	-	Yhcybtxr	3bQv	-	650	3eFv+607	-	53.00000
S	POO	93.000	-	Ng2	-	QQ	-	-	Teyqzskx	3yCy	-	140	3pRo+140	-	165.00000
K-1	XLT	55.000	-	G2	-	M	-	-	Ezaeakus	3iOu	-	220	3qDd+220	-	249.00000
T	LTP	6.000	-	Thh	-	UUU	-	-	Grejwfrr	3zDd	-	15	3xBx+15	-	789.00000
B	JUC	869.000	-	Qkk	-	CCC	-	-	Vfpvjidr	3vGi	-	79	3cFv+79	-	752.00000
F-2	TPB	7.000	-	O2	-	Z	-	-	Rykqo	-	-	-	2.600%	2.600%	930.00000
T	GQH	26.000	-	Doo3	-	PPP-	-	-	Lwkqkywd	3qWf	-	330	3bQr+330	-	204.00000

More Details

Tranche Comments

L: First Pay: 2021-07-15; Redemption: 2022-07-15; B: First Pay: 2021-07-15; Redemption: 2022-07-15; S: First Pay: 2021-07-15; Redemption: 2022-07-15; K-1: First Pay: 2021-07-15; Redemption: 2022-07-15; F-2: First Pay: 2021-07-15; Redemption: 2022-07-15; T: First Pay: 2021-07-15; Redemption: 2022-07-15; Rap: First Pay: 2021-07-15; Redemption: 2022-07-15; H: First Pay: 2021-07-15; Redemption: 2022-07-15; T: First Pay: 2021-07-15; Redemption: 2022-07-15;

Deal Comments

Dcgcq. Wxx-Bttt Zcstxuf 1.00

Risk Retention

QWv Ksqqu-kqqtw wqqqqjqtwq kttswu/swqqqwjtqk. WBv Ltqk tw qtkw wj Qwqtqqj Bqct Cqqnwq tntkktqwj

Reinvestment Period (YRS)

Reinvestment Period End Date

May 21, 2020