FINSIGHT

Jubilee CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2	PSM	1.000	-	-	KK	VV	86.00%	-	Jqhlu	YOD	-	-	4.900%	4.900%	687.00000
I	VHR	30.000	-	-	K	E	73.00%	-	Sbvcqwzy	3xLe	-	250	3mLi+250	-	470.00000
J-1	DFF	258.900	-	-	BBB	CCC	97.48%	-	Jkbyxjwh	3tMo	-	128	3wPg+128	-	349.00000
Y	GJI	2.200	-	-	OW	ST	-	-	-	-	-	-	-	-	Retained
I-1	JFZ	13.000	-	-	QQ	FF	78.00%	-	Rfukvahl	3mFn	-	200	3sXd+200	-	630.00000
N	FTS	68.000	-	-	ZZZ-	EEE-	52.00%	-	Aqbomeuz	3zTd	-	350	3iZz+350	-	535.00000
Q	DJC	74.000	-	-	QQ-	GG-	7.80%	-	Poqokeoi	3vIu	-	615	3wMx+608	-	94.50000
O-2	BFY	5.700	-	-	ZZZ	UUU	79.41%	-	Pbozbsou	3rTx	-	160	3tEu+160	-	281.00000
Zff Irppwv	MZL	5.840	-	-	TD	MR	-	-	-	-	-	-	-	-	Retained
H	HZL	77.200	-	-	Y-	S-	7.70%	-	Czdspecz	3tVv	-	900	3mUp+834	-	70.00000
Wjp	ZOW	23.300	-	-	FD	US	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-1: Redemption: 2026-12-19; Registration: 144J/Hpt W; O-2: Redemption: 2026-12-19; Registration: 144I/Fus L; I-1: Redemption: 2026-12-19; Registration: 144G/Iup Z; H-2: Redemption: 2026-12-19; Registration: 144H/Epr V; I: Redemption: 2026-12-19; Registration: 144C/Rhn Q; N: Redemption: 2026-12-19; Registration: 144J/Xym W; Q: Redemption: 2026-12-19; Registration: 144B/Dww Y; H: Redemption: 2026-12-19; Registration: 144N/Zis C; Y: Redemption: 2026-12-19; Registration: 144D/Xrj H; Zff Irppwv: Redemption: 2026-12-19; Registration: 144U/Kfo X; Wjp: Redemption: 2026-12-19; Registration: 144Q/Fik W;

Deal Comments

Vgbgb. Vbc Ijbb Kgapbbq 2.00

Risk Retention

RD/DU - Wqkp DO - Kn

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 15, 1998

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	GOW	62.000	-	-	L	L	56.00%	-	Tzspbzxp	3kLf	-	230	3wFp+230	-	491.00000
X-2	HLJ	54.000	-	-	YY	AA	60.00%	-	Iumko	NGO	-	-	4.750%	4.750%	154.00000
H	PFF	3.000	-	-	GG	ZD	-	-	-	-	-	-	-	-	Retained
Iyu	GDB	29.900	-	-	AF	PX	-	-	-	-	-	-	-	-	Retained
A-1	AVS	17.000	-	-	HH	OO	-	-	Xqqvdqel	3eUj	-	195	3vFk+195	-	266.00000
K	WGL	14.000	-	-	UUU-	VVV-	26.00%	-	Crzzfzck	3tUa	-	345	3hRz+345	-	895.00000
I	INS	71.000	-	-	ZZ-	NN-	46.00%	-	Ylvltwek	3tNb	-	625	3yEk+621	-	51.36000
Z	FVZ	396.000	-	-	OOO	HHH	73.00%	-	Wyxckzls	3kIa	-	130	3lAb+130	-	190.00000
G	VXE	55.300	-	-	H-	X-	9.80%	-	Srilvwio	3xTp	-	950	3wRn+866	-	35.00000

Tranche Comments

Z: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Wci N; A-1: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144O/Wcl L; X-2: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144Q/Ifn D; Q: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144F/Wxu X; K: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144M/Cpb S; I: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144H/Wwu R; G: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144N/Oyi H; H: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144V/Kjz Z; Iyu: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144Z/Mpf Q;

Deal Comments

Ekjkw. Jqf Wgyy Nkocqpi 2.00

Risk Retention

DBq Jvdnruxb

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 9, 1999

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	IFK	43.000	-	-	TT-	TT-	-	-	Pbkrdcwe	3vMe	-	625	3xKy+625	-	239.00000
V-1	MDR	33.000	-	-	CC	EE	-	-	Tvzrodib	3jRc	-	190	3rCy+190	-	386.00000
Y	CBI	68.000	-	-	AAA-	CCC-	-	-	Jhusftwv	3dZo	-	320	3sYa+320	-	656.00000
U	SMN	40.000	-	-	U-	A-	-	-	Vhchcsol	3wUx	-	950	3nZn+865	-	35.00000
Gqd	CAS	55.500	-	-	HE	JJ	-	-	-	-	-	-	-	-	Retained
U	MEE	458.000	-	-	BBB	SSS	-	-	Oyrcasaz	3dHe	-	130	3tFj+130	-	303.00000
X Hyywo	YDO	46.000	-	-	WWW	ZZZ	-	-	Bxwvjsul	3oIh	-	130	3tMx+130	-	329.00000
G-2	TEW	93.000	-	-	RR	XX	-	-	Paiyj	WFS	-	-	4.800%	4.800%	612.00000
W	HZQ	29.000	-	-	H	N	-	-	Teqfacmn	3gWe	-	220	3gGt+220	-	557.00000

Tranche Comments

U: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144G/Bzt P; X Hyywo: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144Z/Qdo L; V-1: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144K/Lrb U; G-2: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144I/Eyx Z; W: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144Z/Cqz T; Y: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144K/Waa I; R: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144G/Vcs Z; U: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144A/Ijc O; Gqd: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144C/Fcx H;

Deal Comments

Bof Uaoo Xqjsoeg 2.00

Risk Retention

KB - Ldcq BH - Ldc

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 21, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Sep 15, 2027

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	MOS	68.400	6.60	-	Z	U	79.20%	-	Bmkdyejv	3aDn	-	225	3yLn+225	-	431.00000
N	ZVF	79.000	1.70	-	UU-	VV-	38.00%	-	Jvurcrlb	3aAn	-	650	3vWt+634	-	56.00000
H-1	BTG	18.300	4.20	-	AA	BB	42.50%	-	Pdbfwocy	3hRo	-	185	3xYb+185	-	487.00000
B-2	ISA	6.400	3.10	-	AAA	GGG	83.30%	-	Dkodoxyg	3lAf	-	150	3aIi+150	-	901.00000
D-1	TOP	121.800	5.10	-	LLL	LLL	86.80%	-	Qcpljizd	3gDj	-	132	3aFq+132	-	149.00000
W	OZM	50.500	5.50	-	RRR-	CCC-	44.00%	-	Crvjtzed	3vKe	-	350	3lCq+350	-	917.00000
K-2	JEC	7.000	1.30	-	ZZ	VV	86.50%	-	Cuhxa	JME	-	-	5.30%	5.300%	538.00000
U	ENR	16.400	36.10	-	X-	G-	1.20%	-	Vsuydkkt	3kJm	-	925	3bMc+839	-	25.00000
Crv	TTK	87.900	-	-	XX	HH	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144P/Jhy W; B-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144J/Raz K; H-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144D/Hdw Q; K-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144P/Yqx A; E: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144E/Iys N; W: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144V/Lfq O; N: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144H/Rcu G; U: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144L/Qvv J; Crv: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144V/Tst A;

Deal Comments

Hgmgm. Zff-Iojj Zgwvfvi 1.5

Reinvestment Period (YRS)

8.5

Reinvestment Period End Date

Apr 30, 2020

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	MVE	96.000	5.30	-	QQ	AA	49.00%	-	Bmpushyh	3xVb	-	205	3yWn+205	-	716.00000
U	GZZ	66.000	1.30	-	HH-	TT-	30.00%	-	Nckuboxa	3lWq	-	695	3kXw+678	-	98.00000
Ued	LIH	67.868	-	-	TQ	ZU	-	-	-	-	-	-	-	-	Retained
K	WBD	60.000	6.40	-	R	T	11.40%	-	Lrlvddom	3oIo	-	260	3yEz+260	-	736.00000
G	TVW	390.000	9.20	-	JJJ	OOO	97.00%	-	Aeovhqnf	3jWm	-	147	3jUw+147	-	681.00000
O-2	LZS	90.000	1.20	-	BB	FF	46.00%	-	Xkims	-	-	-	5.50%	5.500%	892.00000
L	MIU	78.000	4.10	-	UUU-	GGG-	20.38%	-	Tktyvbwt	3qPu	-	385	3sAi+385	-	898.00000
R	ILD	13.000	2.90	-	G-	E-	4.11%	-	Xdxmhjxy	3xIs	-	960	3rSv+852	-	46.00000

Tranche Comments

G: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144U/Jxw N; P-1: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144F/Uqm G; O-2: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144I/Lnz T; K: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144T/Fva X; L: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144G/Wjc D; U: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144Y/Jii M; R: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144M/Wiw P; Ued: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144K/Pja G;

Deal Comments

Uos Jgnn Iathodk 1.5

Risk Retention

AQ/QW - Wnc

Pricing Speed

20% WEP

Reinvestment Period (YRS)

8.7

Reinvestment Period End Date

Aug 22, 2024

Reset

Yes

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	QVP	81.000	-	-	P-	E-	-	-	Flsueufy	3jBk	-	965	3mTg+853	-	65.30000
Y-1	ZQO	45.000	-	-	CC	WW	-	-	Mluoddec	3iYw	-	220	3nGg+210	-	775.00000
F-2	EWJ	8.000	-	-	NN	GG	-	-	Juyyp	-	-	-	5.400%	5.400%	321.00000
Tda	FVL	44.300	-	-	KH	TK	-	-	-	-	-	-	-	-	Retained
K	XKU	30.000	-	-	P	V	-	-	Dsoeuyht	3rAl	-	255	3jCa+255	-	981.00000
B	SWS	13.000	-	-	WW-	YY-	-	-	Abopslic	3gBp	-	710	3aFs+694	-	38.00000
Q	MGU	879.000	-	-	FFF	PPP	-	-	Alkiyqqi	3kCa	-	148	3rIj+148	-	315.00000
B	IEI	21.000	-	-	MMM-	NNN-	-	-	Kblaxccq	3hOu	-	400	3mPj+400	-	375.00000

Tranche Comments

Q: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144J/Zzf Y; Y-1: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144K/Epi L; F-2: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144U/Vte S; K: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144X/Omy H; B: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144O/Wtj L; B: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144C/Dsg V; X: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144N/Olh W; Tda: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144F/Cwf D;

Deal Comments

Rqrqj. Vwy Xphh Xqntwrv 1.5

Risk Retention

FC - Rlf

Reinvestment Period (YRS)

7.9

Reinvestment Period End Date

Aug 3, 2024

WAL Test Period (YRS)

WAL Test Period End Date

Nov 29, 2015

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	TIN	80.000	8.30	-	TT	FF	60.10%	-	Xqsyodwe	3zFn	-	235	3bGj+235	-	611.00000
O	IZH	30.000	1.40	-	VV-	II-	60.70%	-	Hrxuqywx	3eCg	-	790	3iNo+728	-	39.10000
A	XYK	988.000	2.50	-	SSS	III	44.00%	-	Zuajlaew	3vYq	-	172	3wZb+172	-	881.00000
N	IIO	41.000	2.70	-	T-	B-	4.40%	-	Mdvxmcoe	3cFp	-	1075	3yWp+931	-	46.60000
E	EDU	98.000	2.60	-	P	E	21.10%	-	Pcekqrjv	3yXj	-	300	3mUs+300	-	812.00000
Xob	KGT	42.000	-	-	NA	JT	-	-	-	-	-	-	-	-	-
O	NCT	38.000	2.80	-	HHH-	BBB-	72.00%	-	Nfqvzsup	3hBx	-	480	3iNl+480	-	908.00000
Q-2	AAW	4.000	-	-	RR	YY	50.70%	-	Hqxnx	QLZ	-	-	-	-	-

Tranche Comments

A: First Pay: 2024-07-21; Redemption: 2025-04-21; A-1: First Pay: 2024-07-21; Redemption: 2025-04-21; Q-2: First Pay: 2024-07-21; Redemption: 2025-04-21; E: First Pay: 2024-07-21; Redemption: 2025-04-21; O: First Pay: 2024-07-21; Redemption: 2025-04-21; O: First Pay: 2024-07-21; Redemption: 2025-04-21; N: First Pay: 2024-07-21; Redemption: 2025-04-21; Xob: First Pay: 2024-07-21; Redemption: 2025-04-21;

Deal Comments

Tca Usnn Imofcar 1.50

Reinvestment Period (YRS)

7.2

WAL Test Period (YRS)

7.9

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2	PWK	7.000	-	-	GG	UU	-	-	Ftjkb	KIE	-	-	6.000%	-	10.00000
J	VYQ	83.700	-	-	D	Q	-	-	Fvvjbhxn	3vBk	-	525	3mEv+477	-	46.00000
W	JGV	59.100	-	-	MMM-	MMM-	-	-	Vesevowm	3vDm	-	700	3nVi+667	-	99.00000
Wwb	XBQ	94.500	-	-	NA	CA	-	-	-	-	-	-	-	-	Retained
J	VOR	915.200	-	-	YYY	III	-	-	Jcbyucbs	3mBu	-	-	3lRj+212	-	11.13000
Y	GAF	62.400	-	-	WW-	TT-	-	-	Szvfxoro	3jWe	-	1025	3rVj+820	-	55.10000
Y	ZDJ	2.700	-	-	Y-	R-	-	-	Rylfpqwx	3vXu	-	1400	3mVp+1100	-	46.00000
V-1	CHI	13.300	-	-	XX	AA	-	-	Tzeeodcg	3xVf	-	400	3tFv+368	-	48.00000

Tranche Comments

J: First Pay: 2023-04-15; Redemption: 2024-03-13; V-1: First Pay: 2023-04-15; Redemption: 2024-03-13; R-2: First Pay: 2023-04-15; Redemption: 2024-03-13; J: First Pay: 2023-04-15; Redemption: 2024-03-13; W: First Pay: 2023-04-15; Redemption: 2024-03-13; Y: First Pay: 2023-04-15; Redemption: 2024-03-13; Y: First Pay: 2023-04-15; Redemption: 2024-03-13; Wwb: First Pay: 2023-04-15; Redemption: 2024-03-13;

Deal Comments

Zwc Navv Bmyiwsg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 30, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Jun 18, 2006

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	HQN	818.000	-	Moo	-	VVV	-	-	Kuhhswii	3pXa	-	96	3iKc+96	-	459.00000
Izu	CSO	75.600	-	NH	-	VN	-	-	-	-	-	-	-	-	Retained
I	IAA	35.000	-	Zff3	-	BBB-	-	-	Zvrzspfj	3fMb	-	320	3wBc+320	-	762.00000
R-1	ZHI	49.700	-	Wc2	-	TT	-	-	Hpvxzvjq	3tTa	-	175	3cUi+175	-	946.00000
I-2	LMY	12.100	-	Xx2	-	HH	-	-	Hvnzi	QEY	-	-	1.950%	1.950%	598.00000
A-1	WBF	26.000	-	Q3	-	P	-	-	Uwcyyweq	3zJl	-	225	3zGi+225	-	150.00000
B-2	DWG	50.000	-	F3	-	K	-	-	Woafh	JTA	-	-	2.350%	2.350%	739.00000
A	ETP	62.590	-	O3	-	D-	-	-	Bpfkvadn	3kFo	-	940	3hLy+892	-	75.00000
V	XUR	86.000	-	Su3	-	LL-	-	-	Umvhxiuk	3pTq	-	640	3mHw+610	-	28.00000

Tranche Comments

Izu: Redemption: 2023-05-15; A-1: Redemption: 2023-05-15; R-1: Redemption: 2023-05-15; A: Redemption: 2023-05-15; C: Redemption: 2023-05-15; I-2: Redemption: 2023-05-15; V: Redemption: 2023-05-15; B-2: Redemption: 2023-05-15; I: Redemption: 2023-05-15;

Deal Comments

Ycb Hhll Xatzczv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 8, 1997

Alcentra

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	CDZ	37.900	-	-	X-	I-	-	-	Xslkxvyy	3sMl	-	900	3sOd+855	-	42.00000
A	OAO	81.500	-	-	FFF-	LLL-	-	-	Zlpkwdnk	3qVj	-	355	3oKv+355	-	270.00000
X	CTM	8.600	-	-	MMM	EEE	-	-	Ldkkriyn	3cCt	-	30	3oEa+30	-	218.00000
T-2	VFL	30.000	-	-	GGG	AAA	-	-	Ovmhusqz	3jOw	-	100	3hIn+100	-	186.00000
F	EKY	12.900	-	-	H	A	-	-	Xscqhhbr	3iBd	-	245	3xGh+245	-	863.00000
Nxf	FHO	60.200	-	-	WM	KR	-	-	-	-	-	-	-	-	Retained
L	VFA	65.100	-	-	SS-	WW-	-	-	Fhjhkpvu	3nIc	-	625	3aBx+604	-	26.30000
R-1	XVG	384.490	-	-	NNN	OOO	-	-	Hbywaqnn	3eNu	-	83	3vVd+83	-	483.00000
Err Sir	SUM	2.400	-	-	IP	IK	-	-	-	-	-	-	-	-	Retained
G	HZU	42.300	-	-	RR	GG	-	-	Fcojqsyv	3sEj	-	170	3kBx+170	-	318.00000

Tranche Comments

L: First Pay: 2021-07-15; Redemption: 2022-11-18; G: First Pay: 2021-07-15; Redemption: 2022-11-18; F: First Pay: 2021-07-15; Redemption: 2022-11-18; G: First Pay: 2021-07-15; Redemption: 2022-11-18; A: First Pay: 2021-07-15; Redemption: 2022-11-18; R-1: First Pay: 2021-07-15; Redemption: 2022-11-18; X: First Pay: 2021-07-15; Redemption: 2022-11-18; T-2: First Pay: 2021-07-15; Redemption: 2022-11-18; Err Sir: First Pay: 2021-07-15; Redemption: 2022-11-18; Nxf: First Pay: 2021-07-15; Redemption: 2022-11-18;

Deal Comments

Hbpbm. Dqo Xfyy Qbyeqon 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 22, 2010