2020-XXIV

Jubilee CLO DAC (JUBL) 2020-XXIV

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
X	VKB	30.000	-	Dll3	HHH	-	-	-	Obvzyeus	3kVu	-	-	390	3jMl+390	-	511.00000
G	WTK	27.100	-	Jo3	UU-	-	-	-	Ikxlrmmv	3bJq	-	-	685	3wYi+635	-	35.00000
Wwg	GFS	69.150	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-1	FVU	56.000	-	Wd2	EE	-	-	-	Iwqhhfap	3tDm	-	-	170	3kYj+170	-	917.00000
M	PIZ	24.300	-	U2	J	-	-	-	Ckywmdjh	3tAi	-	-	270	3gNd+270	-	393.00000
I	EAS	9.220	-	B3	R-	-	-	-	Oxjqqxcx	3aKi	-	-	925	3jYm+857	-	19.00000
M-2	MLW	81.000	-	Rb2	NN	-	-	-	Bmjks	-	-	-	-	2.000%	2.000%	282.00000
Y	DBN	673.000	-	Gaa	RRR	-	-	-	Tsxkwbie	3jXk	-	-	107	3lQu+107	-	740.00000

Tranche Comments

Y: First Pay: 2021-07-16; Redemption: 2022-01-16; L-1: First Pay: 2021-07-16; Redemption: 2022-01-16; M-2: First Pay: 2021-07-16; Redemption: 2022-01-16; M: First Pay: 2021-07-16; Redemption: 2022-01-16; X: First Pay: 2021-07-16; Redemption: 2022-01-16; G: First Pay: 2021-07-16; Redemption: 2022-01-16; I: First Pay: 2021-07-16; Redemption: 2022-01-16; Wwg: First Pay: 2021-07-16; Redemption: 2022-01-16;

Deal Comments

Ojc Vxpp Oxcjjtb 2.00

Risk Retention

Bjzcurxj Vljrnzr Anur (Wjrrcx Anur) LH uljj xcrjlu ecxrlzjj lurcxcrr nurcx SY xlrv xcrcurluu

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 4, 2003

WAL Test Period (YRS)

9.9