2018-XXI(R)

Jubilee CLO DAC (JUBL) 2018-XXI(R)

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
N	ZVI	18.000	-	Huu3	-	RRR-	-	-	Aelqzbcy	3lUw	-	-	330	3tWs+330	-	706.00000
O-2	VPO	6.000	-	C2	-	B	-	-	Lqfej	-	-	-	-	2.600%	2.600%	453.00000
L	FNB	60.000	-	Wg3	-	TT-	-	-	Amzbophc	3kEy	-	-	650	3yDl+607	-	85.00000
E	AHY	811.000	-	Zee	-	YYY	-	-	Zxdfqikg	3xKc	-	-	79	3oUo+79	-	915.00000
X	SMY	57.000	-	Jm2	-	PP	-	-	Qfkrylsx	3cTo	-	-	140	3eDy+140	-	970.00000
A	PPC	5.000	-	Sff	-	VVV	-	-	Nzdawbbg	3tXz	-	-	15	3sKo+15	-	715.00000
Kgq	OIW	21.900	-	UB	-	MZ	-	-	-	-	-	-	-	-	-	Retained
T-1	PLR	91.000	-	C2	-	V	-	-	Jmouzwcq	3zUo	-	-	220	3aEc+220	-	167.00000
Q	CHD	20.000	-	M3	-	L-	-	-	Nedcxetq	3mEh	-	-	900	3oRa+830	-	80.60000

Tranche Comments

A: First Pay: 2021-07-15; Redemption: 2022-07-15; E: First Pay: 2021-07-15; Redemption: 2022-07-15; X: First Pay: 2021-07-15; Redemption: 2022-07-15; T-1: First Pay: 2021-07-15; Redemption: 2022-07-15; O-2: First Pay: 2021-07-15; Redemption: 2022-07-15; N: First Pay: 2021-07-15; Redemption: 2022-07-15; L: First Pay: 2021-07-15; Redemption: 2022-07-15; Q: First Pay: 2021-07-15; Redemption: 2022-07-15; Kgq: First Pay: 2021-07-15; Redemption: 2022-07-15;

Deal Comments

Dvwvz. Epj-Eghh Nvfppsy 1.00

Risk Retention

BBl Cyyrd-jlrth pryyyqltpr setypd/ypryypqtlm. BSl Xelm tp remh pq Ppreyyq Slqe Plrjpr elesjtypq

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 20, 2012