XXVII

Jubilee CLO DAC (JUBL) XXVII

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
P	GUC	63.000	9.80	-	GGG-	AAA-	92.00%	-	Mzeczjze	3yHo	-	-	480	3iPo+480	-	302.00000
Ufh	FFS	40.000	-	-	GP	UH	-	-	-	-	-	-	-	-	-	-
E	XIB	45.000	2.80	-	DD-	YY-	89.30%	-	Qhztftaz	3yLt	-	-	790	3tLm+728	-	15.20000
T	VAA	27.000	2.10	-	R-	S-	5.40%	-	Kkhflfkr	3gEm	-	-	1075	3xMx+931	-	60.90000
R-1	OMM	99.000	8.10	-	QQ	UU	48.30%	-	Udjxxjeg	3pWc	-	-	235	3oVn+235	-	888.00000
J-2	KGR	3.000	-	-	PP	MM	61.50%	-	Picxw	JKZ	-	-	-	-	-	-
E	GXJ	82.000	6.30	-	M	B	97.70%	-	Hlpaojfq	3yXm	-	-	300	3bPw+300	-	169.00000
C	EOR	552.000	1.30	-	MMM	HHH	36.00%	-	Mxbwwpsg	3gUb	-	-	172	3gLe+172	-	219.00000

Tranche Comments

C: First Pay: 2024-07-21; Redemption: 2025-04-21; R-1: First Pay: 2024-07-21; Redemption: 2025-04-21; J-2: First Pay: 2024-07-21; Redemption: 2025-04-21; E: First Pay: 2024-07-21; Redemption: 2025-04-21; P: First Pay: 2024-07-21; Redemption: 2025-04-21; E: First Pay: 2024-07-21; Redemption: 2025-04-21; T: First Pay: 2024-07-21; Redemption: 2025-04-21; Ufh: First Pay: 2024-07-21; Redemption: 2025-04-21;

Deal Comments

Zmx Xfaa Uvmnmio 1.50

Reinvestment Period (YRS)

3.8

WAL Test Period (YRS)

5.5