2022-XXVI(R)

Jubilee CLO DAC (JUBL) 2022-XXVI(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
Y	GXT	44.000	-	-	L	C	-	-	Fcqaubfs	3cHu	-	-	255	3nIb+255	-	612.00000
R	YDF	891.000	-	-	FFF	PPP	-	-	Jjumydbd	3sDm	-	-	148	3nZg+148	-	917.00000
G	QAD	44.000	-	-	WW-	FF-	-	-	Ozdlrvfk	3eJh	-	-	710	3dPb+694	-	25.00000
Jve	TNM	82.500	-	-	GT	QQ	-	-	-	-	-	-	-	-	-	Retained
K-1	WPD	62.000	-	-	PP	MM	-	-	Isqflxkk	3tWu	-	-	220	3gOb+210	-	225.00000
A-2	DVF	6.000	-	-	XX	MM	-	-	Emhlu	-	-	-	-	5.400%	5.400%	933.00000
C	HPF	35.000	-	-	JJJ-	FFF-	-	-	Twoztmah	3tKu	-	-	400	3lWl+400	-	787.00000
S	GFH	49.000	-	-	K-	B-	-	-	Zjyzmiaj	3wLa	-	-	965	3sJn+853	-	48.40000

Tranche Comments

R: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144B/Pww P; K-1: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144N/Kap I; A-2: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144L/Ndq K; Y: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144E/Dcn I; C: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144U/Uoi J; G: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144X/Yfy O; S: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144H/Cpi T; Jve: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144A/Xis K;

Deal Comments

Kzbzu. Tkh Qbee Jzolkvd 1.5

Risk Retention

DL - Qzl

Reinvestment Period (YRS)

3.3

Reinvestment Period End Date

Apr 24, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Sep 4, 2026