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
B	SAA	88.000	-	-	E-	E-	-	-	Ozroezrg	3sCw	-	-	965	3dAy+853	-	82.50000
Hes	VJO	53.100	-	-	VT	QW	-	-	-	-	-	-	-	-	-	Retained
B-1	FOI	62.000	-	-	FF	YY	-	-	Ppcyvdld	3kBm	-	-	220	3sKo+210	-	504.00000
H	EZV	10.000	-	-	H	T	-	-	Pqlxmffr	3tHl	-	-	255	3jDw+255	-	605.00000
T-2	IUR	3.000	-	-	PP	WW	-	-	Opgqw	-	-	-	-	5.400%	5.400%	799.00000
E	BMX	97.000	-	-	RRR-	SSS-	-	-	Gtqtytds	3iPt	-	-	400	3eLq+400	-	790.00000
T	BSE	356.000	-	-	HHH	MMM	-	-	Xekrppnj	3aHs	-	-	148	3dJq+148	-	175.00000
E	BQG	14.000	-	-	YY-	ZZ-	-	-	Qscjdrvb	3yOj	-	-	710	3qNe+694	-	65.00000

Tranche Comments

T: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144U/Msj R; B-1: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144E/Flm C; T-2: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144C/Ajh C; H: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144B/Qad P; E: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144Y/Asg K; E: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144N/Zxj B; B: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144H/Rhs I; Hes: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144A/Jkx T;

Deal Comments

Qywyt. Fhf Dzcc Gyshhyj 1.5

Risk Retention

XN - Ohs

Reinvestment Period (YRS)

2.9

Reinvestment Period End Date

Sep 14, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Oct 31, 2004