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
Q-2	NBU	7.000	-	-	MM	MM	-	-	Ynuew	-	-	-	-	5.400%	5.400%	656.00000
Jfe	NBV	15.300	-	-	QM	MA	-	-	-	-	-	-	-	-	-	Retained
C	CEV	946.000	-	-	PPP	HHH	-	-	Vojjmoho	3dUn	-	-	148	3sZy+148	-	159.00000
H	HOH	76.000	-	-	UU-	BB-	-	-	Cudwwoms	3qHf	-	-	710	3mJc+694	-	33.00000
R	HFO	19.000	-	-	X-	J-	-	-	Xqprettz	3qTx	-	-	965	3zOj+853	-	99.70000
S-1	HVF	91.000	-	-	FF	VV	-	-	Aflpxqjx	3bOh	-	-	220	3aRl+210	-	524.00000
X	YSV	13.000	-	-	J	L	-	-	Fjsdjcnm	3oFi	-	-	255	3aIj+255	-	942.00000
A	GZM	96.000	-	-	TTT-	BBB-	-	-	Allstibe	3bQk	-	-	400	3iOi+400	-	768.00000

Tranche Comments

C: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144L/Dhi S; S-1: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144K/Lsa F; Q-2: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144N/Hkx S; X: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144N/Kqt A; A: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144W/Ihj F; H: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144X/Ein J; R: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144Q/Bom R; Jfe: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144N/Mjn L;

Deal Comments

Vjhjj. Fkk Nvjj Tjpqkcs 1.5

Risk Retention

DK - Bzm

Reinvestment Period (YRS)

9.6

Reinvestment Period End Date

Sep 9, 2006

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date