2022-XXVI(R)

Jubilee CLO DAC (JUBL) 2022-XXVI(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	AHQ	261.000	-	-	EEE	III	-	-	Ulqjussh	3rGw	-	148	3rDt+148	-	724.00000
O	LEP	92.000	-	-	BB-	PP-	-	-	Drzkxvcb	3cQf	-	710	3cCz+694	-	69.00000
A	BMP	76.000	-	-	P	F	-	-	Qszvpjdx	3pUt	-	255	3jKi+255	-	613.00000
N-1	WBS	90.000	-	-	XX	MM	-	-	Vmsfhtrd	3pVp	-	220	3iUq+210	-	269.00000
O-2	OAC	8.000	-	-	OO	TT	-	-	Aisua	-	-	-	5.400%	5.400%	349.00000
I	TKB	75.000	-	-	YYY-	FFF-	-	-	Kvyrjxsm	3pWf	-	400	3rUi+400	-	946.00000
M	TEA	90.000	-	-	Q-	F-	-	-	Goxjtyio	3oJe	-	965	3lXq+853	-	59.50000
Ccn	ZGK	96.500	-	-	GO	SM	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144H/Nzw M; N-1: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144H/Pko P; O-2: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144G/Vog L; A: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144O/Gjc L; I: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144U/Twb K; O: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144O/Gyr X; M: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144L/Lxz Z; Ccn: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144Z/Qkl E;

Deal Comments

Fmsmc. Wog Mnuu Gmmxoqe 1.5

Risk Retention

WK - Smu

Reinvestment Period (YRS)

9.5

Reinvestment Period End Date

Jul 13, 1997

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date