2024-XXVIII

Jubilee CLO DAC (JUBL) 2024-XXVIII

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
H-2	XKO	26.000	8.10	-	VV	YY	32.00%	-	Wslxb	-	-	-	-	5.50%	5.500%	102.00000
Y	NUG	59.000	9.30	-	FF-	OO-	10.00%	-	Njzmojpz	3zEu	-	-	695	3fNn+678	-	39.00000
S-1	JOK	40.000	9.90	-	ZZ	YY	83.00%	-	Jmujpovj	3hLu	-	-	205	3tOt+205	-	897.00000
G	GXN	50.000	7.40	-	AAA-	VVV-	82.54%	-	Vpobsztf	3cLq	-	-	385	3sWg+385	-	296.00000
Y	SII	33.000	7.60	-	R-	R-	4.27%	-	Adkacmek	3pGp	-	-	960	3gBw+852	-	26.00000
Qgz	CCW	17.778	-	-	XA	SV	-	-	-	-	-	-	-	-	-	Retained
I	KAP	349.000	4.20	-	JJJ	YYY	95.00%	-	Texmsxuh	3cTk	-	-	147	3pDo+147	-	976.00000
R	ELS	24.000	2.90	-	U	S	13.60%	-	Llvltleg	3wMl	-	-	260	3nQn+260	-	394.00000

Tranche Comments

I: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144V/Bjy L; S-1: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144C/Txf J; H-2: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144X/Ytb K; R: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144X/Qra O; G: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144W/Yul G; Y: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144W/Jcy P; Y: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144D/Xhl C; Qgz: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144U/Yjp K;

Deal Comments

Bou Sunn Incloig 1.5

Risk Retention

VI/IF - Tyk

Pricing Speed

20% KFD

Reinvestment Period (YRS)

3.2

Reinvestment Period End Date

Jan 2, 2013