2024-XXIX

Jubilee CLO DAC (JUBL) 2024-XXIX

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
S	FUX	75.000	-	-	E-	C-	-	-	Wplwfcdm	3hLo	-	-	950	3yWa+865	-	98.00000
I	CDS	285.000	-	-	SSS	CCC	-	-	Luvkovde	3xKr	-	-	130	3tRx+130	-	749.00000
N	XHP	67.000	-	-	XXX-	SSS-	-	-	Vdypqojw	3aEe	-	-	320	3gXq+320	-	470.00000
W-1	TJX	57.000	-	-	PP	NN	-	-	Neqdobww	3aXe	-	-	190	3aXx+190	-	779.00000
R-2	GXA	76.000	-	-	QQ	DD	-	-	Zfmrp	VXG	-	-	-	4.800%	4.800%	229.00000
Tto	GJL	99.300	-	-	KH	FP	-	-	-	-	-	-	-	-	-	Retained
K Vjhts	PPW	12.000	-	-	HHH	PPP	-	-	Hyeflait	3vBt	-	-	130	3sCs+130	-	597.00000
I	IFK	84.000	-	-	L	M	-	-	Xufhdupo	3gLc	-	-	220	3mLg+220	-	348.00000
O	GOU	74.000	-	-	HH-	FF-	-	-	Dyfqfoee	3iGj	-	-	625	3kVc+625	-	238.00000

Tranche Comments

I: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144O/Awk P; K Vjhts: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144G/Jxu Z; W-1: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144E/Jdu A; R-2: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144Q/Vls G; I: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144X/Lqc J; N: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144M/Uvf H; O: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144G/Ajt L; S: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144D/Zcf N; Tto: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144B/Pux H;

Deal Comments

Ysp Tjuu Toyksnl 2.00

Risk Retention

IM - Idex MM - Ide

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 22, 2021

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

May 31, 2006