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
B-1	BWK	76.000	-	-	ZZ	BB	-	-	Wqulzbwt	3jEs	-	-	190	3qNi+190	-	159.00000
B	NWU	67.000	-	-	K	W	-	-	Drcuxsnj	3tTg	-	-	220	3bBo+220	-	763.00000
C	DNH	825.000	-	-	CCC	VVV	-	-	Xxbbrikm	3lMg	-	-	130	3vYp+130	-	845.00000
C	YLR	37.000	-	-	WWW-	JJJ-	-	-	Whwktqdv	3lZg	-	-	320	3kBl+320	-	830.00000
L	DUX	42.000	-	-	T-	Y-	-	-	Xhukfvct	3wWe	-	-	950	3fMi+865	-	21.00000
Szd	MPB	77.500	-	-	SC	JC	-	-	-	-	-	-	-	-	-	Retained
W Cywnf	TNL	76.000	-	-	UUU	MMM	-	-	Sbjwzwcl	3yOk	-	-	130	3qNt+130	-	404.00000
J	DIZ	92.000	-	-	AA-	GG-	-	-	Yzvqbloy	3rUr	-	-	625	3mGu+625	-	430.00000
G-2	VTJ	11.000	-	-	DD	QQ	-	-	Pyfzk	FUH	-	-	-	4.800%	4.800%	310.00000

Tranche Comments

C: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144K/Ahr Q; W Cywnf: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144Y/Jjf H; B-1: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144P/Xzj M; G-2: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144H/Mqi X; B: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144J/Hfq O; C: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144Q/Ukk A; J: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144L/Eld P; L: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144M/Dhv S; Szd: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144F/Luf K;

Deal Comments

Hug Syss Oyanunq 2.00

Risk Retention

LZ - Fxzt ZZ - Fxz

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 13, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Jun 11, 2012