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
Z-1	HWI	74.000	-	-	AA	EE	-	-	Txrsvtwi	3zMy	-	-	190	3eFd+190	-	443.00000
U	JBT	22.000	-	-	C	B	-	-	Duktbent	3fJj	-	-	220	3bUp+220	-	312.00000
Y Pozfl	FGS	38.000	-	-	UUU	YYY	-	-	Xswlcahr	3oHz	-	-	130	3rNz+130	-	552.00000
E-2	ECL	93.000	-	-	BB	AA	-	-	Wpigv	HXB	-	-	-	4.800%	4.800%	448.00000
C	GNU	325.000	-	-	JJJ	JJJ	-	-	Temyxitc	3vIb	-	-	130	3gYk+130	-	534.00000
B	XKA	26.000	-	-	A-	T-	-	-	Bbjuxhsk	3gMo	-	-	950	3vSt+865	-	93.00000
Tkv	XJS	76.300	-	-	ME	MC	-	-	-	-	-	-	-	-	-	Retained
F	HBL	42.000	-	-	KK-	DD-	-	-	Kqjxbmub	3vEs	-	-	625	3rAv+625	-	750.00000
T	DKK	20.000	-	-	VVV-	KKK-	-	-	Zpvlvxcc	3iVq	-	-	320	3rUn+320	-	271.00000

Tranche Comments

C: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144P/Owz F; Y Pozfl: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144T/Yvi Z; Z-1: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144W/Jzu G; E-2: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144V/Tqa J; U: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144Y/Pur D; T: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144X/Zdq N; F: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144C/Qfw X; B: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144Q/Baa H; Tkv: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144F/Gya H;

Deal Comments

Mgx Izuu Ipyngxt 2.00

Risk Retention

EC - Vfdm CS - Vfd

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 24, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Aug 18, 2028