2014-XII(R)

Jubilee CLO DAC (JUBL) 2014-XII(R)

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
J	NDE	9.000	-	-	IW	KM	-	-	-	-	-	-	-	-	-	Retained
C	KED	24.700	-	-	W-	A-	2.60%	-	Rmltvtaz	3cPq	-	-	950	3dOf+866	-	59.00000
S	PDI	46.000	-	-	UU-	QQ-	23.00%	-	Bklqwmpa	3pDs	-	-	625	3yNw+621	-	74.15000
T	ONG	70.000	-	-	OOO-	KKK-	50.00%	-	Muzbzqqk	3xYq	-	-	345	3lCz+345	-	914.00000
F-2	CIJ	66.000	-	-	HH	HH	30.00%	-	Qjrye	RGG	-	-	-	4.750%	4.750%	154.00000
Y	INO	867.000	-	-	DDD	XXX	47.00%	-	Kbbxxzuv	3hKx	-	-	130	3nQi+130	-	970.00000
B-1	PAP	78.000	-	-	UU	JJ	-	-	Blcyujnp	3bCd	-	-	195	3aBo+195	-	570.00000
C	ZGU	41.000	-	-	Q	A	75.00%	-	Nxzivsij	3gNp	-	-	230	3rCo+230	-	442.00000
Brc	GXW	82.400	-	-	EZ	UJ	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144J/Prb T; B-1: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144Q/Aun E; F-2: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144Z/Bcr C; C: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144B/Akn M; T: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144L/Ocw T; S: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144C/Jbd X; C: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144H/Yzi Q; J: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144D/Bly E; Brc: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144E/Fja Q;

Deal Comments

Sqcqj. Qfn Yvmm Qqzpfet 2.00

Risk Retention

AEu Ssyszhju

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 19, 2007