2018-XX(R)

Jubilee CLO DAC (JUBL) 2018-XX(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
V	VZX	76.000	-	-	CC-	NN-	7.30%	-	Meyodffx	3tIe	Vduo 500y-600	-	615	3bNk+608	-	86.80000
P-1	BJP	372.700	-	-	MMM	UUU	75.28%	-	Hkqrxlcq	3fPc	-	-	128	3jVg+128	-	467.00000
Fll Qsdqka	PGW	7.140	-	-	LX	YC	-	-	-	-	-	-	-	-	-	Retained
V-1	BLL	92.000	-	-	XX	UU	91.00%	-	Qcqrbpmq	3dAc	200x	-	200	3rTj+200	-	160.00000
Z	GDL	59.000	-	-	H	F	91.00%	-	Zwocxxen	3qLw	235-245	-	250	3gUi+250	-	207.00000
Q	TZB	44.000	-	-	KKK-	CCC-	16.00%	-	Wzdulpek	3xJp	340-350	-	350	3sBe+350	-	819.00000
P	TWV	6.400	-	-	CX	NG	-	-	-	-	-	-	-	-	-	Retained
J-2	VNY	7.300	-	-	AAA	FFF	41.35%	-	Msyfsqbo	3iWz	-	-	160	3qSb+160	-	457.00000
X-2	YJQ	7.000	-	-	II	CC	21.00%	-	Farmv	XUY	Pmyz 4%	-	-	4.900%	4.900%	437.00000
Z	QTB	45.800	-	-	J-	I-	1.20%	-	Tybowxhl	3zVk	900z	-	900	3mPi+834	-	53.00000
Dxc	VSL	66.600	-	-	WF	PI	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P-1: Redemption: 2026-12-19; Registration: 144M/Ypt X; J-2: Redemption: 2026-12-19; Registration: 144E/Qvv F; V-1: Redemption: 2026-12-19; Registration: 144L/Rfz H; X-2: Redemption: 2026-12-19; Registration: 144C/Gbq D; Z: Redemption: 2026-12-19; Registration: 144G/Rfc P; Q: Redemption: 2026-12-19; Registration: 144M/Aor A; V: Redemption: 2026-12-19; Registration: 144B/Eeo E; Z: Redemption: 2026-12-19; Registration: 144G/Pxq T; P: Redemption: 2026-12-19; Registration: 144E/Qfs H; Fll Qsdqka: Redemption: 2026-12-19; Registration: 144O/Wpu X; Dxc: Redemption: 2026-12-19; Registration: 144X/Alt F;

Deal Comments

Mwxwj. Xpv Kejj Ywmepsb 2.00

Risk Retention

DX/XP - Pbks XL - Ke

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 6, 2011