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
A-1	DAG	89.000	-	-	JJ	UU	12.00%	-	Fucetbeq	3gRn	200x	-	200	3mVw+200	-	159.00000
W	MJW	79.000	-	-	CCC-	YYY-	85.00%	-	Flyumijz	3jDf	340-350	-	350	3dKk+350	-	780.00000
D	DQR	7.400	-	-	ZI	JV	-	-	-	-	-	-	-	-	-	Retained
F-1	SDO	426.100	-	-	XXX	MMM	89.84%	-	Kdohwjau	3nCw	-	-	128	3hYr+128	-	453.00000
Jxx Ojflmr	OSE	6.640	-	-	QH	MX	-	-	-	-	-	-	-	-	-	Retained
P	DEB	86.300	-	-	L-	C-	9.20%	-	Lvbepowu	3xCf	900q	-	900	3oRa+834	-	66.00000
U-2	BLF	4.900	-	-	RRR	YYY	60.39%	-	Msmffpjx	3fIr	-	-	160	3lNc+160	-	896.00000
Y-2	SIB	8.000	-	-	CC	XX	58.00%	-	Bvyvk	IYH	Tyze 4%	-	-	4.900%	4.900%	983.00000
J	EDQ	68.000	-	-	W	S	74.00%	-	Ilkxzwvx	3oYx	235-245	-	250	3eUm+250	-	342.00000
Q	PVQ	68.000	-	-	UU-	QQ-	9.10%	-	Bqmfwtkm	3tJr	Zyoj 500y-600	-	615	3cDb+608	-	31.70000
Led	ATF	30.100	-	-	XR	KN	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-1: Redemption: 2026-12-19; Registration: 144W/Dve Y; U-2: Redemption: 2026-12-19; Registration: 144N/Tln J; A-1: Redemption: 2026-12-19; Registration: 144G/Gek E; Y-2: Redemption: 2026-12-19; Registration: 144D/Qji E; J: Redemption: 2026-12-19; Registration: 144N/Gqx U; W: Redemption: 2026-12-19; Registration: 144V/Cxk H; Q: Redemption: 2026-12-19; Registration: 144U/Jlb J; P: Redemption: 2026-12-19; Registration: 144F/Jyo Z; D: Redemption: 2026-12-19; Registration: 144J/Blm F; Jxx Ojflmr: Redemption: 2026-12-19; Registration: 144U/Ejd D; Led: Redemption: 2026-12-19; Registration: 144F/Pox J;

Deal Comments

Wcccx. Hjk Imtt Kchgjvp 2.00

Risk Retention

TW/WQ - Ojpv WX - Dm

Reinvestment Period (YRS)

Reinvestment Period End Date

May 2, 2019