2017-XIX(R)

Jubilee CLO DAC (JUBL) 2017-XIX(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
T1-V	IGU	40.000	1.30	-	QQQ	JJJ	71.00%	-	Wqbekvhm	3fMj	-	-	124	3iRj+124	-	559.00000
Zyymjmwgcq Gpj	LNP	50.300	-	-	JQ	HM	-	-	-	-	-	-	-	-	-	Retained
T1	CMN	493.000	5.70	-	DDD	VVV	21.00%	-	Zhmxllnp	3hTt	-	-	124	3mKk+124	-	620.00000
H1	YQQ	25.100	2.60	-	HH	PP	55.00%	-	Alhjuaig	3sQq	180-190	-	193	3iBh+193	-	503.00000
H2	ATL	4.000	2.80	-	MMM	TTT	61.00%	-	Axbptofo	3lKq	-	-	160	3fIt+160	-	606.00000
W	JNY	99.000	7.10	-	L	P	52.00%	-	Uwmeoxav	3wGs	230-240	-	250	3yJh+250	-	507.00000
M	QKW	85.000	8.10	-	AA-	TT-	6.50%	-	Wwljthsv	3vTu	Gpc mr Vpli 500h	-	595	3zAs+595	-	321.00000
C	GOV	88.000	3.10	-	C-	M-	9.10%	-	Ehedcruu	3zFo	Lmq wy Kmen 800b	-	1000	3qJw+870	-	22.40000
Z2	XQN	88.300	6.90	-	ZZ	CC	84.00%	-	Czhev	-	Lwe 4%	-	-	4.70%	4.700%	124.00000
V	EAT	62.000	3.30	-	ZZZ-	GGG-	93.00%	-	Rdxddchf	3xFd	340-355	-	355	3bQn+355	-	827.00000
Hmr	IVR	97.100	-	-	BB	XB	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T1: Redemption: 2026-10-16; Registration: 144V/Rti P; T1-V: Redemption: 2026-10-16; Registration: 144T/Yfk X; H2: Redemption: 2026-10-16; Registration: 144E/Brh G; H1: Redemption: 2026-10-16; Registration: 144Z/Wmn Q; Z2: Redemption: 2026-10-16; Registration: 144Z/Plv P; W: Redemption: 2026-10-16; Registration: 144C/Xfl Z; V: Redemption: 2026-10-16; Registration: 144N/Dvn L; M: Redemption: 2026-10-16; Registration: 144L/Acq E; C: Redemption: 2026-10-16; Registration: 144A/Ndn R; Zyymjmwgcq Gpj: Redemption: 2026-10-16; Registration: 144O/Yqc T; Hmr: Redemption: 2026-10-16; Registration: 144D/Ioz P;

Deal Comments

Spwpw. Tzq Ckjj Hpxczid 1.5

Risk Retention

NM/MT - Vok, MQ - Vok

Pricing Speed

20% WEO

Reinvestment Period (YRS)

7.6

Reinvestment Period End Date

Sep 21, 2012