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
O	QWM	15.000	7.40	-	R	S	84.00%	-	Zvoscony	3vBo	230-240	-	250	3xXv+250	-	440.00000
Y1-X	OCX	75.000	8.20	-	GGG	BBB	87.00%	-	Owdcuitg	3bEr	-	-	124	3eXx+124	-	524.00000
Ivvgwgqcdc Vny	ZVV	13.200	-	-	GR	LM	-	-	-	-	-	-	-	-	-	Retained
G1	MLZ	79.700	5.50	-	NN	BB	44.00%	-	Hsomlljp	3mTd	180-190	-	193	3zYs+193	-	521.00000
S2	EKR	98.300	5.90	-	VV	YY	55.00%	-	Uyikj	-	Yim 4%	-	-	4.70%	4.700%	288.00000
O	MHT	81.000	6.80	-	T-	P-	3.30%	-	Dcdrdeps	3vTo	Fxz kt Zxpe 800n	-	1000	3xMy+870	-	84.80000
S1	OQZ	937.000	4.40	-	SSS	TTT	16.00%	-	Upsdmutm	3gGd	-	-	124	3tUn+124	-	953.00000
S2	EIU	2.000	9.50	-	OOO	EEE	37.00%	-	Sswajfnv	3fBk	-	-	160	3dSv+160	-	814.00000
N	YJN	39.000	9.60	-	OOO-	CCC-	49.00%	-	Kvcuaxtm	3sAi	340-355	-	355	3kFn+355	-	795.00000
U	FXF	33.000	3.40	-	NN-	BB-	5.50%	-	Avpujzin	3hLg	Pkk ky Eknr 500h	-	595	3dYc+595	-	682.00000
Ehr	EWA	27.100	-	-	XZ	VC	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S1: Redemption: 2026-10-16; Registration: 144U/Nve G; Y1-X: Redemption: 2026-10-16; Registration: 144Y/Xyi E; S2: Redemption: 2026-10-16; Registration: 144W/Kyr E; G1: Redemption: 2026-10-16; Registration: 144O/Hbx F; S2: Redemption: 2026-10-16; Registration: 144C/Qhq W; O: Redemption: 2026-10-16; Registration: 144O/Ank K; N: Redemption: 2026-10-16; Registration: 144H/Nuc O; U: Redemption: 2026-10-16; Registration: 144N/Zmm G; O: Redemption: 2026-10-16; Registration: 144M/Cze G; Ivvgwgqcdc Vny: Redemption: 2026-10-16; Registration: 144U/Uar G; Ehr: Redemption: 2026-10-16; Registration: 144G/Ixz Y;

Deal Comments

Afjfi. Ntf Lexx Efamtiw 1.5

Risk Retention

JF/FN - Qut, FH - Qut

Pricing Speed

20% YQI

Reinvestment Period (YRS)

5.8

Reinvestment Period End Date

Mar 10, 2019