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
M1	ASL	357.000	4.50	-	TTT	JJJ	40.00%	-	Npjdvssg	3lKx	-	-	124	3jYt+124	-	195.00000
E1	HBN	77.700	3.20	-	BB	LL	52.00%	-	Rrkukowf	3qYx	180-190	-	193	3vYl+193	-	535.00000
D	XHE	87.000	4.20	-	YYY-	YYY-	69.00%	-	Mcutdwxt	3gGf	340-355	-	355	3iSm+355	-	836.00000
A	QIN	89.000	3.20	-	O	C	96.00%	-	Kmxsarqk	3xHm	230-240	-	250	3vSv+250	-	414.00000
I2	CFK	5.000	1.90	-	TTT	TTT	94.00%	-	Mhxzrdtm	3wUx	-	-	160	3eNv+160	-	389.00000
X1-X	HHS	75.000	8.20	-	MMM	KKK	20.00%	-	Nvfjbuqd	3dQl	-	-	124	3pQv+124	-	508.00000
E	JLE	88.000	1.80	-	Y-	F-	9.80%	-	Ubuedhxa	3mBr	Qww to Wwmb 800l	-	1000	3dUy+870	-	86.90000
Bppmymvdaq Cou	INH	19.800	-	-	BV	XF	-	-	-	-	-	-	-	-	-	Retained
I2	LYD	67.800	8.60	-	QQ	II	46.00%	-	Qyhet	-	Dts 4%	-	-	4.70%	4.700%	593.00000
Y	TPX	78.000	4.60	-	HH-	BB-	7.20%	-	Sccxvcql	3iEf	Vli xq Ilol 500b	-	595	3jVe+595	-	718.00000
Rku	TCA	46.500	-	-	DK	UY	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M1: Redemption: 2026-10-16; Registration: 144D/Zuy M; X1-X: Redemption: 2026-10-16; Registration: 144V/Tdc B; I2: Redemption: 2026-10-16; Registration: 144F/Ezp B; E1: Redemption: 2026-10-16; Registration: 144V/Xen N; I2: Redemption: 2026-10-16; Registration: 144X/Bvo U; A: Redemption: 2026-10-16; Registration: 144H/Nin F; D: Redemption: 2026-10-16; Registration: 144Q/Vbs T; Y: Redemption: 2026-10-16; Registration: 144W/Dwa G; E: Redemption: 2026-10-16; Registration: 144M/Cso M; Bppmymvdaq Cou: Redemption: 2026-10-16; Registration: 144U/Rog Y; Rku: Redemption: 2026-10-16; Registration: 144L/Ckv D;

Deal Comments

Mqkqq. Lqc Lscc Dqqcqum 1.5

Risk Retention

GT/TV - Jws, TU - Jws

Pricing Speed

20% HER

Reinvestment Period (YRS)

2.2

Reinvestment Period End Date

Jan 24, 2022