Jubilee CLO 2022-XXVI DAC (Refinance): 17 March 2024

The assets securing the Notes will consist predominantly of a portfolio of Secured Senior Loans, Secured Senior Bonds, Unsecured Senior Obligations, Mezzanine Obligations and High Yield Bonds managed by Alcentra Limited.

On 13 September 2022 (the Original Issue Date) Jubilee CLO 2022-XXVI DAC issued Class A Senior Secured Floating Rate Notes due 2036, Class B-1 Senior Secured Floating Rate Notes due 2036, Class B-2 Senior Secured Fixed Rate Notes due 2036, Class C Deferrable Mezzanine Floating Rate Notes due 2036, Class D Deferrable Mezzanine Floating Rate Notes due 2036, Class E Deferrable Junior Floating Rate Notes due 2036, Class F Deferrable Junior Floating Rate Notes due 2036 and Subordinated Notes due 2036.

On or about 13 March 2024 (the re-issue Date) the Issuer will, subject to certain conditions, refinance the Original Notes by issuing Class A-R Senior Secured Floating Rate Notes due 2038, Class B1-R Senior Secured Floating Rate Notes due 2038, Class B-2-R Senior Secured Fixed Rate Notes due 2038, Class C-R Deferrable Mezzanine Floating Rate Notes due 2038, Class D-R Deferrable Mezzanine Floating Rate Notes due 2038, Class E-R Deferrable Junior Floating Rate Notes due 2038, Class F-R Deferrable Junior Floating Rate Notes due 2038 and Subordinated-R Notes due 2038.

EU & UK Risk Retention: Pursuant to the Risk Retention Letter, the Retention Holder (Alcentra Viaduct Fund - Master Fund - LP) undertakes to acquire on the Issue Date and hold the Retention Notes in order to comply with the Retention Requirements.

US Risk Retention: The Retention Holder intends to rely on the “Safe harbor for certain foreign-related transactions” contained in the US Risk Retention Rules.