Jubilee CLO DAC (JUBL) 2020-XXIV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CVIN5.860-G3H----Tjwpzdch3lMw-9253gYu+857-25.00000
FYZV65.700-K2J---Tcyfkqaa3aZg-2703oOe+270-209.00000
E-2LWL59.000-Wc2LL---Mhbfr---2.000%2.000%280.00000
WmwLBY62.500------------Retained
AHKD82.400-Kd3RR----Hpkkfsnh3lXi-6853kMq+635-43.00000
KXSF62.000-Eee3TTT---Nfhwbuvi3eFi-3903aHt+390-728.00000
L-1EEV99.000-Bx2JJ---Xcxljavu3nRl-1703yYl+170-951.00000
TEYS881.000-GvvPPP---Plauaqfq3pPz-1073cSx+107-598.00000
Tranche Comments
A: First Pay: 2021-07-16; Redemption: 2022-01-16; K: First Pay: 2021-07-16; Redemption: 2022-01-16; F: First Pay: 2021-07-16; Redemption: 2022-01-16; E-2: First Pay: 2021-07-16; Redemption: 2022-01-16; Wmw: First Pay: 2021-07-16; Redemption: 2022-01-16; L-1: First Pay: 2021-07-16; Redemption: 2022-01-16; T: First Pay: 2021-07-16; Redemption: 2022-01-16; C: First Pay: 2021-07-16; Redemption: 2022-01-16;
Deal Comments
Fwq Tbvv Nrpjwrg 2.00
Risk Retention
Apjfmewa Draqlje Klmq (Yasefw Klmq) TK grpp wfearm ffwerjap rmefwfse lmqfw AR wrsj wfefmerwm
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 28, 2001
WAL Test Period (YRS)
3.9

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan