Jubilee CLO DAC (JUBL) 2018-XXI(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEUR1.000-Aaa-AAA--Floating3mEu-153mEu+15-100.00000
AEUR250.000-Aaa-AAA--Floating3mEu-793mEu+79-100.00000
BEUR36.000-Aa2-AA--Floating3mEu-1403mEu+140-100.00000
C-1EUR18.000-A2-A--Floating3mEu-2203mEu+220-100.00000
C-2EUR7.000-A2-A--Fixed---2.600%2.600%100.00000
DEUR29.000-Baa3-BBB---Floating3mEu-3303mEu+330-100.00000
EEUR20.000-Ba3-BB---Floating3mEu-6503mEu+607-97.00000
FEUR12.000-B3-B---Floating3mEu-9003mEu+830-95.50000
SubEUR37.200-NR-NR--------Retained
Tranche Comments
F: First Pay: 2021-07-15; Redemption: 2022-07-15; A: First Pay: 2021-07-15; Redemption: 2022-07-15; B: First Pay: 2021-07-15; Redemption: 2022-07-15; C-1: First Pay: 2021-07-15; Redemption: 2022-07-15; C-2: First Pay: 2021-07-15; Redemption: 2022-07-15; D: First Pay: 2021-07-15; Redemption: 2022-07-15; Sub: First Pay: 2021-07-15; Redemption: 2022-07-15; E: First Pay: 2021-07-15; Redemption: 2022-07-15; X: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Reset. Non-Call Period: 1.00
Risk Retention
EU: Third-party originator method/horizontal. US: Deal to rely on Foreign Safe Harbor exemption
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 15, 2025
Reset
Yes