Jubilee CLO DAC (JUBL) 2022-XXVI(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AXAF63.000--JJ-UU---Mkjbkxof3xVx-7103qTj+694-98.00000
KYGH463.000--VVVWWW--Ahhdhash3pYp-1483jBb+148-344.00000
FLXL76.000--BBB-OOO---Hddlbzwl3iXx-4003wEu+400-938.00000
SGSG19.000--OX--Rqkxeurd3vGv-2553xEu+255-629.00000
E-1GXI16.000--PPQQ--Gpxfttdv3yCs-2203iZd+210-286.00000
D-2BMA1.000--NNRR--Humxf---5.400%5.400%940.00000
NVWW17.000--Z-X---Rxyfxqqk3rUa-9653hCs+853-92.70000
PdqDAZ65.100--CYYA--------Retained
Tranche Comments
K: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144H/Afw J; E-1: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144W/Dmf F; D-2: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144G/Tpu V; S: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144X/Vvg B; F: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144T/Pot T; A: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144N/Zmb W; N: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144Z/Mid N; Pdq: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144H/Gjz G;
Deal Comments
Imsmj. Gga Ezbb Xmccgal 1.5
Risk Retention
WU - Ief
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
Dec 28, 1999
WAL Test Period (YRS)
7
WAL Test Period End Date
Apr 30, 2006

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan