FINSIGHT

Jubilee CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	230.800	-	-	AAA	AAA	-	-	Floating	3mEu	-	-	3mEu+212	-	99.85000
B-1	EUR	43.400	-	-	AA	AA	-	-	Floating	3mEu	-	400	3mEu+368	-	98.00000
B-2	EUR	5.000	-	-	AA	AA	-	-	Fixed	YLD	-	-	6.00%	-	98.00000
C	EUR	21.800	-	-	A	A	-	-	Floating	3mEu	-	525	3mEu+477	-	97.00000
D	EUR	25.900	-	-	BBB-	BBB-	-	-	Floating	3mEu	-	700	3mEu+667	-	98.00000
E	EUR	17.900	-	-	BB-	BB-	-	-	Floating	3mEu	-	1025	3mEu+820	-	88.50000
F	EUR	9.600	-	-	B-	B-	-	-	Floating	3mEu	-	1400	3mEu+1100	-	88.00000
Sub	EUR	37.400	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2023-04-15; Redemption: 2024-03-13; B-1: First Pay: 2023-04-15; Redemption: 2024-03-13; B-2: First Pay: 2023-04-15; Redemption: 2024-03-13; C: First Pay: 2023-04-15; Redemption: 2024-03-13; D: First Pay: 2023-04-15; Redemption: 2024-03-13; E: First Pay: 2023-04-15; Redemption: 2024-03-13; F: First Pay: 2023-04-15; Redemption: 2024-03-13; Sub: First Pay: 2023-04-15; Redemption: 2024-03-13;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 12, 2027

WAL Test Period (YRS)

WAL Test Period End Date

Apr 15, 2031

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