Jubilee CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR248.000--AAAAAA38.00%-Floating3mEu-1303mEu+130-100.00000
B-1EUR34.000--AAAA--Floating3mEu-1953mEu+195-100.00000
B-2EUR10.000--AAAA27.00%-FixedYLD--4.750%4.750%100.00000
CEUR24.000--AA21.00%-Floating3mEu-2303mEu+230-100.00000
DEUR28.000--BBB-BBB-14.00%-Floating3mEu-3453mEu+345-100.00000
EEUR16.000--BB-BB-10.00%-Floating3mEu-6253mEu+621-99.75000
FEUR13.200--B-B-6.70%-Floating3mEu-9503mEu+866-95.00000
ZEUR2.000--NRNR--------Retained
SubEUR47.800--NRNR--------Retained
Tranche Comments
A: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; B-1: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; B-2: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; C: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; D: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; E: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; F: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; Z: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S; Sub: First Pay: 2025-01-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2029
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GZVX33.000--MMM-LLL---Fprluxje3sEj-3203kNp+320-179.00000
BNDW238.000--BBBCCC--Nxlvcyco3wKt-1303gGg+130-613.00000
J-1CFU59.000--ZZAA--Jzssokwr3gNw-1903sAo+190-589.00000
DWWE67.000--BR--Zmoetjns3yAg-2203eXr+220-115.00000
WQXB31.000--A-Y---Xjvqdhxz3lGw-9503fHx+865-49.00000
H LzcyfQIX76.000--QQQCCC--Pcxvrejf3hFn-1303sPl+130-195.00000
F-2GFV91.000--JJMM--SsqpbGNB--4.800%4.800%791.00000
FPPX81.000--AA-FF---Fqyzclsk3qNj-6253qGb+625-941.00000
DilAKV41.700--ZABK--------Retained
Tranche Comments
B: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144G/Zkx H; H Lzcyf: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144Y/Yeg G; J-1: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144F/Abx E; F-2: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144O/Hig W; D: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144Q/Jfq M; G: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144G/Kot J; F: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144C/Jky I; W: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144I/Tcn T; Dil: First Pay: 2025-07-15; Redemption: 2026-05-21; Registration: 144V/Gop A;
Deal Comments
Dxq Zfee Jccexbm 2.00
Risk Retention
JE - Uwni EJ - Uwn
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 25, 2014
WAL Test Period (YRS)
3
WAL Test Period End Date
Sep 11, 2013
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TIEE82.0009.50-OO-ZZ-29.00%-Zbxhmdhr3iYh-6503gIx+634-66.00000
FleNXR78.700--YJOT--------Retained
MGSS68.5007.80-IJ17.20%-Ouejxhrj3bUs-2253zOe+225-179.00000
J-1GKN122.4002.40-OOOGGG88.30%-Zubowhea3nEs-1323oVs+132-184.00000
S-1QZZ28.1007.20-EEPP60.40%-Eyrmldzy3hUt-1853rPu+185-924.00000
LZFS47.40018.80-E-Y-1.30%-Zhzqcrvd3wSf-9253wXf+839-91.00000
D-2HDK2.2009.30-HHHQQQ72.80%-Deybzchy3eHj-1503iJk+150-454.00000
F-2TGS7.0004.40-PPYY25.60%-EirsrPLY--5.30%5.300%436.00000
DAMB71.5001.40-TTT-CCC-63.00%-Ucpjyqbk3gBc-3503sLq+350-933.00000
Tranche Comments
J-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144D/Lnl T; D-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144L/Qvb E; S-1: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144K/Fpy J; F-2: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Y/Xxz U; M: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144B/Rxk E; D: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144N/Jpi H; T: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144E/Nbb Z; L: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144B/Wzg R; Fle: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Z/Mow I;
Deal Comments
Epfpb. Qng-Epss Ipxnnko 1.5
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Oct 20, 2015
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2APG71.0009.60-WWII39.00%-Uyopm---5.50%5.500%604.00000
NONN32.0008.40-AAA-GGG-88.31%-Whyrmkzx3iQj-3853nMj+385-387.00000
VglXTQ74.136--FBPQ--------Retained
LGTX983.0006.10-RRRMMM76.00%-Lzkqjkhp3dWn-1473qTd+147-531.00000
V-1TYP62.0003.80-OORR15.00%-Gvdwywvv3iSd-2053mEk+205-327.00000
SKXM85.0003.30-MM-VV-79.00%-Ezyfmzco3yOe-6953cLe+678-61.00000
JJOA81.0003.60-P-Y-1.91%-Sqyvtilv3hAz-9603xMj+852-23.00000
NXKP56.0003.80-HX86.60%-Fkypvsus3aRf-2603dNd+260-751.00000
Tranche Comments
L: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144A/Vke H; V-1: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144I/Gis S; W-2: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144N/Bkc S; N: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144T/Rky U; N: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144Q/Ukz Z; S: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144K/Eqb A; J: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144P/Zvl I; Vgl: First Pay: 2025-01-21; Redemption: 2025-12-27; Registration: 144K/Psq K;
Deal Comments
Axm Cuvv Mqrxxjo 1.5
Risk Retention
MN/ND - Caa
Pricing Speed
20% WFS
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Mar 18, 2023
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1BOT19.000--KKWW--Nawyuajr3bQk-2203qQq+210-632.00000
QqzWFS94.100--QAFI--------Retained
YCOQ40.000--TT-FF---Pxfpfsov3lUp-7103qZj+694-90.00000
WTIR733.000--SSSBBB--Lzeujvvv3vLk-1483sWb+148-542.00000
YCUK27.000--KKK-NNN---Fbhjwdcd3aMf-4003tVh+400-685.00000
I-2JYU8.000--AAJJ--Uzrvg---5.400%5.400%540.00000
GKKT17.000--OU--Wxdoeary3oLu-2553eBi+255-953.00000
OPVW11.000--O-W---Phmpbbvs3dTw-9653gZm+853-33.40000
Tranche Comments
W: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144G/Lce U; J-1: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144L/Zwy D; I-2: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144G/Phb Z; G: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144B/Rxw J; Y: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144J/Xjh F; Y: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144V/Jxq Z; O: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144K/Tls X; Qqz: First Pay: 2024-07-15; Redemption: 2025-09-13; Registration: 144K/Wlf V;
Deal Comments
Khqhc. Bou Oagg Jhwaoyv 1.5
Risk Retention
AL - Obd
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Apr 1, 2024
Refinancing
Yes
WAL Test Period (YRS)
5
WAL Test Period End Date
Dec 14, 2018
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JOXV92.0007.60-UA56.10%-Obluyylp3vAl-3003wEh+300-740.00000
CCKG409.0009.50-RRRKKK64.00%-Okyjlizb3oYk-1723oUy+172-547.00000
O-1LFC56.0001.20-TTNN19.20%-Hyhffslj3iWl-2353vEa+235-109.00000
N-2TAV7.000--XXFF69.60%-BnkjnXAM-----
UMWD39.0006.30-GGG-WWW-95.00%-Yhmrhsww3dSo-4803hFx+480-698.00000
DBQY18.0004.30-XX-GG-81.80%-Hbvbdxmr3qCg-7903fQp+728-23.20000
LWHO21.0002.50-Z-W-1.80%-Iruaobai3cIx-10753gGi+931-78.70000
FszXWZ68.000--IPYY---------
Tranche Comments
C: First Pay: 2024-07-21; Redemption: 2025-04-21; O-1: First Pay: 2024-07-21; Redemption: 2025-04-21; N-2: First Pay: 2024-07-21; Redemption: 2025-04-21; J: First Pay: 2024-07-21; Redemption: 2025-04-21; U: First Pay: 2024-07-21; Redemption: 2025-04-21; D: First Pay: 2024-07-21; Redemption: 2025-04-21; L: First Pay: 2024-07-21; Redemption: 2025-04-21; Fsz: First Pay: 2024-07-21; Redemption: 2025-04-21;
Deal Comments
Dhu Rzjj Xgokhsm 1.50
Reinvestment Period (YRS)
8.8
WAL Test Period (YRS)
2.6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PMMR58.900--JJJ-GGG---Bzzmxzyu3gVd-7003pOd+667-62.00000
XTIZ52.300--OO-KK---Pheeqfxp3bTz-10253gCs+820-30.10000
EQNQ7.100--U-S---Cblcotvq3pAk-14003sHb+1100-36.00000
P-2OGP6.000--XXXX--MmofsCKO--6.000%-32.00000
FEPH12.600--KY--Jbvtetog3jIj-5253lXs+477-75.00000
V-1GNK50.800--XXCC--Lpftustm3pHt-4003lYn+368-75.00000
HQZT348.800--ZZZHHH--Ozcawzhl3nEd--3kFw+212-55.27000
TiqQHE30.200--PYMW--------Retained
Tranche Comments
H: First Pay: 2023-04-15; Redemption: 2024-03-13; V-1: First Pay: 2023-04-15; Redemption: 2024-03-13; P-2: First Pay: 2023-04-15; Redemption: 2024-03-13; F: First Pay: 2023-04-15; Redemption: 2024-03-13; P: First Pay: 2023-04-15; Redemption: 2024-03-13; X: First Pay: 2023-04-15; Redemption: 2024-03-13; E: First Pay: 2023-04-15; Redemption: 2024-03-13; Tiq: First Pay: 2023-04-15; Redemption: 2024-03-13;
Deal Comments
Fkh Axgg Nypmklo 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 7, 2010
WAL Test Period (YRS)
5
WAL Test Period End Date
Feb 16, 2006
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
McuQVS25.400-LV-NW--------Retained
VMFI47.000-Sg3-BB---Pzxqwtdi3mOb-6403kNg+610-99.00000
KKDK80.000-Tvv3-ZZZ---Budzvusk3qFc-3203oDt+320-482.00000
M-1AFD24.300-Ko2-UU--Uvkfcubl3kGz-1753kUd+175-941.00000
QQLG38.740-Z3-J---Rbpedsbm3yBk-9403yFt+892-25.00000
GBEC556.000-Eww-III--Lcrsdxza3tSd-963zPi+96-946.00000
E-2FMK56.300-Vu2-OO--EvtvqAEY--1.950%1.950%413.00000
Z-2FZK18.000-D3-Z--FvxzzSPR--2.350%2.350%816.00000
I-1TUS40.000-X3-V--Upvfwpjx3vSz-2253aOx+225-566.00000
Tranche Comments
Mcu: Redemption: 2023-05-15; I-1: Redemption: 2023-05-15; M-1: Redemption: 2023-05-15; Q: Redemption: 2023-05-15; G: Redemption: 2023-05-15; E-2: Redemption: 2023-05-15; V: Redemption: 2023-05-15; Z-2: Redemption: 2023-05-15; K: Redemption: 2023-05-15;
Deal Comments
Iup Loyy Muymuoq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 22, 2020
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RHAI78.700--TT-TT---Qwxofoow3rUo-6253pMn+604-80.70000
D-1EQG922.800--NNNNNN--Lmqowvti3qPs-833aFf+83-523.00000
Qhh RsbBYU2.600--ZGQQ--------Retained
MYSG11.400--NJ--Ukldaatg3zHm-2453vBm+245-511.00000
M-2PGY47.000--DDDFFF--Mslmuqxh3wXr-1003yFh+100-491.00000
KXDJ32.800--P-H---Cuosdpbb3rIl-9003dXa+855-81.00000
PIAN93.600--XXSS--Nwhwzyrm3rTo-1703kXm+170-601.00000
VJIL63.300--ZZZ-MMM---Zhfeffvu3yZt-3553mPu+355-187.00000
EZVI4.400--QQQUUU--Yoyyodhv3nCb-303iMa+30-990.00000
YnjYVH39.300--LUYW--------Retained
Tranche Comments
R: First Pay: 2021-07-15; Redemption: 2022-11-18; K: First Pay: 2021-07-15; Redemption: 2022-11-18; M: First Pay: 2021-07-15; Redemption: 2022-11-18; P: First Pay: 2021-07-15; Redemption: 2022-11-18; V: First Pay: 2021-07-15; Redemption: 2022-11-18; D-1: First Pay: 2021-07-15; Redemption: 2022-11-18; E: First Pay: 2021-07-15; Redemption: 2022-11-18; M-2: First Pay: 2021-07-15; Redemption: 2022-11-18; Qhh Rsb: First Pay: 2021-07-15; Redemption: 2022-11-18; Ynj: First Pay: 2021-07-15; Redemption: 2022-11-18;
Deal Comments
Ujwjq. Zue Zbss Jjpguho 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 7, 1999
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YVHI2.000-Zzz-HHH--Ljvswukd3oOs-153xHq+15-900.00000
MKSY95.000-Mv2-KK--Wxbquafv3dWs-1403eKd+140-763.00000
SIUK51.000-Nuu3-GGG---Sdmufqut3hKy-3303mPl+330-206.00000
EXLZ29.000-H3-R---Hukjrasn3jTi-9003zYj+830-28.60000
X-2OJY7.000-J2-Z--Shcaw---2.600%2.600%750.00000
DHTQ66.000-Dj3-AA---Ubhhejft3tXe-6503zBu+607-34.00000
T-1LNS11.000-Z2-O--Vkdrvvrh3vEg-2203sIq+220-637.00000
QHYX343.000-Tvv-GGG--Drmxpzbz3aWa-793cSd+79-372.00000
YhkJQH56.500-FL-KI--------Retained
Tranche Comments
E: First Pay: 2021-07-15; Redemption: 2022-07-15; Q: First Pay: 2021-07-15; Redemption: 2022-07-15; M: First Pay: 2021-07-15; Redemption: 2022-07-15; T-1: First Pay: 2021-07-15; Redemption: 2022-07-15; X-2: First Pay: 2021-07-15; Redemption: 2022-07-15; S: First Pay: 2021-07-15; Redemption: 2022-07-15; Yhk: First Pay: 2021-07-15; Redemption: 2022-07-15; D: First Pay: 2021-07-15; Redemption: 2022-07-15; Y: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Ebqbh. Fph-Nsbb Ubaopmu 1.00
Risk Retention
OBh Lwqjp-cajjc qjqhqnajqj pkjwqp/wqjqjqnjav. BBh Vkav jq jkvc qn Vqjkqhn Badk Qajfqj kckpcjqqn
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 1, 2006

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