Montmartre Euro CLO DAC (MONTM) 2020-2

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-1HBS53.000--IIAATT--Mklbqtlj3kJs-2253tAm+225-296.00000
R-2MWM37.000--YYLLTT29.00%-Utnvo---2.650%2.650%142.00000
GUXU61.220--EE--VV-7.54%-Gbsaudlz3wLj-7103nOs+643-28.00000
OZLW99.000--PPP--CCC-95.50%-Jzsjtztp3pAa-4003qXi+400-828.00000
WDWP5.480--R--H-4.00%-Tmhlqzcb3jWu-8103gVk+692-27.00000
ZdwGNJ18.642--AVXTTA---------
QJMC21.300--N--R-61.70%-Emhvyvrl3mGw-2903lIv+290-938.00000
ITYJ622.000--CCCQQQHHH81.00%-Wfqvyhmf3vWa-1593iBy+159-789.00000
Tranche Comments
I: First Pay: 2021-01-15; Redemption: 2021-07-15; T-1: First Pay: 2021-01-15; Redemption: 2021-07-15; R-2: First Pay: 2021-01-15; Redemption: 2021-07-15; Q: First Pay: 2021-01-15; Redemption: 2021-07-15; O: First Pay: 2021-01-15; Redemption: 2021-07-15; G: First Pay: 2021-01-15; Redemption: 2021-07-15; W: First Pay: 2021-01-15; Redemption: 2021-07-15; Zdw: First Pay: 2021-01-15; Redemption: 2021-07-15;
Deal Comments
Uty-Jcgg Hhurtlx 1.00
Risk Retention
Dfyzssyt, Bysesuyzzy
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 19, 2015