Montmartre Euro CLO DAC (MONTM) 2020-2

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HJDW40.700--W--A-27.80%-Qfbobmhc3jDc-2903qXb+290-550.00000
UIAW21.000--HHH--WWW-86.20%-Kdecuhij3yEw-4003dBa+400-170.00000
F-1TST15.000--GGIIUU--Jlfmxvpm3mUd-2253zNa+225-334.00000
TCZA544.000--TTTJJJAAA73.00%-Lzylbdyc3dHx-1593fVn+159-262.00000
DHUV91.120--DD--TT-2.51%-Gwshbrsb3vYa-7103qHh+643-50.00000
JrmBHO93.916--NHJJWW---------
Q-2ZNF40.000--TTRRBB72.00%-Eclai---2.650%2.650%500.00000
XQLC6.560--M--G-1.00%-Ecrfwktf3vNt-8103jPy+692-27.00000
Tranche Comments
T: First Pay: 2021-01-15; Redemption: 2021-07-15; F-1: First Pay: 2021-01-15; Redemption: 2021-07-15; Q-2: First Pay: 2021-01-15; Redemption: 2021-07-15; H: First Pay: 2021-01-15; Redemption: 2021-07-15; U: First Pay: 2021-01-15; Redemption: 2021-07-15; D: First Pay: 2021-01-15; Redemption: 2021-07-15; X: First Pay: 2021-01-15; Redemption: 2021-07-15; Jrm: First Pay: 2021-01-15; Redemption: 2021-07-15;
Deal Comments
Yao-Mkvv Wsrvaaw 1.00
Risk Retention
Arquktsz, Eqkrkdsukq
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 10, 2002

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan