Montmartre Euro CLO DAC (MONTM) 2020-2

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LWVV27.000--PPP--FFF-98.60%-Yibpbofi3vFn-4003gHn+400-999.00000
BCJI45.170--TT--KK-3.17%-Yfozwlmw3yYv-7103wBl+643-84.00000
W-2BLT77.000--ZZVVII17.00%-Vobnu---2.650%2.650%351.00000
UTBR336.000--ZZZMMMMMM27.00%-Vqqlcdqf3rAw-1593zOn+159-183.00000
QHUH8.670--K--Z-9.00%-Hktdrrrt3bOx-8103oPn+692-22.00000
Q-1VPG90.000--NNOORR--Chczohxo3wMt-2253kOv+225-546.00000
SPII65.100--W--Z-34.40%-Qeubqlkg3dVg-2903vNz+290-268.00000
TtoWTC85.606--KXIWEB---------
Tranche Comments
U: First Pay: 2021-01-15; Redemption: 2021-07-15; Q-1: First Pay: 2021-01-15; Redemption: 2021-07-15; W-2: First Pay: 2021-01-15; Redemption: 2021-07-15; S: First Pay: 2021-01-15; Redemption: 2021-07-15; L: First Pay: 2021-01-15; Redemption: 2021-07-15; B: First Pay: 2021-01-15; Redemption: 2021-07-15; Q: First Pay: 2021-01-15; Redemption: 2021-07-15; Tto: First Pay: 2021-01-15; Redemption: 2021-07-15;
Deal Comments
Wfo-Oxzz Imskfmn 1.00
Risk Retention
Qzxxvvzz, Gxvbvbzxex
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 4, 2011