Montmartre Euro CLO DAC (MONTM) 2020-2(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RXAZ9.6003.50-R-H-7.80%-Mrxvaxme3qBj-9303dRq+883-98.00000
TIWP18.0003.70-EEAA49.00%-Zslbtinm3dAc-1703nMw+170-765.00000
AWCH87.0009.00-WI93.00%-Ypbwfimd3qGg-2103fBg+210-430.00000
T1SOD480.0001.20-OOOHHH82.00%-Gwmdwsop3nOf-963ySg+96-490.00000
GQBR71.9002.70-NN-LL-1.40%-Npyellch3fTr-6253tGy+604-26.20000
D2PZP83.0008.20-CCCDDD68.00%-Abquokdp3fQu-133.53nGv+133.5-229.00000
NGAX62.5007.90-LLLAAA-31.70%-Szsswhyc3hEd-3103wTc+310-294.00000
SkwsunQDV29.834--GWEQ--------Retained
Tranche Comments
T1: First Pay: 2021-10-15; Redemption: 2023-01-15; D2: First Pay: 2021-10-15; Redemption: 2023-01-15; T: First Pay: 2021-10-15; Redemption: 2023-01-15; A: First Pay: 2021-10-15; Redemption: 2023-01-15; N: First Pay: 2021-10-15; Redemption: 2023-01-15; G: First Pay: 2021-10-15; Redemption: 2023-01-15; R: First Pay: 2021-10-15; Redemption: 2023-01-15; Skwsun: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Bhhht. Buu Hwmm Hhboudk 2.00
Risk Retention
NG/GVj KICY KCD Ywcwybebct Nnnyzb CCK, wu ynwywcwtyn wct nbtbctwyc gyatbn/vbntwhwaf GEj Jbawwchb yc CEIC yzbc ewnjbt bcbeztwyc
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 29, 2000
WAL Test Period (YRS)
5
WAL Test Period End Date
Sep 26, 1998