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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KAIM31.9004.90-XX-VV-8.80%-Cakvqarw3fWs-6253rGw+604-66.30000
YOKE78.0002.10-LLHH40.00%-Rzqqwrfz3tTe-1703oGn+170-527.00000
YYEL1.2006.50-L-H-5.70%-Vmhexjti3fQr-9303wZd+883-97.00000
R1FKM845.0008.10-FFFDDD60.00%-Cqjkctsw3vZz-963dLk+96-198.00000
ZSBM61.0002.00-GN67.00%-Bebycjsk3vZf-2103xVz+210-620.00000
FTSY79.9003.30-HHHLLL-79.10%-Rkwoladm3eHn-3103yUw+310-227.00000
S2DXI20.0009.10-WWWKKK42.00%-Aukqysog3jFb-133.53vMy+133.5-362.00000
HzxrzuOFR88.228--EPEF--------Retained
Tranche Comments
R1: First Pay: 2021-10-15; Redemption: 2023-01-15; S2: First Pay: 2021-10-15; Redemption: 2023-01-15; Y: First Pay: 2021-10-15; Redemption: 2023-01-15; Z: First Pay: 2021-10-15; Redemption: 2023-01-15; F: First Pay: 2021-10-15; Redemption: 2023-01-15; K: First Pay: 2021-10-15; Redemption: 2023-01-15; Y: First Pay: 2021-10-15; Redemption: 2023-01-15; Hzxrzu: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Mmymr. Use Bqtt Xmchsru 2.00
Risk Retention
DD/DIv GIXJ GJK Joaofyoyag Dorbty JJG, oo brofoaogbr oab rygyagoba abtbyr/zyrgovotn DQv Vytooavy ba JQDX btya ooryyg ywyotgoba
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 12, 2013
WAL Test Period (YRS)
8
WAL Test Period End Date
Jan 17, 2006

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan