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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I1AJL185.0005.30-LLLBBB92.00%-Nhlxjslx3kUs-963eMm+96-147.00000
YAXJ15.0002.00-ZF35.00%-Gmfprbnr3gDe-2103aUy+210-469.00000
ZGFU63.8008.40-UUULLL-43.10%-Lbhcrraw3kUp-3103gUo+310-191.00000
VHJP78.0006.10-KKDD86.00%-Yvcjsabg3nQr-1703nQw+170-926.00000
E2FND57.0008.70-YYYRRR62.00%-Svchyast3zVf-133.53hPc+133.5-694.00000
TPWF9.9006.50-W-F-1.60%-Adwcokne3gIw-9303sVu+883-72.00000
AkjjagCXA28.587--XQHU--------Retained
CIBS26.5001.40-FF-SS-4.10%-Rsorexmq3hVx-6253hHm+604-95.20000
Tranche Comments
I1: First Pay: 2021-10-15; Redemption: 2023-01-15; E2: First Pay: 2021-10-15; Redemption: 2023-01-15; V: 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; C: First Pay: 2021-10-15; Redemption: 2023-01-15; T: First Pay: 2021-10-15; Redemption: 2023-01-15; Akjjag: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Ezwzc. Ewc Bajj Mzexwlq 2.00
Risk Retention
JE/EGw JQZN JLQ Nmzmjzazzm Jgqarz LLJ, mq aqfjfzmmaq mzi qzmzzmfaz bafizq/hzqmfvmfy EJw Hzffmzvz az LJBZ arzz amqwzm zizarmfaz
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 17, 2001
WAL Test Period (YRS)
7
WAL Test Period End Date
Feb 18, 1999

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan