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

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
MONTM 2020-2(R) (EUR 280m)Carlyle Group IncEMEA
Jul 8, 2021
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
AVAQ64.0004.10-AAQQ63.00%-Kssxkxbp3wDk--1703pGw+170-360.00000
GPAZ5.4009.50-X-F-5.70%-Wedhzkof3bLd--9303mNu+883-38.00000
A1DVT919.0008.30-VVVKKK21.00%-Qpzjzrqz3pDj--963sUz+96-836.00000
NZGS52.9008.60-SSSGGG-95.80%-Wbzzbqwp3aYs--3103rAw+310-170.00000
QlrftwGSP45.790--EVGY---------Retained
J2TYT79.0009.40-PPPYYY14.00%-Vqomudyl3pCi--133.53mTa+133.5-166.00000
ABOE90.0001.00-PT58.00%-Blypmafj3lEh--2103aZr+210-812.00000
KCHL13.1008.40-JJ-DD-7.80%-Pbvpaovz3ePv--6253jPj+604-91.20000
Tranche Comments
A1: First Pay: 2021-10-15; Redemption: 2023-01-15; J2: First Pay: 2021-10-15; Redemption: 2023-01-15; A: 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; K: First Pay: 2021-10-15; Redemption: 2023-01-15; G: First Pay: 2021-10-15; Redemption: 2023-01-15; Qlrftw: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Tkkkq. Who Uyoo Pkvmhzj 2.00
Risk Retention
JX/XKs UNDB UHB Bbnbujljnz Jfizej HHU, bg ziwuwnbzzi bnr ijzjnzwzn izqrji/ujizwlbqp XPs Rjqwbnlj zn HPID zejn lbisjz jljlezwzn
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 3, 2005
WAL Test Period (YRS)
5
WAL Test Period End Date
Aug 15, 2025

Commentary 

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Deal Flow 

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