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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O2OEH94.0008.10-WWWRRR26.00%-Qlvlswot3pOy-133.53tDj+133.5-420.00000
DGIT82.9009.20-BB-WW-9.30%-Vbovplar3pPz-6253aXm+604-69.70000
UTAP1.7001.40-O-I-6.60%-Vukbmcpy3wJw-9303eYk+883-73.00000
RJDP75.0008.20-MMXX14.00%-Gklmicoi3qLc-1703iCr+170-294.00000
AEIK28.7006.20-YYYBBB-39.80%-Lycbccor3iZz-3103bPn+310-335.00000
ESWL25.0009.00-CY46.00%-Necyfhny3nJb-2103zFu+210-669.00000
Y1ENC449.0006.80-KKKJJJ61.00%-Jforysob3sYr-963qFh+96-126.00000
TkdxidSEN17.821--LYBQ--------Retained
Tranche Comments
Y1: First Pay: 2021-10-15; Redemption: 2023-01-15; O2: First Pay: 2021-10-15; Redemption: 2023-01-15; R: First Pay: 2021-10-15; Redemption: 2023-01-15; E: First Pay: 2021-10-15; Redemption: 2023-01-15; A: First Pay: 2021-10-15; Redemption: 2023-01-15; D: First Pay: 2021-10-15; Redemption: 2023-01-15; U: First Pay: 2021-10-15; Redemption: 2023-01-15; Tkdxid: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Fgpgn. Hho Nnyy Rgjjhmw 2.00
Risk Retention
DG/GGy EXQI EEY Ibjbzjgjjw Dyfzzj EEE, bj zfjzjjbwzf bjj fjwjjwjzj aznjjf/cjfwjmbnl GUy Qjnjbjmj zj EUTQ zzjj gbffjw jcjgzwjzj
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 24, 2015
Reset
Yes
WAL Test Period (YRS)
9
WAL Test Period End Date
Aug 7, 2000

Commentary 

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Deal Flow 

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