2020-2(R)

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

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Carlyle Group Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
A	VAQ	64.000	4.10	-	AA	QQ	63.00%	-	Kssxkxbp	3wDk	-	-	170	3pGw+170	-	360.00000
G	PAZ	5.400	9.50	-	X-	F-	5.70%	-	Wedhzkof	3bLd	-	-	930	3mNu+883	-	38.00000
A1	DVT	919.000	8.30	-	VVV	KKK	21.00%	-	Qpzjzrqz	3pDj	-	-	96	3sUz+96	-	836.00000
N	ZGS	52.900	8.60	-	SSS	GGG-	95.80%	-	Wbzzbqwp	3aYs	-	-	310	3rAw+310	-	170.00000
Qlrftw	GSP	45.790	-	-	EV	GY	-	-	-	-	-	-	-	-	-	Retained
J2	TYT	79.000	9.40	-	PPP	YYY	14.00%	-	Vqomudyl	3pCi	-	-	133.5	3mTa+133.5	-	166.00000
A	BOE	90.000	1.00	-	P	T	58.00%	-	Blypmafj	3lEh	-	-	210	3aZr+210	-	812.00000
K	CHL	13.100	8.40	-	JJ-	DD-	7.80%	-	Pbvpaovz	3ePv	-	-	625	3jPj+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)

Reinvestment Period End Date

Sep 3, 2005

WAL Test Period (YRS)

WAL Test Period End Date

Aug 15, 2025