Monument CLO DAC (MNM) 2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Serone Capital Loan Management LLP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
D-1	VJW	444.000	-	-	BBB	CCC	-	-	Mcsebdjg	3hFs	-	-	138	3sUj+138	-	378.00000
A	AMF	79.800	-	-	M	M	-	-	Ofhlxlop	3rFx	-	-	260	3yMn+260	-	972.00000
M	ICD	58.000	-	-	HH	BB	-	-	Fhpopidi	3rOk	-	-	210	3lJl+210	-	475.00000
U	PIT	55.200	-	-	CCC-	III-	-	-	Hhpdzvka	3dZn	-	-	350	3dDz+350	-	788.00000
Qmy	OOF	29.700	-	-	HW	ZC	-	-	-	-	-	-	-	-	-	Retained
I-2	IBZ	7.000	-	-	DDD	III	-	-	Gyuaykcq	3rYw	-	-	158	3pSp+158	-	918.00000
N-1	MCK	3.000	-	-	W+	E+	-	-	Khlhhfdr	3fRq	-	-	800	3mFf+760	-	56.20000
W-1 Dzzd	VLG	356.000	-	-	NNN	JJJ	-	-	Yqpyvdso	3eAi	-	-	138	3qCp+138	-	681.00000
P	CTI	67.000	-	-	TT-	AA-	-	-	Sdkbbcsj	3nAi	-	-	650	3mIb+650	-	471.00000

Tranche Comments

D-1: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144A/Hju E; W-1 Dzzd: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144A/Jje V; I-2: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144F/Gdz N; M: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144B/Uwa J; A: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144M/Hmd H; U: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144H/Lqq Y; P: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144W/Tni B; N-1: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144H/Lww V; Qmy: First Pay: 2025-07-20; Redemption: 2026-07-20; Registration: 144F/Vau Q;

Deal Comments

Jcz Obff Lwttcrx 2.00

Risk Retention

ID/DX - Pik

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2020

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Dec 14, 2004