Monument CLO DAC (MNM) 3

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
R	JPA	96.000	1.10	-	VV	LL	94.00%	-	Qsozdcfq	3qOo	-	-	190	3oQz+190	-	-
F	GHK	593.000	3.60	-	DDD	III	31.80%	-	Esbwtvro	3ePp	-	-	138	3qGa+138	-	-
E2	WCR	3.100	5.60	-	BBB-	RRR-	84.14%	-	Ybopzonl	3mJz	-	-	450	3vWz+450	-	-
N	NCK	68.900	4.80	-	NN-	RR-	4.70%	-	Qjzbtxwa	3bKt	600y	-	590	3sVo+590	-	-
M	GQI	75.000	1.60	-	W	Z	92.50%	-	Oepzzeav	3aGg	230-240	-	240	3rJx+240	-	-
N	EDB	64.000	9.40	-	N-	U-	9.70%	-	Feuuchqg	3dPx	875n	-	841	3vFt+841	-	-
Gqnure	DHU	93.900	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U1	NMR	16.000	8.60	-	DDD-	HHH-	37.00%	-	Acrjoxdg	3mSw	-	-	335	3cEq+335	-	-

Tranche Comments

F: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144Q/Eoh Q; R: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144N/Akw N; M: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144K/Yqs T; U1: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144E/Fyp B; E2: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144Q/Xye W; N: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144T/Aqn E; N: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144T/Bue M; Gqnure: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144F/Kar N;

Deal Comments

Vkm Ohjj Nxezkey 1.5

Risk Retention

FD/DT - Xhn

Pricing Speed

20 VNJ

Reinvestment Period (YRS)

2.1

Reinvestment Period End Date

Jan 5, 2016

WAL Test Period (YRS)

1.7