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
T2	CEH	5.700	6.20	-	BBB-	III-	97.28%	-	Zbtydqwt	3wAm	-	-	450	3jFc+450	-	-
H	ONL	89.000	5.30	-	R-	Y-	7.60%	-	Pcxkrhny	3wKe	875e	-	841	3rIc+841	-	-
Q	GOX	57.000	1.70	-	F	M	18.10%	-	Svyjiaic	3jAd	230-240	-	240	3cVy+240	-	-
Z1	CGK	42.000	7.60	-	EEE-	PPP-	64.00%	-	Ibvymkou	3aYq	-	-	335	3eMx+335	-	-
X	DMX	373.000	4.20	-	III	EEE	65.30%	-	Ofhokaas	3xBn	-	-	138	3mAg+138	-	-
Q	LBH	59.000	6.30	-	EE	XX	83.00%	-	Oquwlmyk	3tPu	-	-	190	3fTl+190	-	-
I	LXB	66.300	6.50	-	WW-	VV-	7.80%	-	Rhlfxllp	3kLc	600f	-	590	3mOw+590	-	-
Belgiy	HQW	53.900	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144T/Jfb C; Q: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144A/Ncg Y; Q: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144Z/Lce A; Z1: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144Q/Iaq G; T2: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144C/Ien R; I: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144E/Pzk L; H: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144P/Bku H; Belgiy: First Pay: 2026-01-15; Redemption: 2026-12-30; Registration: 144W/Lsc U;

Deal Comments

Lgh Qkgg Vxafgyn 1.5

Risk Retention

ID/DK - Pnn

Pricing Speed

20 JFY

Reinvestment Period (YRS)

5.7

Reinvestment Period End Date

Mar 22, 2016

WAL Test Period (YRS)

2.3