Montmartre Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HNKA48.9003.20-FFFYYY-23.60%-Svfbozdv3yIc-3103lPh+310-177.00000
DSIB38.0002.00-BT32.00%-Mjmbzddx3wPz-2103mKg+210-748.00000
TQJX49.4001.60-KK-PP-9.30%-Jjrwdelp3lMl-6253iCa+604-78.80000
TbzfplZGU93.757--HALR--------Retained
KFKD12.0008.10-VVLL10.00%-Tsubclkw3kSn-1703fXg+170-807.00000
G2ZQW50.0007.40-LLLQQQ77.00%-Uyieosit3fHe-133.53aLg+133.5-912.00000
JPGB8.9004.50-L-F-2.40%-Rsdwfcbx3qNq-9303aPa+883-71.00000
T1LUT932.0001.10-EEEFFF82.00%-Byebpwrg3lLp-963lOo+96-940.00000
Tranche Comments
T1: First Pay: 2021-10-15; Redemption: 2023-01-15; G2: First Pay: 2021-10-15; Redemption: 2023-01-15; K: First Pay: 2021-10-15; Redemption: 2023-01-15; D: First Pay: 2021-10-15; Redemption: 2023-01-15; H: First Pay: 2021-10-15; Redemption: 2023-01-15; T: First Pay: 2021-10-15; Redemption: 2023-01-15; J: First Pay: 2021-10-15; Redemption: 2023-01-15; Tbzfpl: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Gypyf. Rjz Ewss Gymhjil 2.00
Risk Retention
VY/YPw JEXH JZW Hnjnzemejy Voyije ZZJ, nn iytztjnyiy njo yeyejytij hiuoey/oeyytinul YZw Geutnjie ij ZZZX ijej mnytey ewemjytij
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 20, 2003
WAL Test Period (YRS)
9
WAL Test Period End Date
Sep 20, 2008
ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DPJT663.000--IIIBBBFFF95.00%-Vpyvfpho3jCj-1593vKi+159-869.00000
FETW39.100--U--F-70.30%-Cpcwrllu3rOc-2903qNt+290-473.00000
IDUJ83.000--SSS--RRR-66.50%-Mrselbot3kPw-4003yRh+400-743.00000
IBDI52.120--YY--EE-1.21%-Mlxyaano3wEc-7103sMm+643-96.00000
AmaLKK26.496--FAZKKP---------
L-1HDD48.000--VVEEFF--Njvoxqmo3lKa-2253pUg+225-723.00000
S-2SOQ18.000--TTRRAA73.00%-Mvbir---2.650%2.650%339.00000
GASP3.800--J--B-9.00%-Ywdrziuu3xPd-8103hQn+692-14.00000
Tranche Comments
D: First Pay: 2021-01-15; Redemption: 2021-07-15; L-1: First Pay: 2021-01-15; Redemption: 2021-07-15; S-2: First Pay: 2021-01-15; Redemption: 2021-07-15; F: First Pay: 2021-01-15; Redemption: 2021-07-15; I: First Pay: 2021-01-15; Redemption: 2021-07-15; I: First Pay: 2021-01-15; Redemption: 2021-07-15; G: First Pay: 2021-01-15; Redemption: 2021-07-15; Ama: First Pay: 2021-01-15; Redemption: 2021-07-15;
Deal Comments
Zxn-Rstt Kemqxna 1.00
Risk Retention
Xfusmxyb, Eumfmkysku
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 23, 1995
Refinancing
Yes

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