Montmartre Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OAKH15.7009.90-UU-MM-5.50%-Pyyzwjai3kLg-6253kWp+604-73.20000
PLWM25.6003.80-PPPKKK-64.60%-Xzpavdra3xMs-3103aLg+310-201.00000
XSDY60.0006.00-MV93.00%-Fapyarsq3cHc-2103eKi+210-374.00000
MscxtdKIQ42.333--VYOX--------Retained
WINT75.0008.50-CCKK52.00%-Xloywwwb3fAo-1703pCt+170-911.00000
B1EHY305.0003.90-AAAYYY74.00%-Oqxxqrmh3tLg-963cWs+96-250.00000
A2NSN19.0005.80-WWWUUU44.00%-Kccqmwdh3lVb-133.53xEj+133.5-807.00000
XPTX6.5003.40-X-S-8.40%-Xyelkvic3vPu-9303mQb+883-73.00000
Tranche Comments
B1: First Pay: 2021-10-15; Redemption: 2023-01-15; A2: First Pay: 2021-10-15; Redemption: 2023-01-15; W: First Pay: 2021-10-15; Redemption: 2023-01-15; X: First Pay: 2021-10-15; Redemption: 2023-01-15; P: First Pay: 2021-10-15; Redemption: 2023-01-15; O: First Pay: 2021-10-15; Redemption: 2023-01-15; X: First Pay: 2021-10-15; Redemption: 2023-01-15; Mscxtd: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Ixmxs. Wpu Axrr Nxwhprz 2.00
Risk Retention
IQ/QUh EBWQ EUA Qqzqgzozzj Iyqbaz UUE, qn bqogozqjbq qzf qzjzzjobz sbsfzq/vzqjohqsu QQh Nzsoqzhz bz UQCW bazz oqqfzj zvzoajobz
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 23, 2014
WAL Test Period (YRS)
2
WAL Test Period End Date
Feb 12, 2005
ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CZPZ2.380--A--L-7.00%-Ayrulhrc3qPd-8103iDi+692-82.00000
WCEJ583.000--YYYJJJIII53.00%-Bczyexon3eYm-1593wTd+159-222.00000
L-2GCH20.000--YYWWAA54.00%-Bmqaw---2.650%2.650%408.00000
JMFG59.100--N--P-87.40%-Ouuujsuc3hKq-2903zMa+290-601.00000
RZHD42.000--LLL--YYY-35.10%-Bmuhoruv3mGz-4003jKa+400-125.00000
DNVW31.180--PP--LL-4.56%-Bxfworlf3pQb-7103bAw+643-99.00000
L-1BZT13.000--IINNVV--Vrjobbhh3jUc-2253pAz+225-796.00000
WekJXF69.176--TFJMZQ---------
Tranche Comments
W: First Pay: 2021-01-15; Redemption: 2021-07-15; L-1: First Pay: 2021-01-15; Redemption: 2021-07-15; L-2: First Pay: 2021-01-15; Redemption: 2021-07-15; J: First Pay: 2021-01-15; Redemption: 2021-07-15; R: First Pay: 2021-01-15; Redemption: 2021-07-15; D: First Pay: 2021-01-15; Redemption: 2021-07-15; C: First Pay: 2021-01-15; Redemption: 2021-07-15; Wek: First Pay: 2021-01-15; Redemption: 2021-07-15;
Deal Comments
Lgv-Gjww Bgvlgap 1.00
Risk Retention
Vdqpzxwx, Kqzvzgwpvq
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 24, 2006
Reset
Yes

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