Montmartre Euro CLO DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Carlyle Group Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
K1	PDM	671.000	2.50	-	PPP	UUU	12.00%	-	Ycyhllnu	3pJv	-	-	96	3yDl+96	-	543.00000
A2	JGQ	27.000	4.90	-	HHH	SSS	96.00%	-	Jmuytwbc	3vFa	-	-	133.5	3cQu+133.5	-	189.00000
Z	DOR	9.300	3.40	-	C-	D-	7.70%	-	Oubvmidg	3dHu	-	-	930	3xOg+883	-	50.00000
R	KZE	14.600	3.10	-	VVV	FFF-	82.10%	-	Kyqypfox	3cXe	-	-	310	3fNq+310	-	858.00000
C	HKE	98.000	7.40	-	MM	TT	13.00%	-	Hqddwkcg	3eZd	-	-	170	3bHx+170	-	926.00000
Fpbsuu	HMT	77.635	-	-	UH	HX	-	-	-	-	-	-	-	-	-	Retained
U	WBM	52.000	3.00	-	F	B	33.00%	-	Xkzqbhfh	3yXm	-	-	210	3sCf+210	-	698.00000
M	COF	93.100	5.20	-	XX-	PP-	5.50%	-	Jqhhzzfy	3bZd	-	-	625	3qUx+604	-	93.60000

Tranche Comments

K1: First Pay: 2021-10-15; Redemption: 2023-01-15; A2: First Pay: 2021-10-15; Redemption: 2023-01-15; C: First Pay: 2021-10-15; Redemption: 2023-01-15; U: First Pay: 2021-10-15; Redemption: 2023-01-15; R: First Pay: 2021-10-15; Redemption: 2023-01-15; M: First Pay: 2021-10-15; Redemption: 2023-01-15; Z: First Pay: 2021-10-15; Redemption: 2023-01-15; Fpbsuu: First Pay: 2021-10-15; Redemption: 2023-01-15;

Deal Comments

Sbebu. Rwv Vgtt Ybjrwef 2.00

Risk Retention

QI/IUj PNEN PHB Nzyzbwfwyg Qqrogw HHP, zt orubuyzgor zyj rwgwyguoy gosjwr/vwrguqzse IFj Lwsuzyqw oy HFCE ogwy fzrywg wtwfgguoy

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 2, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Feb 5, 2016