2024-8

Great Lakes CLO (GRTLK) 2024-8

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Bank of Montreal

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
O	WPC	3.000	6.60	-	AAA	-	-	-	-	-	Lkcyebez	SKYO	120z	120h	120	IOXB+120	-	367.00000
H	LWG	21.000	3.10	-	MM	-	-	-	12.00%	-	Dpzehzyd	VXTZ	215-225	200-205	200	XSNR+200	-	944.00000
D	LVR	518.000	1.10	-	YYY	-	-	-	43.00%	-	Zxekxduf	ETTK	180d	180g	180	TOBM+180	-	924.00000
Z	QUT	66.000	6.60	-	U	-	-	-	83.00%	-	Gbvrldpy	ZAVI	300-310	275-285	275	YNLF+275	-	951.00000
Ypw	WFO	37.440	-	-	ZQ	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O: Redemption: 2026-07-09; Registration: 144I/Ztv J; D: Redemption: 2026-07-09; Registration: 144T/Rzq X; H: Redemption: 2026-07-09; Registration: 144H/Ary E; Z: Redemption: 2026-07-09; Registration: 144C/Ddn B; Ypw: Redemption: 2026-07-09; Registration: 144G/Xlw W;

Deal Comments

Akm Ckoo Xwmukue 2.00

Risk Retention

SZ - Elx

Pricing Speed

20% QJU

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2019