2019-1(R)

Great Lakes CLO (GRTLK) 2019-1(R)

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
V-ZZ	PZQ	13.000	6.92	-	XX	-	-	-	30.00%	-	Horojdif	JVSM	185-190	-	185	ZJJC+185	-	996.00000
U-FF	ZAW	74.300	6.20	-	L	-	-	-	16.00%	-	Lazsajah	HZFR	230-240	-	230	TPSW+230	-	910.00000
N	PHI	35.600	2.43	-	ZZZ	-	-	-	-	-	Cfqldtal	SDMB	105-110	-	105	QEGR+105	-	726.00000
L-HH	FCC	31.870	1.66	-	AAA-	-	-	-	67.70%	-	Vkjdxezm	UQHV	385-400	-	385	ZJPP+385	-	269.00000
W-QQ	RJC	935.400	1.70	-	PPP	-	-	-	28.00%	-	Oshaedyy	NEPM	148-150	-	148	ZXTD+148	-	867.00000
M-KK	BCN	86.870	7.88	-	RR-	-	-	-	29.90%	-	Tzxumhdz	CTKJ	725-750	-	750	WZBP+750	-	930.00000

Tranche Comments

N: Redemption: 2027-03-06; Registration: 144V/Lqp K; W-QQ: Redemption: 2027-03-06; Registration: 144Y/Nvj N; V-ZZ: Redemption: 2027-03-06; Registration: 144P/Uhp F; U-FF: Redemption: 2027-03-06; Registration: 144G/Opi M; L-HH: Redemption: 2027-03-06; Registration: 144V/Hle Y; M-KK: Redemption: 2027-03-06; Registration: 144Y/Iad O;

Deal Comments

Hhmhj. Wsn Naxx Bhcnsrw 2.00

Risk Retention

DR - Spma FD/DX - Spm

Pricing Speed

20% HJV

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 22, 2009