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
G	FNX	86.800	3.24	-	GGG	-	-	-	-	-	Yzpwtxzk	KHBV	105-110	-	105	GTZG+105	-	958.00000
A-KK	TXP	97.450	1.10	-	WWW-	-	-	-	56.40%	-	Yvhchlwi	UITU	385-400	-	385	SKOT+385	-	986.00000
Z-BB	QNQ	72.000	7.94	-	VV	-	-	-	62.00%	-	Fvfbjauu	GHIT	185-190	-	185	IWPU+185	-	662.00000
B-JJ	IYM	42.591	9.96	-	PP-	-	-	-	58.40%	-	Ozsrkymb	CDFL	725-750	-	750	JLLX+750	-	462.00000
M-YY	LGE	244.600	4.90	-	KKK	-	-	-	56.00%	-	Bmffylqf	QGKV	148-150	-	148	WYJA+148	-	150.00000
H-PP	JRW	53.700	3.47	-	J	-	-	-	51.00%	-	Vmmjrevy	BQHT	230-240	-	230	DHES+230	-	957.00000

Tranche Comments

G: Redemption: 2027-03-06; Registration: 144U/Wqr K; M-YY: Redemption: 2027-03-06; Registration: 144P/Wqo U; Z-BB: Redemption: 2027-03-06; Registration: 144I/Fxn K; H-PP: Redemption: 2027-03-06; Registration: 144H/Pnw F; A-KK: Redemption: 2027-03-06; Registration: 144X/Rlq K; B-JJ: Redemption: 2027-03-06; Registration: 144T/Hrh S;

Deal Comments

Gcncf. Iqy Csvv Jcntqwo 2.00

Risk Retention

LX - Axbt WL/LG - Axb

Pricing Speed

20% HEC

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2005

Refinancing

Yes