2021-6(R)

Great Lakes CLO (GRTLK) 2021-6(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
A-2Z	QEG	93.370	4.30	-	XXX	-	-	-	57.00%	-	Rrcnqlin	BQPC	185f	195n	195	CPCK+195	-	718.00000
J-1PV	QIB	397.000	9.31	-	GGG	-	-	-	13.00%	-	Heehrptq	IIUQ	-	-	155	DIWS+155	-	328.00000
L-G	IXN	40.900	5.92	-	QQQ	-	-	-	-	-	Zuodaqlq	BKJK	110m	110p	110	EXZH+110	-	500.00000
G-I	NZM	56.320	3.41	-	III-	-	-	-	47.00%	-	Ssjcxbzh	EBAR	400d	485y	485	GWOR+485	-	502.00000
V-E	HPR	33.140	9.70	-	X	-	-	-	96.00%	-	Mldhulwt	MYCG	250k	290y	340	BOUH+340	-	952.00000
M-1R	VIO	12.328	8.40	-	XXX	-	-	-	71.00%	-	Yeljbrbl	XASO	-	-	155	PWOM+155	-	555.00000
D-G	JII	18.760	9.87	-	UU	-	-	-	38.00%	-	Kivrzcdi	IWYX	200u	225d	225	EMKG+225	-	193.00000
Z-V	ZUH	11.400	2.56	-	WW-	-	-	-	58.40%	-	Ybxaquby	IMAQ	800	800	800	YKIE+782	-	25.00000

Tranche Comments

L-G: Redemption: 2027-07-15; Registration: 144K/Yuk P; Comments: Pqe-Ppvsez; M-1R: Redemption: 2027-07-15; Registration: 144N/Yuc B; J-1PV: Redemption: 2027-07-15; Registration: 144N/Tas S; A-2Z: Redemption: 2027-07-15; Registration: 144C/Mfp R; D-G: Redemption: 2027-07-15; Registration: 144D/Joy H; V-E: Redemption: 2027-07-15; Registration: 144K/Onw D; G-I: Redemption: 2027-07-15; Registration: 144O/Lav V; Z-V: Redemption: 2027-07-15; Registration: 144Z/Dtk P;

Deal Comments

Bucue. Uhv Iqoo Zuuahyw 2.25

Pricing Speed

20% VJX

Reinvestment Period (YRS)

4.62

Reinvestment Period End Date

Sep 27, 2010