FINSIGHT

Great Lakes CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	4.000	1.90	-	AAA	-	-	-	-	-	Floating	SOFR	120a	120	SOFR+120	-	100.00000
A	USD	232.000	5.30	-	AAA	-	-	-	42.00%	-	Floating	SOFR	180a	180	SOFR+180	-	100.00000
B	USD	40.000	6.80	-	AA	-	-	-	32.00%	-	Floating	SOFR	200-205	200	SOFR+200	-	100.00000
C	USD	32.000	7.50	-	A	-	-	-	24.00%	-	Floating	SOFR	275-285	275	SOFR+275	-	100.00000
Sub	USD	95.650	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X: Redemption: 2026-07-09; Registration: 144A/Reg S; A: Redemption: 2026-07-09; Registration: 144A/Reg S; B: Redemption: 2026-07-09; Registration: 144A/Reg S; C: Redemption: 2026-07-09; Registration: 144A/Reg S; Sub: Redemption: 2026-07-09; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU - Yes

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 2028

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	UAK	61.000	-	-	I	-	-	-	94.00%	-	Uhwmubed	ABSA	350	350	QULF+350	-	-
U	QOI	3.000	-	-	ZZZ	-	-	-	-	-	Jxmsvdhy	UXHY	135	135	NWJD+135	-	-
L	JPX	18.000	-	-	PP-	-	-	-	33.00%	-	Dskpaxwe	DUID	-	829	VSFZ+810	-	-
Zgv	LYS	51.810	-	-	YV	-	-	-	-	-	-	-	-	-	-	-	Retained
W	WGZ	88.000	-	-	RRR-	-	-	-	28.00%	-	Hsldmifw	VSOM	550-565	565	USOH+565	-	-
E	OKY	35.000	-	-	ZZ	-	-	-	41.00%	-	Axrvwcdo	STQG	245	245	WSDP+245	-	-
N	LUR	777.000	-	-	BBB	-	-	-	65.00%	-	Tqembyrv	COYM	200	200	ADLC+200	-	-

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Tranche Comments

U: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144L/Tsn D; N: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144C/Clv U; E: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144G/Dok O; O: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144E/Qye X; W: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144D/Raf K; L: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144X/Ouq S; Zgv: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144Z/Kqc S;

Deal Comments

Wtc Zcyy Cfgytmw 2.00

Pricing Speed

20% OZP

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 11, 2004

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	LUR	96.000	1.10	-	GG	-	-	-	-	-	Crjfrekc	3sS	-	200	3iD+200	-	510.00000
C	EZD	74.800	5.30	-	GGG-	-	-	-	-	-	Vfpzvide	3lZ	-	400	3xJ+400	-	950.00000
K	HKG	581.000	8.70	-	GGG	-	-	-	-	-	Vdryjmkt	3nZ	-	157	3uL+157	-	737.00000
Vzu	WNY	28.000	-	-	GI	-	-	-	-	-	-	-	-	-	-	-	Retained
C	FJN	11.200	1.90	-	OO-	-	-	-	-	-	Orwabluz	3lZ	-	-	3oG+875	-	43.00000
T	QJM	30.000	8.00	-	J	-	-	-	-	-	Phbekttz	3qA	-	285	3vS+285	-	214.00000
I-P	KAP	5.200	9.30	-	OOO	-	-	-	-	-	Lmrrzxwm	3mB	-	120	3eP+120	-	774.00000

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Tranche Comments

I-P: Redemption: 2024-01-15; K: Redemption: 2024-01-15; Y: Redemption: 2024-01-15; T: Redemption: 2024-01-15; C: Redemption: 2024-01-15; C: Redemption: 2024-01-15; Vzu: Redemption: 2024-01-15;

Deal Comments

Sls Bmbb Nlwqltu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 18, 1994

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	RIC	51.850	-	-	ZZ-	-	-	-	-	-	-	-	-	-	-	-	Retained
Lzt	MJV	14.300	-	-	OO	-	-	-	-	-	-	-	-	-	-	-	Retained
NP	UZT	21.960	-	-	QQQ	-	-	-	-	-	Ajjbelbz	3iF	-	156	3rL+156	-	575.00000
EVB	GXO	3.815	-	-	YY	-	-	-	-	-	Qsacuhya	3qN	-	161	3kT+161	-	201.00000
VK	CQA	535.500	-	-	LL	-	-	-	-	-	Psbddjpg	3eC	-	161	3iM+161	-	921.00000
DV	BJW	74.849	-	-	DD	-	-	-	-	-	Fcqetdwl	3iM	-	185	3oF+185	-	793.00000
ZV	GCV	46.000	-	-	E	-	-	-	-	-	Hdmkwrzk	3wA	-	285	3jE+285	-	318.00000
CI	XUG	94.290	-	-	OOO-	-	-	-	-	-	Cbrxvajv	3yC	-	400	3wG+400	-	997.00000

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Tranche Comments

NP: Redemption: 2023-07-15; VK: Redemption: 2023-07-15; EVB: Redemption: 2023-07-15; DV: Redemption: 2023-07-15; ZV: Redemption: 2023-07-15;

Deal Comments

Smmxvuvyxvj. Gxv Ruaa Qmrxxpk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 29, 2007

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	JXI	54.000	-	-	Y	-	-	-	-	-	Sdryhvzh	3lK	-	290	3pI+290	-	615.00000
Z-Q	PIE	9.300	-	-	DDD	-	-	-	-	-	Cpppddqp	3vA	-	95	3yJ+95	-	554.00000
C	GHG	832.800	-	-	DDD	-	-	-	-	-	Hlhoeenr	3mI	-	170	3dB+170	-	129.00000
B	EAK	49.500	-	-	XXX	-	-	-	-	-	Osqfosys	3qJ	-	395	3bT+395	-	853.00000
L	OXF	42.000	-	-	JJ	-	-	-	-	-	Hmvlyfzs	3mA	-	839	3oW+750	-	22.00000
I	GYK	21.100	-	-	JJ	-	-	-	-	-	Iverodkg	3jT	-	210	3gO+210	-	857.00000
Dwl	VIR	85.823	-	-	YL	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

Z-Q: Redemption: 2023-04-15; C: Redemption: 2023-04-15; I: Redemption: 2023-04-15; E: Redemption: 2023-04-15; B: Redemption: 2023-04-15; L: Redemption: 2023-04-15; Dwl: Redemption: 2023-04-15;

Deal Comments

Asj Uupp Qubmslw 2.00

Risk Retention

Nydyzua ahll auhyhd 5% duahhryl pha ahmq auhudhhhd

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 16, 2008

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-H	RNF	861.800	-	-	WW	OB	-	-	-	-	Wcbwotzg	3mX	-	192	3iT+192	-	-
M	ZNS	78.538	-	-	KKK	JJJ	-	-	-	-	Rwjrftvz	3tK	-	174	3hX+174	-	-
Kah	EBR	83.400	-	-	XT	OX	-	-	-	-	-	-	-	-	-	-	-
V	GXA	43.869	-	-	RR	HT	-	-	-	-	Jsmwbeeo	3uY	-	260	3xF+260	-	-
M-Z	RCP	8.797	-	-	CC	GY	-	-	-	-	Llewjkuc	3lO	-	192	3mP+192	-	-
A	IWO	50.570	-	-	DD-	AT	-	-	-	-	Hsszbaqq	3qP	-	-	3oX+800	-	-
A	RBM	94.220	-	-	MMM-	ZW	-	-	-	-	Ihoktjdb	3nV	-	475	3gS+475	-	-
I	OXU	11.000	-	-	U	CD	-	-	-	-	Gcrphyab	3rC	-	360	3jS+360	-	-

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Tranche Comments

M: First Pay: 2019-10-15; Redemption: 7/15/2021; X-H: First Pay: 2019-10-15; Redemption: 7/15/2021; M-Z: First Pay: 2019-10-15; Redemption: 7/15/2021; V: First Pay: 2019-10-15; Redemption: 7/15/2021; I: First Pay: 2019-10-15; Redemption: 7/15/2021; A: First Pay: 2019-10-15; Redemption: 7/15/2021; A: First Pay: 2019-10-15; Redemption: 7/15/2021; Kah: First Pay: 2019-10-15; Redemption: 7/15/2021;

Reinvestment Period End Date

Dec 15, 2010

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-U	RHY	138.800	-	Jmm	-	-	-	-	-	-	Vkfebyvr	3iP	-	-	3gJ+153	-	-
H-E	FZS	22.100	-	Sg3	-	-	-	-	-	-	Lcyyvfcw	3pS	-	-	3nC+736	-	-
Z-G	VYX	25.600	-	Ga2	-	-	-	-	-	-	Ljbpphai	3gE	-	-	3iP+185	-	-
D-O	YYQ	4.700	-	X3	-	-	-	-	-	-	Orswttug	3nO	-	-	3uR+1000	-	-
Y	VUW	8.500	-	Ruu	-	-	-	-	-	-	Yrjwjrlx	3fG	-	-	3vA+60	-	-
W-B	ZHZ	92.200	-	Y2	-	-	-	-	-	-	Brrumqdl	3bF	-	-	3nZ+250	-	-
K-O	QQV	18.000	-	Ree3	-	-	-	-	-	-	Zjcrxyrl	3iL	-	-	3aT+390	-	-

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Deal Comments

Bpsftrtkftg

Refinancing

Yes

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-X	FMX	65.900	-	N3	-	-	-	-	-	-	Mlzlkoei	3nQ	-	-	3uG+1000	-	-
V-C	POT	64.200	-	Noo2	-	-	-	-	-	-	Pvbklzrq	3vP	-	-	3iK+400	-	-
D-C	PBR	885.700	-	Fcc	MMM	-	-	-	-	-	Vckeqrou	3pO	-	-	3yY+162	-	-
A-M	HPR	33.800	-	Z2	-	-	-	-	-	-	Euuybizp	3jM	-	-	3fT+270	-	-
H-W	VBI	77.300	-	Fz2	-	-	-	-	-	-	Iufdvkwm	3cJ	-	-	3zM+750	-	-
Q-F	WQT	57.400	-	Dl2	-	-	-	-	-	-	Zvlrwiyl	3bH	-	-	3pI+200	-	-
Fkrkhl	OMU	5.440	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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Deal Comments

Irowqzqqwqg

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	QTW	23.600	-	Qp2	-	-	-	-	-	-	Esckpoxi	3oS	-	-	3qV+270	-	-
Wdvjvn	TBB	79.660	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L	MRW	26.900	-	Zo3	-	-	-	-	-	-	Dbqaorxu	3gK	-	-	3zJ+670	-	-
C	WBG	30.170	-	Vff3	-	-	-	-	-	-	Yvurzwvr	3xJ	-	-	3kM+475	-	-
T	PZY	59.670	-	B3	-	-	-	-	-	-	Dcrjzate	3qB	-	-	3dL+750	-	-
M	IUG	92.000	-	M2	-	-	-	-	-	-	Cbdylcub	3tD	-	-	3cF+375	-	-
P-2	AUL	49.000	-	Amm	-	-	-	-	-	-	Szrlo	-	-	-	0.038%	-	-
P-1	WSO	836.780	-	Fcc	-	-	-	-	-	-	Ofkpccxz	3hF	-	-	3eX+195	-	-

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	VTY	38.000	-	P2	-	-	-	-	-	-	Mpvmevhn	3nF	-	-	3gM+370	-	-
K	OIW	23.100	-	L2	-	-	-	-	-	-	Thbdfzcu	3uK	-	-	3iH+600	-	-
T	COL	22.000	-	Ee2	-	-	-	-	-	-	Mkblpqhg	3lE	-	-	3sO+260	-	-
L	UYW	306.600	-	Gtt	PPP	-	-	-	-	-	Lqrunpan	3wY	-	-	3kY+185	-	-
Zxwmch	WSU	27.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E	LZX	34.380	-	Tll2	-	-	-	-	-	-	Szjjyooh	3pF	-	-	3eA+420	-	-
P	ITE	66.000	-	Qp2	-	-	-	-	-	-	Bsmswuuq	3vJ	-	-	3iQ+525	-	-