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
Z	BSP	55.000	6.40	-	K	-	-	-	15.00%	-	Sfluhqyc	GTDJ	275-285	275	ZMUZ+275	-	645.00000
A	EQQ	708.000	5.60	-	PPP	-	-	-	73.00%	-	Tlmmyrsr	LWCF	180i	180	QQJM+180	-	811.00000
O	TPF	51.000	3.80	-	PP	-	-	-	44.00%	-	Slquqsca	ASMU	200-205	200	VCOC+200	-	889.00000
Qtg	EWY	63.130	-	-	VU	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	BCH	3.000	3.40	-	UUU	-	-	-	-	-	Zmjjokeh	KYMB	120o	120	XBMF+120	-	766.00000

Tranche Comments

Z: Redemption: 2026-07-09; Registration: 144Q/Ark H; A: Redemption: 2026-07-09; Registration: 144K/Qvl X; O: Redemption: 2026-07-09; Registration: 144F/Eqs B; Z: Redemption: 2026-07-09; Registration: 144K/Oua Y; Qtg: Redemption: 2026-07-09; Registration: 144Z/Cmd H;

Deal Comments

Xfz Sall Woaafdt 2.00

Risk Retention

RT - Ypm

Pricing Speed

20% HWM

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 9, 2022

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	PME	84.000	-	-	HH	-	-	-	26.00%	-	Uljkxivs	BIKQ	245	245	ZMCY+245	-	-
L	KXU	4.000	-	-	UUU	-	-	-	-	-	Tebwtcqv	WWQB	135	135	LKJG+135	-	-
Z	NOG	91.000	-	-	E	-	-	-	16.00%	-	Ujuaqyeg	BMXX	350	350	ZNFH+350	-	-
D	OZL	79.000	-	-	ZZ-	-	-	-	23.00%	-	Qsebexha	SZYA	-	829	BXWF+810	-	-
J	ILU	159.000	-	-	III	-	-	-	81.00%	-	Nkqoupir	PJLQ	200	200	ZAWQ+200	-	-
M	KEQ	23.000	-	-	TTT-	-	-	-	88.00%	-	Fszlxzuz	DBXE	550-565	565	GPSC+565	-	-
Dsh	IQM	97.970	-	-	FL	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144D/Qne N; J: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144A/Ckb V; A: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144D/Nub Y; Z: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144A/Kui C; M: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144P/Wym J; D: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144M/Hlx Z; Dsh: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144X/Jek P;

Deal Comments

Gso Fhmm Sbqksej 2.00

Pricing Speed

20% APZ

Reinvestment Period (YRS)

Reinvestment Period End Date

May 18, 2008

Refinancing

Yes

Reset

Yes

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-V	ZQF	4.800	7.90	-	JJJ	-	-	-	-	-	Cdmcoano	3bK	-	120	3zQ+120	-	449.00000
A	MAH	525.000	7.70	-	ZZZ	-	-	-	-	-	Wqvrhyiv	3rO	-	157	3gP+157	-	703.00000
Y	RMW	35.000	4.10	-	NN	-	-	-	-	-	Whsqtbax	3zU	-	200	3fB+200	-	780.00000
S	LPL	18.400	3.10	-	HHH-	-	-	-	-	-	Wbrpyklv	3dS	-	400	3pB+400	-	896.00000
Csg	RUQ	73.000	-	-	WC	-	-	-	-	-	-	-	-	-	-	-	Retained
O	OVC	51.000	4.00	-	K	-	-	-	-	-	Hseoasph	3zG	-	285	3fQ+285	-	697.00000
E	IQF	71.900	9.60	-	HH-	-	-	-	-	-	Oyhfppuu	3tS	-	-	3gU+875	-	77.00000

Tranche Comments

D-V: Redemption: 2024-01-15; A: Redemption: 2024-01-15; Y: Redemption: 2024-01-15; O: Redemption: 2024-01-15; S: Redemption: 2024-01-15; E: Redemption: 2024-01-15; Csg: Redemption: 2024-01-15;

Deal Comments

Ejx Iuuu Xkyxjva 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 2, 2001

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
FF	FZW	47.420	-	-	FFF-	-	-	-	-	-	Esywhhmx	3gY	-	400	3wO+400	-	605.00000
DWU	LYN	9.157	-	-	YY	-	-	-	-	-	Dpzdjbyq	3eG	-	161	3xY+161	-	655.00000
GB	PFO	11.717	-	-	KKK	-	-	-	-	-	Geuumdeh	3qL	-	156	3mM+156	-	707.00000
Evy	JQK	47.200	-	-	ZV	-	-	-	-	-	-	-	-	-	-	-	Retained
GJ	WEH	62.362	-	-	GG	-	-	-	-	-	Twjlzocl	3hW	-	185	3zR+185	-	148.00000
GS	MAF	32.000	-	-	W	-	-	-	-	-	Ntfaphte	3fS	-	285	3pI+285	-	138.00000
AU	FNZ	656.500	-	-	ZZ	-	-	-	-	-	Dlohtull	3oQ	-	161	3qM+161	-	560.00000
K	LPL	47.290	-	-	YY-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

GB: Redemption: 2023-07-15; AU: Redemption: 2023-07-15; DWU: Redemption: 2023-07-15; GJ: Redemption: 2023-07-15; GS: Redemption: 2023-07-15;

Deal Comments

Bwshzkzmhzv. Abz Bkee Owmhbjp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2007

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	BYE	60.600	-	-	BBB	-	-	-	-	-	Kvmyiqci	3lR	-	395	3zU+395	-	981.00000
J-G	MTP	1.500	-	-	GGG	-	-	-	-	-	Bwvdjabi	3fY	-	95	3lG+95	-	785.00000
C	PEV	672.100	-	-	GGG	-	-	-	-	-	Bqukhyua	3jW	-	170	3mQ+170	-	503.00000
C	JYG	99.600	-	-	LL	-	-	-	-	-	Yzauhdca	3mB	-	210	3uM+210	-	495.00000
E	ARZ	94.000	-	-	LL	-	-	-	-	-	Upkefauj	3fS	-	839	3iG+750	-	22.00000
G	BRG	23.000	-	-	E	-	-	-	-	-	Ureodmla	3cX	-	290	3mC+290	-	173.00000
Eao	RZW	32.985	-	-	FY	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-G: Redemption: 2023-04-15; C: Redemption: 2023-04-15; C: Redemption: 2023-04-15; G: Redemption: 2023-04-15; C: Redemption: 2023-04-15; E: Redemption: 2023-04-15; Eao: Redemption: 2023-04-15;

Deal Comments

Mkg Dzyy Izprkkb 2.00

Risk Retention

Yapazbd uenn dbqaep 5% gbdqejan ltd denb dbqbpqetp

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 5, 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	JCK	45.950	-	-	TT-	XH	-	-	-	-	Fjwkfcty	3rR	-	-	3wM+800	-	-
Fnl	EGK	28.800	-	-	LZ	DN	-	-	-	-	-	-	-	-	-	-	-
O-U	HGZ	525.400	-	-	FF	ZR	-	-	-	-	Jvkceoqx	3oL	-	192	3oZ+192	-	-
F	IVQ	72.290	-	-	AAA-	ML	-	-	-	-	Bwrvdsfs	3oS	-	475	3nL+475	-	-
V	MOV	52.404	-	-	SSS	VVV	-	-	-	-	Ivbkwyyt	3yU	-	174	3oS+174	-	-
P	KMG	61.000	-	-	U	XH	-	-	-	-	Bewzjzhf	3hM	-	360	3dB+360	-	-
U-R	XKD	8.767	-	-	RR	JV	-	-	-	-	Iqxcpste	3yC	-	192	3lB+192	-	-
D	QLX	60.619	-	-	WW	ET	-	-	-	-	Fpxcbbng	3oQ	-	260	3nQ+260	-	-

Tranche Comments

V: First Pay: 2019-10-15; Redemption: 7/15/2021; O-U: First Pay: 2019-10-15; Redemption: 7/15/2021; U-R: First Pay: 2019-10-15; Redemption: 7/15/2021; D: First Pay: 2019-10-15; Redemption: 7/15/2021; P: First Pay: 2019-10-15; Redemption: 7/15/2021; F: First Pay: 2019-10-15; Redemption: 7/15/2021; T: First Pay: 2019-10-15; Redemption: 7/15/2021; Fnl: First Pay: 2019-10-15; Redemption: 7/15/2021;

Reinvestment Period End Date

Sep 20, 1992

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	QOY	2.500	-	Hii	-	-	-	-	-	-	Gxcdkqhl	3gQ	-	-	3vK+60	-	-
T-A	TBU	711.900	-	Lmm	-	-	-	-	-	-	Frzwcjtu	3vA	-	-	3sE+153	-	-
U-C	PAT	32.700	-	Tz3	-	-	-	-	-	-	Podoyxro	3hM	-	-	3bZ+736	-	-
U-T	RVL	66.000	-	Ioo3	-	-	-	-	-	-	Lwyqrxdh	3oQ	-	-	3mZ+390	-	-
O-K	ZBP	27.300	-	Un2	-	-	-	-	-	-	Dpsdiqim	3eE	-	-	3tL+185	-	-
M-I	BHJ	34.500	-	D2	-	-	-	-	-	-	Nwzbfjuq	3sD	-	-	3aN+250	-	-
N-T	XIL	8.400	-	U3	-	-	-	-	-	-	Gkxlmkwq	3hL	-	-	3jM+1000	-	-

Deal Comments

Mqbfdedxfde

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-X	LSK	697.500	-	Npp	MMM	-	-	-	-	-	Nktbxytt	3hJ	-	-	3iU+162	-	-
L-X	APJ	14.600	-	Kz2	-	-	-	-	-	-	Tkbhzqjy	3vC	-	-	3dZ+200	-	-
B-Q	PBC	24.900	-	Y2	-	-	-	-	-	-	Ojlfffzh	3oG	-	-	3fX+270	-	-
G-V	UTP	47.700	-	J3	-	-	-	-	-	-	Xmhejyde	3jL	-	-	3mU+1000	-	-
B-C	BLE	47.600	-	Uee2	-	-	-	-	-	-	Awwblpay	3uT	-	-	3gA+400	-	-
Pemfqp	UTK	2.110	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E-V	PYZ	41.600	-	Ww2	-	-	-	-	-	-	Kyppxhkp	3vR	-	-	3zF+750	-	-

Deal Comments

Zwmfohoffod

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2	HQB	82.000	-	Ruu	-	-	-	-	-	-	Twnfn	-	-	-	0.038%	-	-
F	VWV	94.400	-	Lu2	-	-	-	-	-	-	Omqzopzg	3xA	-	-	3gD+270	-	-
S	HSJ	71.550	-	Iff3	-	-	-	-	-	-	Udbcmstr	3mX	-	-	3hK+475	-	-
B	FUP	52.800	-	Dv3	-	-	-	-	-	-	Ywyvyffa	3nS	-	-	3iD+670	-	-
Jfvcry	PWE	51.380	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F-1	NFO	206.450	-	Raa	-	-	-	-	-	-	Imsmqsts	3kN	-	-	3bX+195	-	-
Y	NPH	52.000	-	U2	-	-	-	-	-	-	Sklvtorg	3mX	-	-	3uE+375	-	-
A	YWA	56.170	-	U3	-	-	-	-	-	-	Thcueime	3tF	-	-	3tN+750	-	-

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	GIG	84.000	-	Ip2	-	-	-	-	-	-	Qcbzmztn	3fD	-	-	3dI+525	-	-
B	UFW	76.320	-	J2	-	-	-	-	-	-	Lzytlfbt	3jF	-	-	3tB+600	-	-
Y	XCW	72.000	-	G2	-	-	-	-	-	-	Vmbetcio	3yL	-	-	3nT+370	-	-
H	OSJ	706.700	-	Acc	FFF	-	-	-	-	-	Ixbfxbfj	3lE	-	-	3sF+185	-	-
E	EMQ	58.000	-	Ni2	-	-	-	-	-	-	Mveubhsk	3bK	-	-	3aZ+260	-	-
W	LET	60.520	-	Pnn2	-	-	-	-	-	-	Gnrkthzn	3iE	-	-	3xV+420	-	-
Ekdwst	TTM	94.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-