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
H-Q	GZS	66.840	5.44	-	VVV-	-	-	-	82.00%	-	Dqlmvktt	MKAU	485m	485	DZGP+485	-	893.00000
Q-V	WFN	82.200	1.36	-	HH-	-	-	-	52.80%	-	Ahxbyqyg	PTUF	800	800	TIAV+782	-	21.00000
L-J	ANH	48.170	4.31	-	WW	-	-	-	69.00%	-	Avylfpbj	CBUU	225q	225	QMOC+225	-	147.00000
A-A	WCC	35.260	6.30	-	Y	-	-	-	17.00%	-	Rrslzfqs	VNPN	290i	340	SKHU+340	-	282.00000
X-N	NII	95.200	2.10	-	DDD	-	-	-	-	-	Clkrpdxu	PSEP	110s	110	ETTK+110	-	200.00000
J-2P	VMK	34.565	8.22	-	BBB	-	-	-	69.00%	-	Mlrudjfa	XJMS	195o	195	DYHA+195	-	129.00000
L-1I	AOF	15.679	8.87	-	KKK	-	-	-	79.00%	-	Bejqaqvj	DEMO	-	155	PVEY+155	-	787.00000
U-1PD	ITT	292.000	6.12	-	XXX	-	-	-	33.00%	-	Fucwdynj	IBKC	-	155	CZIS+155	-	496.00000

Tranche Comments

X-N: Redemption: 2027-07-15; Registration: 144J/Pqc A; Comments: Pif-Psbofo; L-1I: Redemption: 2027-07-15; Registration: 144P/Lvx M; U-1PD: Redemption: 2027-07-15; Registration: 144K/Awg P; J-2P: Redemption: 2027-07-15; Registration: 144X/Mag F; L-J: Redemption: 2027-07-15; Registration: 144D/Toj P; A-A: Redemption: 2027-07-15; Registration: 144H/Qju P; H-Q: Redemption: 2027-07-15; Registration: 144M/Xaq R; Q-V: Redemption: 2027-07-15; Registration: 144K/Lzj F;

Deal Comments

Bybyt. Lzc Iejj Myezzux 2.25

Pricing Speed

20% JFU

Reinvestment Period (YRS)

7.74

Reinvestment Period End Date

Apr 3, 2016

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-SS	KBQ	84.000	1.11	-	JJ	-	-	-	99.00%	-	Bfsmfdkq	BIWF	-	185	KWOW+185	-	879.00000
T-OO	TKZ	14.890	6.18	-	PPP-	-	-	-	95.60%	-	Qxzwjitl	CCQY	-	385	CWGX+385	-	244.00000
V-NN	HZY	863.700	8.40	-	VVV	-	-	-	77.00%	-	Iwhjbmyd	UOLP	-	148	IGUM+148	-	533.00000
F	VLW	74.800	6.91	-	VVV	-	-	-	-	-	Nvxoxvje	VEYU	-	105	IVVS+105	-	739.00000
K-ZZ	YGI	27.887	5.37	-	ZZ-	-	-	-	26.50%	-	Vypqrkcq	SMYK	-	750	ECNX+750	-	199.00000
S-SS	CFF	40.700	4.14	-	I	-	-	-	62.00%	-	Utyosqtd	BAIX	-	230	ELNA+230	-	884.00000

Tranche Comments

F: Redemption: 2027-03-06; Registration: 144C/Fdw Z; V-NN: Redemption: 2027-03-06; Registration: 144I/Qbj I; U-SS: Redemption: 2027-03-06; Registration: 144G/Fmh H; S-SS: Redemption: 2027-03-06; Registration: 144C/Ooo D; T-OO: Redemption: 2027-03-06; Registration: 144X/Cbi C; K-ZZ: Redemption: 2027-03-06; Registration: 144F/Tvz Q;

Deal Comments

Eqxqe. Oqc Demm Tqumqsk 2.00

Risk Retention

NY - Wthw NN/NY - Wth

Pricing Speed

20% TOU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 9, 2024

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
Pak	HEI	89.200	-	-	PV	-	-	-	-	-	-	-	-	-	-	-	Retained
N	NLE	74.000	7.20	-	VV	-	-	-	57.00%	-	Fpcaysvt	EJEG	200-205	200	QDUR+200	-	299.00000
T	VHM	77.000	2.40	-	N	-	-	-	65.00%	-	Myrxbfme	HNBN	275-285	275	FBVF+275	-	452.00000
I	FSG	891.000	7.90	-	KKK	-	-	-	40.00%	-	Srjoehyv	JDIU	180l	180	MOHE+180	-	190.00000
X	ECL	9.000	6.70	-	WWW	-	-	-	-	-	Dlfywxne	UHOS	120g	120	DHIA+120	-	663.00000

Tranche Comments

X: Redemption: 2026-07-09; Registration: 144J/Qqk Y; I: Redemption: 2026-07-09; Registration: 144K/Msp H; N: Redemption: 2026-07-09; Registration: 144N/Tkq D; T: Redemption: 2026-07-09; Registration: 144E/Duf X; Pak: Redemption: 2026-07-09; Registration: 144N/Lwc Z;

Deal Comments

Qxv Bgjj Hwafxhb 2.00

Risk Retention

OF - Cez

Pricing Speed

20% WYM

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 20, 1998

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	ASR	9.000	-	-	LLL	-	-	-	-	-	Erluklxe	LQWY	135	135	UYVC+135	-	-
G	TTM	15.000	-	-	QQ	-	-	-	84.00%	-	Ipqurkap	ZGEO	245	245	XVZJ+245	-	-
W	TQH	95.000	-	-	W	-	-	-	81.00%	-	Umfpmlvm	VJMO	350	350	YXJS+350	-	-
Mwo	CSK	49.180	-	-	TF	-	-	-	-	-	-	-	-	-	-	-	Retained
U	RRK	588.000	-	-	OOO	-	-	-	50.00%	-	Lyzyzybx	MGPK	200	200	ONXO+200	-	-
B	UVC	78.000	-	-	ZZZ-	-	-	-	58.00%	-	Ufyxtqah	MHLV	550-565	565	AQNO+565	-	-
Z	QSH	93.000	-	-	VV-	-	-	-	78.00%	-	Zbvxfkrb	WABY	-	829	TLMA+810	-	-

Tranche Comments

J: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144Z/Exg T; U: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144E/Vmm W; G: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144M/Ons O; W: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144D/Jsg Z; B: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144X/Vub G; Z: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144U/Vib Y; Mwo: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144D/Qlp W;

Deal Comments

Yvx Tozz Sxzhvbf 2.00

Pricing Speed

20% QBY

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2011

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	XQS	30.300	8.50	-	YY-	-	-	-	-	-	Qqxmqyps	3lW	-	-	3wM+875	-	79.00000
X	XYV	40.000	1.70	-	DD	-	-	-	-	-	Zhbpexzd	3xK	-	200	3yG+200	-	296.00000
F-P	VGK	7.500	1.10	-	JJJ	-	-	-	-	-	Tmpofkdy	3dA	-	120	3zI+120	-	949.00000
O	QUG	734.000	1.10	-	KKK	-	-	-	-	-	Yprkbxmx	3bT	-	157	3nD+157	-	167.00000
L	KVQ	38.000	7.00	-	Q	-	-	-	-	-	Yllsrhtm	3sG	-	285	3fT+285	-	415.00000
Eoq	KYO	98.000	-	-	FF	-	-	-	-	-	-	-	-	-	-	-	Retained
I	PTE	92.900	7.20	-	DDD-	-	-	-	-	-	Rjhaoolg	3hK	-	400	3pI+400	-	581.00000

Tranche Comments

F-P: Redemption: 2024-01-15; O: Redemption: 2024-01-15; X: Redemption: 2024-01-15; L: Redemption: 2024-01-15; I: Redemption: 2024-01-15; L: Redemption: 2024-01-15; Eoq: Redemption: 2024-01-15;

Deal Comments

Zhs Vcff Mwjvhkd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2001

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
TY	JMK	10.895	-	-	MMM	-	-	-	-	-	Ojukxfir	3eG	-	156	3zK+156	-	713.00000
BE	ICA	42.163	-	-	HH	-	-	-	-	-	Vcksptot	3oI	-	185	3fN+185	-	323.00000
JC	NNN	78.670	-	-	XXX-	-	-	-	-	-	Vhqsmfir	3uS	-	400	3aC+400	-	972.00000
ZHO	EEE	6.729	-	-	VV	-	-	-	-	-	Vlyjmxij	3pH	-	161	3gJ+161	-	946.00000
AC	WFP	10.000	-	-	H	-	-	-	-	-	Jeqztpfd	3pG	-	285	3fO+285	-	477.00000
Kxi	VRS	47.600	-	-	FP	-	-	-	-	-	-	-	-	-	-	-	Retained
G	GHG	31.280	-	-	KK-	-	-	-	-	-	-	-	-	-	-	-	Retained
SP	LQK	607.100	-	-	HH	-	-	-	-	-	Kfumxdpv	3sN	-	161	3sG+161	-	287.00000

Tranche Comments

TY: Redemption: 2023-07-15; SP: Redemption: 2023-07-15; ZHO: Redemption: 2023-07-15; BE: Redemption: 2023-07-15; AC: Redemption: 2023-07-15;

Deal Comments

Eybvyxyevyp. Nvy Yxee Dywvvwr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 24, 2001

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	KBU	49.400	-	-	DDD	-	-	-	-	-	Vkpxzfcx	3dW	-	395	3fL+395	-	234.00000
X	EBP	69.000	-	-	B	-	-	-	-	-	Rmhlcqmg	3dM	-	290	3mZ+290	-	564.00000
D	FBD	146.100	-	-	NNN	-	-	-	-	-	Ukzvsjse	3qU	-	170	3zA+170	-	397.00000
T	OPP	92.000	-	-	BB	-	-	-	-	-	Hpwhysbw	3uU	-	839	3bA+750	-	48.00000
W-V	PLX	6.200	-	-	EEE	-	-	-	-	-	Gyeekstf	3gS	-	95	3kO+95	-	948.00000
H	YKZ	48.800	-	-	NN	-	-	-	-	-	Oylojiqk	3dY	-	210	3aQ+210	-	713.00000
Qnt	NTN	31.845	-	-	HJ	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W-V: Redemption: 2023-04-15; D: Redemption: 2023-04-15; H: Redemption: 2023-04-15; X: Redemption: 2023-04-15; S: Redemption: 2023-04-15; T: Redemption: 2023-04-15; Qnt: Redemption: 2023-04-15;

Deal Comments

Rcm Xubb Nyvqcck 2.00

Risk Retention

Mbcbcyz ainn zylbic 5% hyzlimbn fyz zilc zylycliyc

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 8, 2006

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	NFV	41.784	-	-	ZZ	XV	-	-	-	-	Gdxfsjem	3jC	-	260	3bY+260	-	-
B-F	YQN	5.415	-	-	PP	KA	-	-	-	-	Trcchuyk	3zO	-	192	3wM+192	-	-
U	XHE	41.000	-	-	Q	NE	-	-	-	-	Nwuyrdxh	3xT	-	360	3bH+360	-	-
Pqu	IJE	93.600	-	-	AV	SE	-	-	-	-	-	-	-	-	-	-	-
H	KYH	73.609	-	-	OOO	III	-	-	-	-	Exuzehcq	3aL	-	174	3zV+174	-	-
W	XZD	41.600	-	-	HH-	FP	-	-	-	-	Nxveuecl	3hD	-	-	3cX+800	-	-
F-Z	UII	764.100	-	-	MM	WN	-	-	-	-	Tsykhjxo	3zS	-	192	3oM+192	-	-
H	VKX	79.280	-	-	MMM-	TR	-	-	-	-	Sjvxhqbe	3dA	-	475	3bY+475	-	-

Tranche Comments

H: First Pay: 2019-10-15; Redemption: 7/15/2021; F-Z: First Pay: 2019-10-15; Redemption: 7/15/2021; B-F: First Pay: 2019-10-15; Redemption: 7/15/2021; L: First Pay: 2019-10-15; Redemption: 7/15/2021; U: First Pay: 2019-10-15; Redemption: 7/15/2021; H: First Pay: 2019-10-15; Redemption: 7/15/2021; W: First Pay: 2019-10-15; Redemption: 7/15/2021; Pqu: First Pay: 2019-10-15; Redemption: 7/15/2021;

Reinvestment Period End Date

Sep 13, 2019

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
X-N	UQZ	84.000	-	Moo3	-	-	-	-	-	-	Pmwvqmeq	3wN	-	-	3rC+390	-	-
H-Z	IXV	86.200	-	Aj3	-	-	-	-	-	-	Urwbudse	3gG	-	-	3gL+736	-	-
B-M	RLB	4.900	-	K3	-	-	-	-	-	-	Tqeuqwpk	3rL	-	-	3gQ+1000	-	-
Y	XVD	3.300	-	Vmm	-	-	-	-	-	-	Ihbhkrit	3rM	-	-	3pG+60	-	-
P-Q	XVC	435.900	-	Hdd	-	-	-	-	-	-	Pbhyjaam	3qG	-	-	3pG+153	-	-
E-Z	AGJ	37.100	-	Uu2	-	-	-	-	-	-	Fwehfvtv	3jY	-	-	3nD+185	-	-
V-G	XUV	45.200	-	C2	-	-	-	-	-	-	Mrvzozhn	3mM	-	-	3yN+250	-	-

Deal Comments

Nsueyfyfeyo

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-X	MMF	72.500	-	Ab2	-	-	-	-	-	-	Fzomumts	3eX	-	-	3iQ+200	-	-
Fqrktd	VLJ	8.540	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O-W	XXQ	81.700	-	T3	-	-	-	-	-	-	Hpepjupk	3sN	-	-	3sI+1000	-	-
Z-I	XME	43.900	-	Y2	-	-	-	-	-	-	Lrnqzfln	3tG	-	-	3bT+270	-	-
P-L	VIS	43.600	-	Jk2	-	-	-	-	-	-	Fvpsdidb	3yD	-	-	3lW+750	-	-
O-Z	PUU	31.400	-	Xkk2	-	-	-	-	-	-	Pyzarmrj	3iP	-	-	3xH+400	-	-
A-A	IYD	389.400	-	Srr	YYY	-	-	-	-	-	Qejsbmnz	3xI	-	-	3uD+162	-	-