FINSIGHT

Great Lakes CLO

Deals

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
M-1IR	YGQ	498.000	9.14	-	HHH	-	-	-	75.00%	-	Gdwzeyqx	CNEH	-	-	155	YLAJ+155	-	886.00000
Y-A	MEJ	44.500	5.80	-	FFF	-	-	-	-	-	Gmpqavoi	VCWA	110r	110s	110	YNLM+110	-	666.00000
Y-Y	LEE	27.730	1.85	-	DD	-	-	-	66.00%	-	Fukzwref	BLMH	200v	225b	225	CUVE+225	-	829.00000
U-2J	NGF	53.891	9.80	-	JJJ	-	-	-	30.00%	-	Fbmoffcy	BXSL	185k	195h	195	XENL+195	-	701.00000
O-1W	XPC	25.251	2.86	-	RRR	-	-	-	60.00%	-	Gkxvqswu	BHMU	-	-	155	TBGW+155	-	858.00000
L-B	VPA	76.340	9.92	-	TTT-	-	-	-	76.00%	-	Pcrdmdho	MLAB	400e	485p	485	QTIM+485	-	420.00000
G-N	QQG	10.440	5.90	-	X	-	-	-	45.00%	-	Ifkymdiu	XUKW	250m	290m	340	YTIJ+340	-	987.00000
E-T	XZF	59.100	9.99	-	LL-	-	-	-	62.80%	-	Vcjcuqxj	HQOY	800	800	800	IGBG+782	-	12.00000

Tranche Comments

Y-A: Redemption: 2027-07-15; Registration: 144C/Pwd P; Comments: Tvp-Tkwfph; O-1W: Redemption: 2027-07-15; Registration: 144G/Adh S; M-1IR: Redemption: 2027-07-15; Registration: 144N/Nyu P; U-2J: Redemption: 2027-07-15; Registration: 144A/Opc U; Y-Y: Redemption: 2027-07-15; Registration: 144C/Djr G; G-N: Redemption: 2027-07-15; Registration: 144X/Tfe T; L-B: Redemption: 2027-07-15; Registration: 144O/Ajb G; E-T: Redemption: 2027-07-15; Registration: 144L/Rwc Y;

Deal Comments

Fbxbh. Ytm Aytt Ybojttu 2.25

Pricing Speed

20% EEC

Reinvestment Period (YRS)

2.52

Reinvestment Period End Date

Nov 23, 1997