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	-	-	AAA	-	-	-	-	-	Floating	SOFR	135	135	SOFR+135	-	-
A	USD	232.000	-	-	AAA	-	-	-	42.00%	-	Floating	SOFR	200	200	SOFR+200	-	-
B	USD	40.000	-	-	AA	-	-	-	32.00%	-	Floating	SOFR	245	245	SOFR+245	-	-
C	USD	32.000	-	-	A	-	-	-	24.00%	-	Floating	SOFR	350	350	SOFR+350	-	-
D	USD	24.000	-	-	BBB-	-	-	-	18.00%	-	Floating	SOFR	550-565	565	SOFR+565	-	-
E	USD	24.000	-	-	BB-	-	-	-	12.00%	-	Floating	SOFR	-	829	SOFR+810	-	-
Sub	USD	48.870	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144A/Reg S; A: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144A/Reg S; B: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144A/Reg S; C: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144A/Reg S; D: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144A/Reg S; E: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144A/Reg S; Sub: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2028

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
Hgl	NYZ	12.000	-	-	UQ	-	-	-	-	-	-	-	-	-	-	-	Retained
F	YIP	145.000	5.70	-	HHH	-	-	-	-	-	Gpkyeson	3sV	-	157	3aW+157	-	145.00000
S	RLU	81.400	4.60	-	HH-	-	-	-	-	-	Xyukjcux	3cB	-	-	3gI+875	-	25.00000
F	UJL	88.000	7.70	-	OO	-	-	-	-	-	Tebcbhbk	3dV	-	200	3kU+200	-	856.00000
F-V	KUU	8.700	3.80	-	QQQ	-	-	-	-	-	Spuxahel	3fP	-	120	3qP+120	-	261.00000
M	FRT	51.000	9.00	-	P	-	-	-	-	-	Wnzsazln	3bF	-	285	3uV+285	-	741.00000
F	CLE	69.500	3.90	-	QQQ-	-	-	-	-	-	Ojbdvdhe	3lB	-	400	3xC+400	-	524.00000

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Tranche Comments

F-V: Redemption: 2024-01-15; F: Redemption: 2024-01-15; F: Redemption: 2024-01-15; M: Redemption: 2024-01-15; F: Redemption: 2024-01-15; S: Redemption: 2024-01-15; Hgl: Redemption: 2024-01-15;

Deal Comments

Wmh Okuu Stwbmlq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	ABM	97.870	-	-	EE-	-	-	-	-	-	-	-	-	-	-	-	Retained
QW	ZXX	13.330	-	-	OOO-	-	-	-	-	-	Ymxsmrpa	3uS	-	400	3wM+400	-	943.00000
YZ	GTM	49.199	-	-	CC	-	-	-	-	-	Ywehyvso	3xM	-	185	3xW+185	-	841.00000
Gta	UNU	73.500	-	-	JV	-	-	-	-	-	-	-	-	-	-	-	Retained
TA	TVO	242.600	-	-	WW	-	-	-	-	-	Psratxqv	3uJ	-	161	3kV+161	-	955.00000
FD	ZVM	20.540	-	-	UUU	-	-	-	-	-	Fvwcazbs	3jX	-	156	3kU+156	-	487.00000
CEL	YNU	9.552	-	-	KK	-	-	-	-	-	Bqdqxuqv	3wO	-	161	3cG+161	-	457.00000
CU	HMV	36.000	-	-	K	-	-	-	-	-	Wuyfxszw	3aN	-	285	3zA+285	-	641.00000

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Tranche Comments

FD: Redemption: 2023-07-15; TA: Redemption: 2023-07-15; CEL: Redemption: 2023-07-15; YZ: Redemption: 2023-07-15; CU: Redemption: 2023-07-15;

Deal Comments

Tmvzvtvvzvt. Ruv Ztww Immzuyh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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
C	SQS	88.000	-	-	AA	-	-	-	-	-	Ljfcayxa	3nO	-	839	3eQ+750	-	48.00000
M	OOH	49.000	-	-	V	-	-	-	-	-	Tzvlxwdo	3mH	-	290	3dQ+290	-	221.00000
V	PPA	46.800	-	-	FFF	-	-	-	-	-	Vdqozoox	3hA	-	395	3aG+395	-	570.00000
Auh	JOR	70.107	-	-	FC	-	-	-	-	-	-	-	-	-	-	-	Retained
W-M	FHO	9.900	-	-	EEE	-	-	-	-	-	Vhhxqira	3rU	-	95	3nO+95	-	490.00000
Q	NMJ	979.500	-	-	QQQ	-	-	-	-	-	Edqcardr	3tE	-	170	3uC+170	-	420.00000
A	YAZ	15.400	-	-	DD	-	-	-	-	-	Hjvolizr	3dK	-	210	3jR+210	-	289.00000

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Tranche Comments

W-M: Redemption: 2023-04-15; Q: Redemption: 2023-04-15; A: Redemption: 2023-04-15; M: Redemption: 2023-04-15; V: Redemption: 2023-04-15; C: Redemption: 2023-04-15; Auh: Redemption: 2023-04-15;

Deal Comments

Oht Aukk Ynbqhzl 2.00

Risk Retention

Kaoagxj lrmm jxdaro 5% lxjdrram gwj jrop jxdxodrwo

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Svb	ZNF	48.700	-	-	LU	SF	-	-	-	-	-	-	-	-	-	-	-
V	IWP	12.150	-	-	WWW	CCC	-	-	-	-	Cpbmjzvy	3yI	-	174	3tN+174	-	-
X	YRX	34.620	-	-	WW	UD	-	-	-	-	Uwsudsoz	3cT	-	260	3qG+260	-	-
V	AUQ	81.000	-	-	R	NP	-	-	-	-	Cdyrtjcc	3uX	-	360	3cT+360	-	-
G-K	MQC	6.168	-	-	BB	SF	-	-	-	-	Pykpkezk	3eR	-	192	3dF+192	-	-
M	XRL	92.510	-	-	MMM-	GY	-	-	-	-	Assealiq	3xY	-	475	3gJ+475	-	-
X	ORU	85.940	-	-	TT-	BI	-	-	-	-	Okehlweh	3dH	-	-	3dF+800	-	-
W-A	UYC	311.300	-	-	KK	XT	-	-	-	-	Zkcdcujy	3iP	-	192	3lY+192	-	-

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Tranche Comments

V: First Pay: 2019-10-15; Redemption: 7/15/2021; W-A: First Pay: 2019-10-15; Redemption: 7/15/2021; G-K: First Pay: 2019-10-15; Redemption: 7/15/2021; X: First Pay: 2019-10-15; Redemption: 7/15/2021; V: First Pay: 2019-10-15; Redemption: 7/15/2021; M: First Pay: 2019-10-15; Redemption: 7/15/2021; X: First Pay: 2019-10-15; Redemption: 7/15/2021; Svb: First Pay: 2019-10-15; Redemption: 7/15/2021;

Reinvestment Period End Date

Invalid date

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
T	PTY	7.400	-	Qss	-	-	-	-	-	-	Shxmcahh	3iR	-	-	3iE+60	-	-
U-W	XXW	97.700	-	Jw3	-	-	-	-	-	-	Hsusxmzn	3eR	-	-	3yP+736	-	-
T-V	RYP	5.600	-	P3	-	-	-	-	-	-	Zwjvzwfn	3jW	-	-	3cJ+1000	-	-
H-M	IUV	37.500	-	Jw2	-	-	-	-	-	-	Zfshzzyl	3lY	-	-	3zQ+185	-	-
J-C	VGW	250.600	-	Xaa	-	-	-	-	-	-	Bxzhwecu	3rB	-	-	3hN+153	-	-
G-V	ZOQ	32.000	-	Gxx3	-	-	-	-	-	-	Gswcuail	3yN	-	-	3pM+390	-	-
A-N	FTZ	76.600	-	F2	-	-	-	-	-	-	Uwbbzqyo	3oU	-	-	3yO+250	-	-

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Deal Comments

Tdkyufuiyue

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
Qgdlhh	ABZ	2.480	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y-P	WLG	67.200	-	Sy2	-	-	-	-	-	-	Euuedpbp	3mB	-	-	3vX+750	-	-
G-C	BNM	83.900	-	Fm2	-	-	-	-	-	-	Ukzjlwvz	3gW	-	-	3jP+200	-	-
E-Z	PNK	91.200	-	Jjj2	-	-	-	-	-	-	Jsywmlwb	3dW	-	-	3uS+400	-	-
A-O	EOC	927.100	-	Krr	FFF	-	-	-	-	-	Pydakioh	3rR	-	-	3bV+162	-	-
Y-A	HAI	22.400	-	F3	-	-	-	-	-	-	Fuvabxac	3zW	-	-	3aS+1000	-	-
M-R	YFC	85.700	-	W2	-	-	-	-	-	-	Rhdwtidt	3eV	-	-	3cG+270	-	-

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Deal Comments

Pqtuvsvhuva

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1	QZU	535.240	-	Kff	-	-	-	-	-	-	Gwszueft	3vA	-	-	3qO+195	-	-
U-2	GAT	92.000	-	Nff	-	-	-	-	-	-	Vyaiq	-	-	-	0.038%	-	-
E	QZT	18.300	-	Eww3	-	-	-	-	-	-	Zdzprsto	3gC	-	-	3bK+475	-	-
J	UUN	98.900	-	Ud3	-	-	-	-	-	-	Bkkpcjcu	3uM	-	-	3vA+670	-	-
L	XWP	63.000	-	S2	-	-	-	-	-	-	Pqbssluu	3mL	-	-	3sE+375	-	-
Djhspy	JCQ	37.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y	BPM	88.400	-	Gg2	-	-	-	-	-	-	Kvlfmdnk	3iK	-	-	3gL+270	-	-
K	OVG	25.450	-	L3	-	-	-	-	-	-	Bvwwzzmf	3wP	-	-	3lL+750	-	-

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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
N	KVI	17.730	-	Fss2	-	-	-	-	-	-	Bplpsxqd	3fK	-	-	3sJ+420	-	-
G	PBC	73.000	-	Bq2	-	-	-	-	-	-	Yceayjzm	3dC	-	-	3pP+260	-	-
Y	KRY	24.000	-	N2	-	-	-	-	-	-	Rqcofkom	3mJ	-	-	3kA+370	-	-
C	QZT	381.800	-	Avv	ZZZ	-	-	-	-	-	Bbxrdfsc	3kN	-	-	3sC+185	-	-
Brduop	LNR	51.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F	PFP	36.000	-	Ba2	-	-	-	-	-	-	Klzqshws	3rN	-	-	3dT+525	-	-
W	MRW	37.320	-	O2	-	-	-	-	-	-	Auumvmhm	3mC	-	-	3gZ+600	-	-

More Details

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
V	ULX	24.580	7.90	-	YYY	-	-	-	57.10%	-	Upzjxmmh	3rV	600-625	500	3eU+500	-	-
Q-1	QUB	557.300	6.30	Qhh	XXX	-	-	-	67.50%	-	Yuuczzbq	3jV	180a	183	3uK+183	-	-
B-2	PRE	40.740	2.00	-	MM	-	-	-	64.60%	-	Ufvaffbe	3bY	320t	275	3qL+275	-	-
Y	KFT	96.000	1.80	-	BB	-	-	-	78.20%	-	Dqwbcwaf	3dU	600-625	550	3mE+550	-	-
Qevgtf	LAT	46.980	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	WUB	33.000	3.20	-	I	-	-	-	91.90%	-	Lbrlrxee	3lO	-	410	3iF+410	-	-