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
P-2F	KBM	84.745	6.58	-	GGG	-	-	-	93.00%	-	Sprvtjcb	ELWM	185d	195q	195	KXYY+195	-	800.00000
N-K	KJZ	90.810	6.27	-	AA	-	-	-	46.00%	-	Hkczycln	WTLF	200f	225g	225	WPYZ+225	-	660.00000
C-Y	JPI	22.800	6.94	-	YYY	-	-	-	-	-	Qrzqxhpr	KZEH	110a	110s	110	FKSF+110	-	570.00000
Q-O	ZPK	55.610	8.84	-	GGG-	-	-	-	11.00%	-	Qrpckpjm	XXNQ	400z	485x	485	LXUV+485	-	771.00000
Z-1V	ECQ	14.697	5.60	-	BBB	-	-	-	31.00%	-	Clqftvtv	ABKL	-	-	155	DWGF+155	-	674.00000
E-1BN	NQA	855.000	3.12	-	KKK	-	-	-	20.00%	-	Mbusfiey	HEGT	-	-	155	YUKF+155	-	755.00000
P-K	BPX	75.590	9.60	-	J	-	-	-	27.00%	-	Xhyrwzkr	LMIU	250w	290r	340	EHPJ+340	-	254.00000
G-Q	CVH	61.400	4.70	-	II-	-	-	-	14.20%	-	Vjmcxwkc	UVJW	800	800	800	XZQY+782	-	67.00000

Tranche Comments

C-Y: Redemption: 2027-07-15; Registration: 144G/Rcv D; Comments: Dum-Dvmsmf; Z-1V: Redemption: 2027-07-15; Registration: 144A/Juj L; E-1BN: Redemption: 2027-07-15; Registration: 144W/Qwa N; P-2F: Redemption: 2027-07-15; Registration: 144C/Tiv P; N-K: Redemption: 2027-07-15; Registration: 144U/Kbq V; P-K: Redemption: 2027-07-15; Registration: 144I/Flc V; Q-O: Redemption: 2027-07-15; Registration: 144M/Ops T; G-Q: Redemption: 2027-07-15; Registration: 144H/Lfs N;

Deal Comments

Mkhkg. Ljt Fhcc Bkwsjcm 2.25

Pricing Speed

20% DNS

Reinvestment Period (YRS)

3.65

Reinvestment Period End Date

May 16, 2023