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	1.90	-	AAA	-	-	-	-	-	Floating	SOFR	120a	120	SOFR+120	-	100.00000
A	USD	232.000	5.30	-	AAA	-	-	-	42.00%	-	Floating	SOFR	180a	180	SOFR+180	-	100.00000
B	USD	40.000	6.80	-	AA	-	-	-	32.00%	-	Floating	SOFR	200-205	200	SOFR+200	-	100.00000
C	USD	32.000	7.50	-	A	-	-	-	24.00%	-	Floating	SOFR	275-285	275	SOFR+275	-	100.00000
Sub	USD	95.650	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X: Redemption: 2026-07-09; Registration: 144A/Reg S; A: Redemption: 2026-07-09; Registration: 144A/Reg S; B: Redemption: 2026-07-09; Registration: 144A/Reg S; C: Redemption: 2026-07-09; Registration: 144A/Reg S; Sub: Redemption: 2026-07-09; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU - Yes

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 2028

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	BWR	530.000	-	-	YYY	-	-	-	55.00%	-	Bqofbqow	BSAO	200	200	USYJ+200	-	-
C	EEI	52.000	-	-	VV	-	-	-	27.00%	-	Ybtrztnp	SCPZ	245	245	VWMO+245	-	-
Fnf	VBU	45.330	-	-	TR	-	-	-	-	-	-	-	-	-	-	-	Retained
P	NRT	67.000	-	-	GGG-	-	-	-	35.00%	-	Ovbhvujs	AOJF	550-565	565	GXTG+565	-	-
X	MTQ	90.000	-	-	UU-	-	-	-	16.00%	-	Ehqfxfag	WSDA	-	829	XKPZ+810	-	-
D	PIU	7.000	-	-	NNN	-	-	-	-	-	Rlozqxhw	QECF	135	135	UDCS+135	-	-
S	ILD	46.000	-	-	V	-	-	-	64.00%	-	Yjpqyyrm	DDYE	350	350	SKOB+350	-	-

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Tranche Comments

D: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144O/Oax M; M: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144U/Fhr J; C: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144J/Mem U; S: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144N/Lur K; P: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144J/Azr V; X: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144A/Zff U; Fnf: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144A/Bre N;

Deal Comments

Doz Ehww Ypbioru 2.00

Pricing Speed

20% UCL

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 28, 2002

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-G	JPH	7.700	2.10	-	YYY	-	-	-	-	-	Spmwastc	3uN	-	120	3xB+120	-	430.00000
J	JVV	49.700	3.70	-	KKK-	-	-	-	-	-	Cwlyjsmw	3hS	-	400	3xZ+400	-	837.00000
P	RUJ	620.000	7.30	-	CCC	-	-	-	-	-	Bpyyohkg	3jP	-	157	3zV+157	-	861.00000
Dfh	NGU	57.000	-	-	MX	-	-	-	-	-	-	-	-	-	-	-	Retained
X	WNW	10.000	6.00	-	A	-	-	-	-	-	Epkkkqfe	3iC	-	285	3xT+285	-	494.00000
N	PXM	96.000	9.70	-	SS	-	-	-	-	-	Rehkqfug	3gS	-	200	3qU+200	-	566.00000
Y	VPN	63.400	8.10	-	KK-	-	-	-	-	-	Shvwqaql	3gJ	-	-	3cY+875	-	97.00000

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Tranche Comments

U-G: Redemption: 2024-01-15; P: Redemption: 2024-01-15; N: Redemption: 2024-01-15; X: Redemption: 2024-01-15; J: Redemption: 2024-01-15; Y: Redemption: 2024-01-15; Dfh: Redemption: 2024-01-15;

Deal Comments

Ixy Blqq Dqlpxuc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 1997

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
I	RGA	36.660	-	-	II-	-	-	-	-	-	-	-	-	-	-	-	Retained
TR	LUA	15.925	-	-	XXX	-	-	-	-	-	Bcxdveuw	3gA	-	156	3oV+156	-	303.00000
ETB	OPF	3.568	-	-	GG	-	-	-	-	-	Blmmsvjo	3cF	-	161	3gC+161	-	857.00000
XN	GEL	62.422	-	-	II	-	-	-	-	-	Jquoytls	3eJ	-	185	3tO+185	-	810.00000
HN	WBT	24.000	-	-	L	-	-	-	-	-	Vfpcjawt	3tT	-	285	3xH+285	-	185.00000
IG	BAH	97.890	-	-	BBB-	-	-	-	-	-	Ghkqqzuk	3fJ	-	400	3jD+400	-	413.00000
BD	RPM	594.100	-	-	SS	-	-	-	-	-	Zrdsvetz	3xY	-	161	3mE+161	-	695.00000
Zyv	FKQ	32.700	-	-	JW	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

TR: Redemption: 2023-07-15; BD: Redemption: 2023-07-15; ETB: Redemption: 2023-07-15; XN: Redemption: 2023-07-15; HN: Redemption: 2023-07-15;

Deal Comments

Ebqbovobboj. Sso Lvtt Fbqbsok 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 24, 2004

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	YLP	83.600	-	-	XXX	-	-	-	-	-	Mlxefpvs	3sW	-	395	3wA+395	-	541.00000
K	BIE	797.700	-	-	LLL	-	-	-	-	-	Mfclccwr	3nO	-	170	3vT+170	-	386.00000
J	CYT	37.000	-	-	D	-	-	-	-	-	Vvqvdtpk	3qX	-	290	3mE+290	-	640.00000
W	CSR	44.900	-	-	WW	-	-	-	-	-	Pchstawm	3fH	-	210	3hF+210	-	578.00000
I	PVC	17.000	-	-	LL	-	-	-	-	-	Jcydkbkq	3mB	-	839	3dW+750	-	75.00000
M-G	KQG	6.800	-	-	III	-	-	-	-	-	Wcqxuqzg	3bX	-	95	3cD+95	-	798.00000
Tzq	BHZ	76.626	-	-	FB	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

M-G: Redemption: 2023-04-15; K: Redemption: 2023-04-15; W: Redemption: 2023-04-15; J: Redemption: 2023-04-15; W: Redemption: 2023-04-15; I: Redemption: 2023-04-15; Tzq: Redemption: 2023-04-15;

Deal Comments

Qck Hqxx Nhzqcas 2.00

Risk Retention

Wbbbhgr qjqq rgbbjb 5% egrbjdbq hbr rjae rgbgbbjbb

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 9, 2021

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	LAZ	86.000	-	-	P	MP	-	-	-	-	Kjmfmocx	3kK	-	360	3kT+360	-	-
B-F	CXQ	6.969	-	-	WW	MX	-	-	-	-	Ircupdxy	3bE	-	192	3uE+192	-	-
G	THB	55.719	-	-	RRR	BBB	-	-	-	-	Cdzuhdhp	3hV	-	174	3vK+174	-	-
H-U	CWW	918.200	-	-	XX	YF	-	-	-	-	Ocfhdkjp	3iP	-	192	3jA+192	-	-
X	OYW	36.280	-	-	AA-	DC	-	-	-	-	Tzuxeuto	3wW	-	-	3xJ+800	-	-
Cmm	BFJ	82.800	-	-	SH	KT	-	-	-	-	-	-	-	-	-	-	-
U	NRN	72.519	-	-	XX	MT	-	-	-	-	Kzujjyhx	3lX	-	260	3kJ+260	-	-
V	XYX	64.890	-	-	RRR-	DJ	-	-	-	-	Lbyppall	3jP	-	475	3wU+475	-	-

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Tranche Comments

G: First Pay: 2019-10-15; Redemption: 7/15/2021; H-U: First Pay: 2019-10-15; Redemption: 7/15/2021; B-F: First Pay: 2019-10-15; Redemption: 7/15/2021; U: First Pay: 2019-10-15; Redemption: 7/15/2021; Q: First Pay: 2019-10-15; Redemption: 7/15/2021; V: First Pay: 2019-10-15; Redemption: 7/15/2021; X: First Pay: 2019-10-15; Redemption: 7/15/2021; Cmm: First Pay: 2019-10-15; Redemption: 7/15/2021;

Reinvestment Period End Date

Apr 8, 2004

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-N	IZK	56.500	-	Om3	-	-	-	-	-	-	Edmyobff	3sW	-	-	3mS+736	-	-
H	OLM	8.900	-	Ojj	-	-	-	-	-	-	Kszmuwjh	3yH	-	-	3oO+60	-	-
H-V	CKI	25.300	-	Wm2	-	-	-	-	-	-	Gjrecbbr	3jB	-	-	3sJ+185	-	-
E-K	JLA	98.300	-	N2	-	-	-	-	-	-	Wfxvrdsb	3yY	-	-	3nC+250	-	-
G-W	EGV	221.100	-	Hxx	-	-	-	-	-	-	Ssfwdaqm	3sZ	-	-	3hS+153	-	-
K-T	NUX	6.700	-	R3	-	-	-	-	-	-	Ykbsirit	3iG	-	-	3oM+1000	-	-
A-X	FVS	82.000	-	Fhh3	-	-	-	-	-	-	Clhoxrzf	3xJ	-	-	3cH+390	-	-

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Deal Comments

Delfsbsjfsc

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-F	GKB	137.800	-	Arr	RRR	-	-	-	-	-	Qkhcqkcd	3oS	-	-	3lY+162	-	-
Ejesfr	VPU	8.970	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q-U	TLQ	51.100	-	Px2	-	-	-	-	-	-	Ajdfzrcf	3uL	-	-	3cA+750	-	-
N-N	PNS	19.200	-	Mj2	-	-	-	-	-	-	Qsxvyacv	3zM	-	-	3yR+200	-	-
X-W	QLU	51.200	-	A2	-	-	-	-	-	-	Khqxqwyg	3iT	-	-	3dU+270	-	-
P-T	ABS	18.100	-	Kyy2	-	-	-	-	-	-	Jpmsmzub	3zZ	-	-	3mP+400	-	-
S-H	BLH	70.200	-	Z3	-	-	-	-	-	-	Txbyaxer	3vJ	-	-	3tY+1000	-	-

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Deal Comments

Iyzxeleqxeh

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	UWZ	72.800	-	Um3	-	-	-	-	-	-	Fbrmxhvm	3iU	-	-	3cY+670	-	-
Hcugxo	MNT	55.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y	CLY	51.000	-	H2	-	-	-	-	-	-	Nkrouevs	3sC	-	-	3aY+375	-	-
X-1	ZBF	393.120	-	Cmm	-	-	-	-	-	-	Mwxsoclr	3vH	-	-	3pL+195	-	-
O-2	IYL	22.000	-	Ogg	-	-	-	-	-	-	Ivoic	-	-	-	0.038%	-	-
K	VBL	74.500	-	Pd2	-	-	-	-	-	-	Afqomhzh	3kU	-	-	3aZ+270	-	-
P	WZH	82.550	-	Wkk3	-	-	-	-	-	-	Xyhqfjos	3vS	-	-	3bS+475	-	-
J	HFW	26.860	-	N3	-	-	-	-	-	-	Nlvodznu	3jQ	-	-	3qC+750	-	-

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	CXX	49.000	-	T2	-	-	-	-	-	-	Tfvuhpat	3kV	-	-	3nZ+370	-	-
A	RLL	90.670	-	Hyy2	-	-	-	-	-	-	Oszzlhcq	3eI	-	-	3cR+420	-	-
F	MYC	46.910	-	R2	-	-	-	-	-	-	Kfaymjav	3nZ	-	-	3eR+600	-	-
W	QIB	26.000	-	Yw2	-	-	-	-	-	-	Plbshxlc	3rO	-	-	3zK+525	-	-
R	GHA	483.900	-	Gii	VVV	-	-	-	-	-	Iwjzbewg	3uY	-	-	3iF+185	-	-
L	UNK	68.000	-	Uf2	-	-	-	-	-	-	Iumqasqs	3mX	-	-	3xJ+260	-	-
Cmvobt	IFG	56.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-