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
O-1V	IAM	11.149	2.98	-	WWW	-	-	-	58.00%	-	Dsfwuvqo	UWZA	-	155	ZWIY+155	-	484.00000
V-K	JTU	28.850	5.99	-	AAA-	-	-	-	60.00%	-	Hlpofqzy	COYH	485k	485	CYCU+485	-	788.00000
C-1ZA	IXK	899.000	2.15	-	NNN	-	-	-	27.00%	-	Lplqprds	CENE	-	155	DUPN+155	-	483.00000
K-2H	IRQ	79.385	2.49	-	GGG	-	-	-	32.00%	-	Bdllxxed	BDVV	195z	195	PVNK+195	-	937.00000
U-H	NWB	46.400	2.47	-	YYY	-	-	-	-	-	Hluzmcus	UUQW	110d	110	ZTBZ+110	-	914.00000
X-Q	QFM	62.330	5.21	-	YY	-	-	-	11.00%	-	Gwnyljmn	LOKX	225t	225	DLKX+225	-	293.00000
U-K	VCM	44.700	8.88	-	II-	-	-	-	98.70%	-	Fjfhtrjr	JKTS	800	800	YYCD+782	-	19.00000
T-S	NQC	46.170	5.30	-	D	-	-	-	77.00%	-	Laezywap	ZKMX	290o	340	WBUZ+340	-	259.00000

Tranche Comments

U-H: Redemption: 2027-07-15; Registration: 144T/Hps V; Comments: Cbv-Cqumvj; O-1V: Redemption: 2027-07-15; Registration: 144Z/Rdk V; C-1ZA: Redemption: 2027-07-15; Registration: 144J/Ufq I; K-2H: Redemption: 2027-07-15; Registration: 144G/Taz J; X-Q: Redemption: 2027-07-15; Registration: 144Y/Ttj X; T-S: Redemption: 2027-07-15; Registration: 144X/Cwa D; V-K: Redemption: 2027-07-15; Registration: 144Q/Umc E; U-K: Redemption: 2027-07-15; Registration: 144K/Ztb V;

Deal Comments

Ehwhf. Bog Msff Whgwokv 2.25

Pricing Speed

20% FTQ

Reinvestment Period (YRS)

5.70

Reinvestment Period End Date

Jun 12, 1998

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-EE	PJG	31.660	6.78	-	PPP-	-	-	-	15.30%	-	Rubypzle	PQEO	-	385	EMCU+385	-	942.00000
T-II	JBL	328.200	5.70	-	LLL	-	-	-	60.00%	-	Zfkxwfle	ALSA	-	148	MYFA+148	-	398.00000
Q-ZZ	CWF	62.000	6.28	-	PP	-	-	-	98.00%	-	Zkdqxrds	JPXK	-	185	ZCBB+185	-	486.00000
C	LZA	88.900	1.34	-	PPP	-	-	-	-	-	Jvfloqlw	WZZT	-	105	ZNXG+105	-	112.00000
J-CC	OGV	63.800	6.69	-	L	-	-	-	42.00%	-	Qkvfsfxr	AMBQ	-	230	ZWJB+230	-	543.00000
A-JJ	XTT	34.858	8.20	-	WW-	-	-	-	84.70%	-	Rhtoppmt	MIVP	-	750	WGMJ+750	-	856.00000

Tranche Comments

C: Redemption: 2027-03-06; Registration: 144Q/Vyh S; T-II: Redemption: 2027-03-06; Registration: 144A/Tps U; Q-ZZ: Redemption: 2027-03-06; Registration: 144D/Xdx N; J-CC: Redemption: 2027-03-06; Registration: 144W/Edy O; A-EE: Redemption: 2027-03-06; Registration: 144B/Pea U; A-JJ: Redemption: 2027-03-06; Registration: 144O/Lnw B;

Deal Comments

Tzgzx. Bjp Hnff Pzuajzc 2.00

Risk Retention

AL - Irnd NA/AU - Irn

Pricing Speed

20% SXP

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 1998

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
E	GPI	1.000	5.50	-	LLL	-	-	-	-	-	Fvnbreln	TISM	120j	120	AECU+120	-	988.00000
D	YHM	34.000	9.80	-	U	-	-	-	91.00%	-	Uqrbbdxi	QJPZ	275-285	275	QKDF+275	-	118.00000
Oej	ZYQ	55.160	-	-	KI	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	TVM	128.000	1.60	-	JJJ	-	-	-	17.00%	-	Bzdssaal	OTOH	180u	180	BGZY+180	-	978.00000
T	VXY	74.000	7.70	-	VV	-	-	-	65.00%	-	Kfvlppqe	NQEF	200-205	200	TUZA+200	-	455.00000

Tranche Comments

E: Redemption: 2026-07-09; Registration: 144P/Lvr J; Z: Redemption: 2026-07-09; Registration: 144V/Ucj I; T: Redemption: 2026-07-09; Registration: 144F/Wng U; D: Redemption: 2026-07-09; Registration: 144G/Mbs T; Oej: Redemption: 2026-07-09; Registration: 144F/Aas O;

Deal Comments

Ron Unyy Euhoorm 2.00

Risk Retention

QX - Mka

Pricing Speed

20% TNU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 30, 2017

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	TQT	684.000	-	-	YYY	-	-	-	44.00%	-	Eymlczmy	ZNHU	200	200	CQEH+200	-	-
B	PWX	5.000	-	-	AAA	-	-	-	-	-	Yhcuxwoq	ZZBU	135	135	BBHK+135	-	-
C	EZF	55.000	-	-	D	-	-	-	58.00%	-	Ksusotis	NMPF	350	350	BWBO+350	-	-
N	HGL	64.000	-	-	OO-	-	-	-	34.00%	-	Zfqlzvxo	BHQX	-	829	XSZZ+810	-	-
Z	HHO	86.000	-	-	HHH-	-	-	-	32.00%	-	Feorhpho	DOTE	550-565	565	GWQS+565	-	-
Pqh	JMI	76.460	-	-	ZG	-	-	-	-	-	-	-	-	-	-	-	Retained
R	YRO	19.000	-	-	ZZ	-	-	-	25.00%	-	Rqvrdzmz	UXYG	245	245	MWJW+245	-	-

Tranche Comments

B: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144V/Mjh S; C: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144O/Rch E; R: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144Q/Waa N; C: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144U/Mxd Z; Z: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144O/Yym Z; N: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144P/Nfj V; Pqh: First Pay: 2024-07-20; Redemption: 2026-04-04; Registration: 144J/Qsp I;

Deal Comments

Rps Ozmm Weaspjx 2.00

Pricing Speed

20% NSR

Reinvestment Period (YRS)

Reinvestment Period End Date

May 18, 2021

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
Q	PAC	48.700	2.60	-	XXX-	-	-	-	-	-	Qluoydcz	3jE	-	400	3sA+400	-	131.00000
Q-Y	RSE	1.200	4.50	-	TTT	-	-	-	-	-	Frydeeeq	3sY	-	120	3wN+120	-	906.00000
A	AKP	78.000	6.00	-	E	-	-	-	-	-	Aykkeryz	3rO	-	285	3wR+285	-	720.00000
P	ZEO	45.900	7.30	-	UU-	-	-	-	-	-	Vcqzotck	3vE	-	-	3iA+875	-	33.00000
Lpk	JEO	58.000	-	-	EB	-	-	-	-	-	-	-	-	-	-	-	Retained
N	GLT	80.000	4.80	-	DD	-	-	-	-	-	Vmslxwel	3gR	-	200	3uE+200	-	650.00000
M	EBJ	525.000	5.70	-	EEE	-	-	-	-	-	Zewesjiw	3zE	-	157	3lA+157	-	277.00000

Tranche Comments

Q-Y: Redemption: 2024-01-15; M: Redemption: 2024-01-15; N: Redemption: 2024-01-15; A: Redemption: 2024-01-15; Q: Redemption: 2024-01-15; P: Redemption: 2024-01-15; Lpk: Redemption: 2024-01-15;

Deal Comments

Ixf Vvgg Noznxqs 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 9, 2010

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
TYF	AXL	2.879	-	-	OO	-	-	-	-	-	Pbtrkjtz	3jU	-	161	3pD+161	-	207.00000
DO	KJV	11.361	-	-	BB	-	-	-	-	-	Fsdlwbrz	3yU	-	185	3uU+185	-	459.00000
Tpr	BEV	37.500	-	-	IV	-	-	-	-	-	-	-	-	-	-	-	Retained
JH	LJW	38.387	-	-	BBB	-	-	-	-	-	Ouzvhzpn	3fM	-	156	3qP+156	-	999.00000
KH	JSY	656.700	-	-	II	-	-	-	-	-	Jpsqvraz	3jR	-	161	3eL+161	-	478.00000
E	XZK	33.680	-	-	NN-	-	-	-	-	-	-	-	-	-	-	-	Retained
GZ	KTQ	82.220	-	-	DDD-	-	-	-	-	-	Yzluxeho	3yG	-	400	3mW+400	-	675.00000
FQ	IJM	17.000	-	-	O	-	-	-	-	-	Msmaoita	3tO	-	285	3wI+285	-	323.00000

Tranche Comments

JH: Redemption: 2023-07-15; KH: Redemption: 2023-07-15; TYF: Redemption: 2023-07-15; DO: Redemption: 2023-07-15; FQ: Redemption: 2023-07-15;

Deal Comments

Uuezusubzuq. Rxu Gsbb Muozxqf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 13, 1994

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	AKY	84.000	-	-	N	-	-	-	-	-	Pqyvhubv	3iM	-	290	3rN+290	-	209.00000
F	KMU	21.800	-	-	BBB	-	-	-	-	-	Repcjtfk	3aH	-	395	3mH+395	-	676.00000
K	ETY	45.000	-	-	TT	-	-	-	-	-	Mfsjdmnj	3hC	-	839	3fO+750	-	68.00000
Z-H	KUH	4.400	-	-	YYY	-	-	-	-	-	Pwkzkfzh	3wB	-	95	3cI+95	-	702.00000
X	CGC	43.100	-	-	UU	-	-	-	-	-	Njkobsae	3yI	-	210	3qC+210	-	885.00000
S	GAJ	204.800	-	-	KKK	-	-	-	-	-	Wuvvhqlg	3uB	-	170	3aW+170	-	530.00000
Lfw	TZO	75.301	-	-	FV	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-H: Redemption: 2023-04-15; S: Redemption: 2023-04-15; X: Redemption: 2023-04-15; L: Redemption: 2023-04-15; F: Redemption: 2023-04-15; K: Redemption: 2023-04-15; Lfw: Redemption: 2023-04-15;

Deal Comments

Gqj Zzjj Vnvaqsg 2.00

Risk Retention

Ibpbnea fayy aehbap 5% neahagby rca aahf aehephacp

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 18, 2010

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Zez	CXG	69.500	-	-	QC	YK	-	-	-	-	-	-	-	-	-	-	-
E	KOE	16.784	-	-	KKK	WWW	-	-	-	-	Avshjahg	3hJ	-	174	3oO+174	-	-
M	VTH	94.340	-	-	OO-	XU	-	-	-	-	Evkhdvec	3fU	-	-	3nB+800	-	-
U-L	MFV	4.578	-	-	CC	KA	-	-	-	-	Suksfanz	3eM	-	192	3jQ+192	-	-
B	RVL	28.000	-	-	L	XR	-	-	-	-	Ofpckwld	3bZ	-	360	3bG+360	-	-
V	GPX	44.860	-	-	VVV-	AI	-	-	-	-	Nkecapcd	3pD	-	475	3jJ+475	-	-
P	OEM	70.346	-	-	FF	EN	-	-	-	-	Yrrcsvse	3uH	-	260	3sL+260	-	-
Q-B	LHQ	797.200	-	-	BB	AG	-	-	-	-	Vleprzcm	3gD	-	192	3dF+192	-	-

Tranche Comments

E: First Pay: 2019-10-15; Redemption: 7/15/2021; Q-B: First Pay: 2019-10-15; Redemption: 7/15/2021; U-L: First Pay: 2019-10-15; Redemption: 7/15/2021; P: First Pay: 2019-10-15; Redemption: 7/15/2021; B: 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; Zez: First Pay: 2019-10-15; Redemption: 7/15/2021;

Reinvestment Period End Date

May 24, 1999

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-J	CYA	682.700	-	Ill	-	-	-	-	-	-	Adkplwpl	3xI	-	-	3yA+153	-	-
Y-D	LVE	1.800	-	R3	-	-	-	-	-	-	Ksqcujoo	3kP	-	-	3dT+1000	-	-
Z-C	RCK	28.600	-	Sb2	-	-	-	-	-	-	Iwmpfrja	3vZ	-	-	3hG+185	-	-
I	AXZ	3.700	-	Ehh	-	-	-	-	-	-	Rclbruxa	3yZ	-	-	3eP+60	-	-
O-C	ANE	21.000	-	Qcc3	-	-	-	-	-	-	Ozdhzwok	3qG	-	-	3wL+390	-	-
E-Y	CUM	70.200	-	I2	-	-	-	-	-	-	Afbkommk	3uR	-	-	3pO+250	-	-
T-N	XTV	47.200	-	Rh3	-	-	-	-	-	-	Ysvocedj	3pZ	-	-	3iI+736	-	-

Deal Comments

Hqywahaawab

Bank of Montreal

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-R	ZOI	36.900	-	Oy2	-	-	-	-	-	-	Acsadlho	3uP	-	-	3bI+750	-	-
O-O	BMF	850.800	-	Fxx	ZZZ	-	-	-	-	-	Duhhmbse	3qC	-	-	3uD+162	-	-
A-R	COF	73.300	-	Rgg2	-	-	-	-	-	-	Mqseumtu	3bK	-	-	3tM+400	-	-
H-Q	XQP	68.300	-	Q3	-	-	-	-	-	-	Xcrotldd	3cZ	-	-	3vA+1000	-	-
U-I	FHO	81.800	-	Ul2	-	-	-	-	-	-	Ghupfqxz	3mW	-	-	3wT+200	-	-
C-B	BFC	67.600	-	C2	-	-	-	-	-	-	Juomwmrf	3nH	-	-	3dV+270	-	-
Abgccn	NWG	9.640	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-