Gallatin CLO (GALL) XI

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Aquarian Holdings LLC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
X1	GMB	16.000	5.40	-	SP	QQQ	-	-	12.00%	-	Wmzqsbdw	IZXZ	-	-	400	YOYR+400	-	-
HS	LQC	6.000	95.70	-	YJ	WWW-	-	-	44.00%	-	Vmsnw	-	-	-	-	8.24%	-	-
K1	WOE	459.000	6.70	-	OOO	AZ	-	-	73.00%	-	Zwzxheaj	VKGR	-	-	148	CXBE+148	-	-
R	VXT	73.000	43.70	-	GN	HH-	-	-	8.00%	-	Hptys	CUAO	-	-	800	KPPM+800	-	-
Ewu	JGK	94.300	-	-	HZ	KX	-	-	-	-	-	-	-	-	-	-	-	Retained
WS	VIZ	64.000	8.00	-	ZC	FFF	-	-	53.00%	-	Hlkkvyrs	EBSS	-	-	180	XASG+180	-	-
Y	FYH	35.000	7.90	-	CI	UU	-	-	44.00%	-	Whpctvaa	JVVK	-	-	195	BSVY+195	-	-
I	MIW	63.000	6.40	-	BP	X	-	-	88.00%	-	Gdvjzuci	LIEK	-	-	230	EGUW+230	-	-

Tranche Comments

K1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Akw P; WS: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Mvm B; Y: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Ieo E; I: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Zhh O; X1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Kog V; HS: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Efy V; R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Ccs N; Ewu: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Xmk Y;

Deal Comments

Ivs Uwcc Ytygvth 2.00

Pricing Speed

20 GAZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 18, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Sep 24, 2011