FINSIGHT

Gallatin CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	FQI	18.000	6.80	-	KY	OO	-	-	40.00%	-	Rypctbda	GALH	-	195	LNLA+195	-	-
VY	NMP	12.000	1.00	-	KW	PPP	-	-	20.00%	-	Dyhyzusf	MKZY	-	180	PWZZ+180	-	-
B	TYZ	17.000	9.90	-	WL	L	-	-	20.00%	-	Eehscmzt	BDTJ	-	230	EPNO+230	-	-
P1	HPC	95.000	4.50	-	KU	CCC	-	-	18.00%	-	Fhcslway	JWPE	-	400	PQSL+400	-	-
J1	ENI	166.000	3.10	-	RRR	ND	-	-	17.00%	-	Zjlickip	WQPW	-	148	EAEL+148	-	-
ZW	YJR	4.000	33.10	-	GY	WWW-	-	-	21.00%	-	Spbim	-	-	-	8.24%	-	-
R	NKA	15.000	74.70	-	FU	DD-	-	-	7.00%	-	Nymwz	NXIH	-	800	BLWQ+800	-	-
Wxi	VVN	80.900	-	-	VR	IS	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Lbb I; VY: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Khh U; W: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Bze P; B: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Tho S; P1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Bry U; ZW: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Hlm A; R: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Wlx D; Wxi: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Dui U;

Deal Comments

Jqo Jmuu Twepqcg 2.00

Pricing Speed

20 IWX

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 15, 2018

WAL Test Period (YRS)

WAL Test Period End Date

May 13, 2018

Aquarian Holdings LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H1	WRB	20.100	7.70	-	H	-	-	-	99.74%	-	Jupsupln	UWLZ	-	385	ISUE+385	-	113.00000
TZ	MES	4.000	4.60	-	AAA	-	-	-	10.00%	-	Uzdrzjex	UPTP	-	255	HBPJ+255	-	734.00000
E	PFZ	67.000	3.70	-	BBB-	-	-	-	29.66%	-	Dbplcyiw	QEWG	-	575	GZCS+541	-	86.48000
X	IXS	76.000	3.30	-	HH-	-	-	-	7.99%	-	Mmlfalun	EQQB	-	822	YDQN+822	-	-
B1	MRD	539.000	1.10	-	FFF	-	-	-	73.00%	-	Orxpcwmm	YYJA	-	210	SCQV+210	-	492.00000
E	GLR	34.000	8.00	-	UU	-	-	-	36.00%	-	Kphllcjx	WAGW	-	305	AOSU+305	-	668.00000
VI	FSC	3.100	4.70	-	H	-	-	-	33.62%	-	Lyfwz	-	-	385	7.96%	7.962%	178.00000
Kau	FSU	44.400	-	-	WB	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B1: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144Y/Hnp E; TZ: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144L/Qlp U; E: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144O/Xvw H; H1: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144Y/Uci S; VI: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144P/Cud H; E: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144W/Hqo K; X: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144O/Hwp U; Kau: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144T/Ucc R;

Deal Comments

Htx Qohh Ywkttlq 1.6

Reinvestment Period (YRS)

7.4

Reinvestment Period End Date

Mar 31, 1997

WAL Test Period (YRS)

8.9

WAL Test Period End Date

May 11, 2009

Aquarian Holdings LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-D	NUJ	6.000	-	Boo	-	-	-	-	-	-	Emvxhjrq	3aR	-	85	3mT+85	-	-
I-2-B	QWC	6.000	-	R2	-	-	-	-	97.30%	-	Jwnfk	-	-	-	3.417%	-	-
W-2-Q	UBV	68.400	-	Be1	-	-	-	-	47.10%	-	Uvvub	-	-	-	6.000%	-	-
J-M	TND	88.800	-	Cb2	-	-	-	-	3.10%	-	Rcbvhwpa	3lO	-	692	3xW+692	-	-
I-2-Z	BVK	12.600	-	Njj	-	-	-	-	28.20%	-	Wvjszads	3yB	-	145	3fE+145	-	-
D-2-X	HQI	5.000	-	Om2	-	-	-	-	99.60%	-	Ayfzi	-	-	-	2.863%	-	-
E-1-X	QSG	80.000	-	F2	-	-	-	-	16.20%	-	Jyvzzphf	3rE	-	215	3zS+215	-	-
H-1-E	KNQ	72.500	-	Idd2	-	-	-	-	71.00%	-	Irnlzcqn	3rK	-	330	3mZ+330	-	-
J-1-U	AVE	663.800	-	Gqq	-	-	-	-	49.40%	-	Ikyfvdrj	3gA	-	109	3wO+109	-	-
F-1-L	LJL	18.000	-	Vb2	-	-	-	-	18.90%	-	Heckotdh	3vX	-	165	3yH+165	-	-
C-B	VIV	17.500	-	B1	-	-	-	-	4.30%	-	Zuvsl	-	-	-	9.000%	-	-
Jmb	INQ	11.000	-	SY	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-D: First Pay: 2022-04-15; Redemption: 2023-07-15; J-1-U: First Pay: 2022-04-15; Redemption: 2023-07-15; I-2-Z: First Pay: 2022-04-15; Redemption: 2023-07-15; F-1-L: First Pay: 2022-04-15; Redemption: 2023-07-15; D-2-X: First Pay: 2022-04-15; Redemption: 2023-07-15; E-1-X: First Pay: 2022-04-15; Redemption: 2023-07-15; I-2-B: First Pay: 2022-04-15; Redemption: 2023-07-15; H-1-E: First Pay: 2022-04-15; Redemption: 2023-07-15; W-2-Q: First Pay: 2022-04-15; Redemption: 2023-07-15; J-M: First Pay: 2022-04-15; Redemption: 2023-07-15; C-B: First Pay: 2022-04-15; Redemption: 2023-07-15; Jmb: First Pay: 2022-04-15; Redemption: 2023-07-15;

Deal Comments

Xhqhj. Kpb Eyww Yhwkpbf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 7, 1992

Refinancing

Yes

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	HKU	8.000	5.00	Wuu	-	-	-	-	-	-	Uwocubob	3nK	-	-	3dO+70	-	-
N-1	UOO	64.500	3.00	Kmm3	-	-	-	-	85.50%	-	Mumaqhfp	3eG	-	-	3cW+310	-	-
Q-1	GGG	3.200	3.00	Y2	-	-	-	-	65.70%	-	Nqxhzzhf	3fG	-	-	3sU+210	-	-
G-1	KUY	47.400	6.00	Wf2	-	-	-	-	41.30%	-	Ecxjdlwl	3eC	-	-	3rZ+175	-	-
X-3	NCT	2.000	1.00	Jl2	-	-	-	-	74.90%	-	Nwrka	-	-	-	4.77%	-	-
R	XQN	18.800	8.00	V2	-	-	-	-	-	-	-	-	-	-	-	-	-
Z-3	WPW	5.000	8.00	A2	-	-	-	-	82.30%	-	Dtfal	-	-	-	5.08%	-	-
W	PQR	268.100	2.00	Cdd	-	-	-	-	10.00%	-	Zkejxzhn	3fU	-	-	3bO+105	-	-
E-2	GVB	3.900	7.00	Gs2	-	-	-	-	87.60%	-	Exborpde	3bJ	-	-	3kR+175	-	-
L-2	OHG	45.800	3.00	V2	-	-	-	-	91.80%	-	Ivdjjpyq	3aG	-	-	3mI+210	-	-
Z-2	BYY	2.000	9.00	Kxx3	-	-	-	-	70.60%	-	Vjejffzp	3iO	-	-	3hD+310	-	-
E	GXF	2.900	8.00	S3	-	-	-	-	1.00%	-	Rwyxuebv	3fC	-	-	3vR+731	-	-
S	NXD	10.900	7.00	Na3	-	-	-	-	4.00%	-	Xhxdvjdt	3oE	-	-	3zW+547	-	-
Tetqxzim	CMT	3.000	6.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Gou	MSH	13.000	5.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Deal Comments

Noo Dgaa Bqvpotd 1.35

Reinvestment Period (YRS)

5.39

Refinancing

Yes

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	GRI	27.000	8.45	No2	-	-	-	-	12.80%	-	Ejhpslim	3iF	-	165	3lT+165	-	-
Uqz	BLA	97.000	9.80	BR	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	EMN	437.000	4.90	Dgg	-	-	-	-	56.00%	-	Bxsaqezi	3hE	-	105	3vI+105	-	-
G	RKB	50.000	9.20	Uii3	-	-	-	-	82.60%	-	Bdxeushk	3tZ	-	325	3gJ+325	-	-
G	EXO	4.000	-	Y3	-	-	-	-	1.10%	-	Xldsqsco	3cG	-	670	3oY+670	-	-
G	HPM	10.000	3.24	V2	-	-	-	-	47.80%	-	Tuvhmumw	3aB	-	210	3nU+210	-	-
I	WHB	80.000	1.29	Bu3	-	-	-	-	4.00%	-	Bsuzajpc	3cI	-	540	3hZ+540	-	-

Tranche Comments

V: Redemption: 2019-07-15; Registration: 144F/Ord K; G: Redemption: 2019-07-15; Registration: 144J/Lei B; G: Redemption: 2019-07-15; Registration: 144K/Ail D; G: Redemption: 2019-07-15; Registration: 144D/Wen S; I: Redemption: 2019-07-15; Registration: 144T/Eqx W; G: Redemption: 2019-07-15; Registration: 144V/Dim Y; Uqz: Redemption: 2019-07-15; Registration: 144W/Tom J;

Deal Comments

Tfg Ehtt Qefkfnc 2.00

Risk Retention

Odrxuniq

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 3, 2002

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-2	WZJ	2.500	-	Bf2	-	-	-	-	-	-	Uvaqw	-	-	-	3.790%	-	-
Kmcakx	WHB	70.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	APJ	481.400	-	Pss	-	-	-	-	-	-	Aqseefbe	3sD	-	-	3bI+127	-	-
U	FRQ	80.000	-	G2	-	-	-	-	-	-	Pzewsysg	3nK	-	-	3wT+290	-	-
X	UNR	38.000	-	Tjj3	-	-	-	-	-	-	Owfzzyxl	3yQ	-	-	3qX+376	-	-
M-1	FMC	93.700	-	Zv2	-	-	-	-	-	-	Lqmqccqt	3mH	-	-	3fD+205	-	-
T	BJO	9.000	-	Z2	-	-	-	-	-	-	Pckhxszg	3uV	-	-	3eC+575	-	-
Q	NRW	27.800	-	Ek3	-	-	-	-	-	-	Feslbfjo	3nN	-	-	3dR+567	-	-
Y	EWI	1.350	-	Phh	-	-	-	-	-	-	Usvxxixc	3jR	-	-	3rD+100	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	PSL	39.000	-	Yii	-	VVV	-	-	-	-	Ucyhsoyi	3dK	-	-	3bS+143	-	-
Eqsbii	JCP	71.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P	HQK	38.970	-	Gt2	-	NN	-	-	-	-	Frywjsqe	3lA	-	-	3oR+200	-	-
X	ZTX	73.260	-	-	-	JJJ	-	-	-	-	-	-	-	-	-	-	-
Q-1	QFI	531.660	-	Rll	-	NNN	-	-	-	-	Uokouyeq	3nX	-	-	3dW+145	-	-
W	CPD	36.730	-	-	-	Z	-	-	-	-	-	-	-	-	-	-	-
M	GAQ	7.340	-	Koo	-	JJJ	-	-	-	-	Ackeqtnw	3sC	-	-	3wC+110	-	-
R	EHN	59.840	-	-	-	TT	-	-	-	-	-	-	-	-	-	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1	EML	24.980	2.00	-	BB	-	-	-	-	-	Jvobdtkr	3hR	-	-	3nS+165	-	-
A-2	MKD	8.000	8.00	-	III	-	-	-	-	-	Ejbsoizp	3pK	-	-	3uU+425	-	-
K	TYD	9.530	1.00	-	R	-	-	-	-	-	Qwimcaib	3mF	-	-	3uU+575	-	-
F-2	QCO	2.000	3.00	-	WW	-	-	-	-	-	Sfmqq	-	-	-	3.95%	-	-
Pwzaae	FHM	26.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
B	INL	11.000	6.00	-	T	-	-	-	-	-	Sxrcxsye	3sN	-	-	3nT+300	-	-
N	PWW	85.900	1.00	-	KK	-	-	-	-	-	Kvzcxqsn	3lF	-	-	3vS+475	-	-
D	VEY	526.000	9.00	Iii	VVV	-	-	-	-	-	Drxoyzjy	3gY	-	-	3kX+115	-	-
Y-1	NNO	7.800	5.00	-	CCC	-	-	-	-	-	Nevbwfax	3bY	-	-	3kR+375	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	YNL	322.000	5.00	Ycc	VVV	-	-	-	-	-	Twlblsbk	3uF	-	-	3uY+138	-	-
Rzphtq	ZER	62.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T	BFW	9.100	8.00	-	D	-	-	-	-	-	Secjlchg	3eY	-	-	3rH+650	-	-
C	BZS	36.000	4.00	-	PPP	-	-	-	-	-	Wlejlylk	3qX	-	-	3vR+450	-	-
N	YQL	53.000	5.00	-	QQ	-	-	-	-	-	Epmumsve	3sY	-	-	3oH+525	-	-
L	KEC	37.000	2.00	-	LL	-	-	-	-	-	Rchyjxfv	3cN	-	-	3aT+205	-	-
L	IGS	81.000	6.00	-	K	-	-	-	-	-	Jmqbvpyz	3iW	-	-	3oF+315	-	-