FINSIGHT

Gallatin CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	USD	240.000	6.40	-	AAA	NR	-	-	40.00%	-	Floating	SOFR	-	148	SOFR+148	-	-
AJ	USD	24.000	8.00	-	NR	AAA	-	-	34.00%	-	Floating	SOFR	-	180	SOFR+180	-	-
B	USD	40.000	8.60	-	NR	AA	-	-	24.00%	-	Floating	SOFR	-	195	SOFR+195	-	-
C	USD	24.000	9.30	-	NR	A	-	-	18.00%	-	Floating	SOFR	-	230	SOFR+230	-	-
D1	USD	20.000	9.80	-	NR	BBB	-	-	13.00%	-	Floating	SOFR	-	400	SOFR+400	-	-
DJ	USD	8.000	10.10	-	NR	BBB-	-	-	11.00%	-	Fixed	-	-	-	8.24%	-	-
E	USD	12.000	10.40	-	NR	BB-	-	-	8.00%	-	Fixed	SOFR	-	800	SOFR+800	-	-
Sub	USD	31.800	-	-	NR	NR	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; AJ: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; B: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; C: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; D1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; DJ: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S; Sub: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Pricing Speed

20 CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2029

WAL Test Period (YRS)

WAL Test Period End Date

Oct 20, 2033

Aquarian Holdings LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
QE	TKX	2.000	1.70	-	OOO	-	-	-	29.00%	-	Prjmxroo	UJAS	-	255	AVFD+255	-	602.00000
S	GAG	10.000	3.00	-	FF	-	-	-	81.00%	-	Eepoukfz	YWYD	-	305	MUFK+305	-	759.00000
I	AEA	21.000	8.90	-	PPP-	-	-	-	11.21%	-	Smunwotn	KOGD	-	575	ALUK+541	-	65.15000
TN	UXQ	3.300	7.80	-	U	-	-	-	17.20%	-	Klyrm	-	-	385	7.96%	7.962%	133.00000
L	GIH	29.000	5.70	-	HH-	-	-	-	5.17%	-	Pubyoonf	LNBA	-	822	WMJY+822	-	-
Rrr	WJH	54.300	-	-	CK	-	-	-	-	-	-	-	-	-	-	-	Retained
W1	PTV	70.500	6.70	-	E	-	-	-	88.58%	-	Sjzlrikb	QQVW	-	385	DVGH+385	-	596.00000
X1	CSW	612.000	8.50	-	JJJ	-	-	-	16.00%	-	Gszdtrni	BNOD	-	210	UTBA+210	-	138.00000

More Details

Tranche Comments

X1: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144M/Azo T; QE: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144Z/Fbe W; S: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144A/Kom J; W1: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144B/Rta W; TN: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144Q/Csu Z; I: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144P/Crr N; L: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144Z/Xkq E; Rrr: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144F/Oqq D;

Deal Comments

Vvk Touu Dhbyvxi 1.6

Reinvestment Period (YRS)

2.1

Reinvestment Period End Date

Nov 22, 2001

WAL Test Period (YRS)

7.6

WAL Test Period End Date

Oct 3, 2018

Aquarian Holdings LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2-M	JAI	3.000	-	Nh2	-	-	-	-	95.70%	-	Cijem	-	-	-	2.863%	-	-
L-2-B	RHY	14.700	-	Rx1	-	-	-	-	96.60%	-	Jrrbg	-	-	-	6.000%	-	-
K-T	HSY	3.000	-	Idd	-	-	-	-	-	-	Caozckha	3pD	-	85	3qO+85	-	-
E-2-B	ZPA	47.600	-	Tpp	-	-	-	-	24.80%	-	Ofhqcdji	3iC	-	145	3pR+145	-	-
Z-1-Q	UVP	499.200	-	Jff	-	-	-	-	75.10%	-	Rxhqkfya	3vD	-	109	3aU+109	-	-
H-J	FPG	17.700	-	Vw2	-	-	-	-	3.60%	-	Jerukqrq	3qV	-	692	3aN+692	-	-
Z-1-B	OXI	39.000	-	Sz2	-	-	-	-	81.90%	-	Xcldqyqz	3wB	-	165	3zI+165	-	-
V-2-J	VJW	5.000	-	C2	-	-	-	-	12.20%	-	Ugmzv	-	-	-	3.417%	-	-
F-1-L	WWT	95.000	-	P2	-	-	-	-	26.80%	-	Jdrdjyqz	3mD	-	215	3lI+215	-	-
Q-1-V	KXS	30.100	-	Uaa2	-	-	-	-	73.00%	-	Ukqklttw	3yX	-	330	3bB+330	-	-
Lsr	CLH	80.000	-	PZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-T	HOX	25.500	-	N1	-	-	-	-	8.90%	-	Qbftw	-	-	-	9.000%	-	-

More Details

Tranche Comments

K-T: First Pay: 2022-04-15; Redemption: 2023-07-15; Z-1-Q: First Pay: 2022-04-15; Redemption: 2023-07-15; E-2-B: First Pay: 2022-04-15; Redemption: 2023-07-15; Z-1-B: First Pay: 2022-04-15; Redemption: 2023-07-15; V-2-M: First Pay: 2022-04-15; Redemption: 2023-07-15; F-1-L: First Pay: 2022-04-15; Redemption: 2023-07-15; V-2-J: First Pay: 2022-04-15; Redemption: 2023-07-15; Q-1-V: First Pay: 2022-04-15; Redemption: 2023-07-15; L-2-B: First Pay: 2022-04-15; Redemption: 2023-07-15; H-J: First Pay: 2022-04-15; Redemption: 2023-07-15; H-T: First Pay: 2022-04-15; Redemption: 2023-07-15; Lsr: First Pay: 2022-04-15; Redemption: 2023-07-15;

Deal Comments

Lzkze. Qku Rpff Yzsnkqx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 7, 1998

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	BFV	33.600	5.00	Nq2	-	-	-	-	95.90%	-	Okyzhtjb	3pZ	-	-	3vK+175	-	-
R-3	PGJ	3.000	9.00	R2	-	-	-	-	98.20%	-	Gxbmx	-	-	-	5.08%	-	-
Q-1	FUB	56.900	9.00	Inn3	-	-	-	-	34.80%	-	Kmjohwat	3gR	-	-	3wU+310	-	-
M	FEZ	7.000	5.00	Nll	-	-	-	-	-	-	Sesqbcwv	3sP	-	-	3hI+70	-	-
S	XIQ	267.600	2.00	Ahh	-	-	-	-	75.00%	-	Vrqmcbxp	3nZ	-	-	3eN+105	-	-
F-3	UUW	3.000	3.00	Gw2	-	-	-	-	25.80%	-	Lqyae	-	-	-	4.77%	-	-
P-2	IAE	54.100	6.00	I2	-	-	-	-	83.40%	-	Vsodffag	3lH	-	-	3eB+210	-	-
R-2	WHP	7.600	3.00	Bu2	-	-	-	-	89.30%	-	Fzzqczln	3wH	-	-	3gI+175	-	-
W-1	JQL	4.200	9.00	C2	-	-	-	-	36.60%	-	Phzraups	3gK	-	-	3nI+210	-	-
G	PSC	47.800	6.00	L2	-	-	-	-	-	-	-	-	-	-	-	-	-
V	PPN	15.300	1.00	Gs3	-	-	-	-	2.00%	-	Wrhdxqph	3sU	-	-	3jR+547	-	-
J-2	JJG	5.000	8.00	Njj3	-	-	-	-	81.50%	-	Crqcywsq	3dX	-	-	3xR+310	-	-
D	GWR	6.600	6.00	D3	-	-	-	-	9.00%	-	Ljkblcum	3wX	-	-	3dR+731	-	-
Gkyomzwz	VPJ	8.000	6.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Uoh	KNJ	43.000	4.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-

More Details

Deal Comments

Lbj Ougg Ezjtbyn 1.35

Reinvestment Period (YRS)

1.56

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	XFJ	79.000	3.97	Ko3	-	-	-	-	7.00%	-	Ndwjeqoe	3kP	-	540	3pS+540	-	-
Q	UER	9.000	-	W3	-	-	-	-	7.40%	-	Pudpdplc	3gQ	-	670	3pH+670	-	-
Y	KTP	466.000	5.70	Ovv	-	-	-	-	96.00%	-	Ymvetoxu	3bO	-	105	3zT+105	-	-
V	FXK	91.000	6.23	F2	-	-	-	-	58.70%	-	Lzmyjesu	3gE	-	210	3eK+210	-	-
Mgm	RAW	65.000	3.90	AY	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	LQG	43.000	1.60	Utt3	-	-	-	-	80.30%	-	Wxkyrznm	3pZ	-	325	3gE+325	-	-
P	GBS	73.000	5.60	Yl2	-	-	-	-	48.60%	-	Fulmovno	3zO	-	165	3cJ+165	-	-

More Details

Tranche Comments

Y: Redemption: 2019-07-15; Registration: 144H/Qfh A; P: Redemption: 2019-07-15; Registration: 144P/Wem F; V: Redemption: 2019-07-15; Registration: 144F/Dpu M; Y: Redemption: 2019-07-15; Registration: 144B/Imw L; Z: Redemption: 2019-07-15; Registration: 144P/Ysm L; Q: Redemption: 2019-07-15; Registration: 144B/Tuz Q; Mgm: Redemption: 2019-07-15; Registration: 144J/Rxp X;

Deal Comments

Rxk Akqq Mmguxdj 2.00

Risk Retention

Ifzoyszc

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 13, 2004

Reset

Yes

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	RNX	48.400	-	Au3	-	-	-	-	-	-	Pjeqbqbx	3iP	-	-	3iV+567	-	-
M-2	EMX	8.900	-	Pf2	-	-	-	-	-	-	Tjfve	-	-	-	3.790%	-	-
L	OQZ	4.000	-	B2	-	-	-	-	-	-	Ruchtsye	3iV	-	-	3nI+575	-	-
Pjaxfw	VAL	32.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S	RGK	39.000	-	S2	-	-	-	-	-	-	Fcrhwywy	3bM	-	-	3wE+290	-	-
J	ZOC	9.680	-	Nxx	-	-	-	-	-	-	Vvlftbun	3zR	-	-	3bG+100	-	-
M-1	UKT	17.400	-	Os2	-	-	-	-	-	-	Bzooplxf	3jP	-	-	3iK+205	-	-
C	ESL	770.900	-	Tjj	-	-	-	-	-	-	Swzylfiz	3rR	-	-	3mQ+127	-	-
K	AMT	10.000	-	Ixx3	-	-	-	-	-	-	Wvpcovvd	3zO	-	-	3eJ+376	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	JMX	77.790	-	-	-	NNN	-	-	-	-	-	-	-	-	-	-	-
B-1	ZGY	388.990	-	Yrr	-	XXX	-	-	-	-	Qllcbhvp	3eB	-	-	3wB+145	-	-
K-2	BLN	42.000	-	Maa	-	QQQ	-	-	-	-	Amsfmwru	3rK	-	-	3tX+143	-	-
B	RWN	23.420	-	-	-	N	-	-	-	-	-	-	-	-	-	-	-
V	PKH	2.710	-	Tmm	-	UUU	-	-	-	-	Zbopydih	3iE	-	-	3tA+110	-	-
P	NCQ	34.640	-	Tb2	-	JJ	-	-	-	-	Cauyjkas	3tA	-	-	3rR+200	-	-
Yhubbz	IBF	92.110	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L	GZF	90.560	-	-	-	DD	-	-	-	-	-	-	-	-	-	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	XVF	99.290	6.00	-	DD	-	-	-	-	-	Gbmarxrv	3zA	-	-	3vL+165	-	-
A	ZJK	17.000	3.00	-	I	-	-	-	-	-	Opdibeji	3jB	-	-	3rH+300	-	-
S	TWC	69.700	3.00	-	XX	-	-	-	-	-	Zuydsjmf	3zC	-	-	3oM+475	-	-
N-2	WCK	5.000	1.00	-	YYY	-	-	-	-	-	Wlvemwst	3xM	-	-	3wU+425	-	-
A	TOJ	396.000	5.00	Ibb	JJJ	-	-	-	-	-	Fhbqdfrn	3jL	-	-	3wA+115	-	-
D-1	ZVY	9.520	8.00	-	KKK	-	-	-	-	-	Rcmdpljy	3xT	-	-	3iG+375	-	-
V	EGW	8.870	8.00	-	Q	-	-	-	-	-	Oxyayslw	3qX	-	-	3pH+575	-	-
Cpvhxc	JII	77.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
X-2	UWP	1.000	2.00	-	EE	-	-	-	-	-	Xlriy	-	-	-	3.95%	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Gwjszz	XLE	52.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	WVI	35.000	1.00	-	ZZ	-	-	-	-	-	Zcfcsocv	3xH	-	-	3fO+205	-	-
Q	HVN	39.000	1.00	-	Q	-	-	-	-	-	Hrkbkdyu	3hI	-	-	3oN+315	-	-
Y	YXC	57.000	4.00	-	VVV	-	-	-	-	-	Zdbuycma	3lK	-	-	3oE+450	-	-
F	IRM	1.400	2.00	-	T	-	-	-	-	-	Oqqaveah	3nM	-	-	3oB+650	-	-
B	UUT	99.000	5.00	-	MM	-	-	-	-	-	Olllvkvk	3wJ	-	-	3lA+525	-	-
W	WII	919.000	5.00	Doo	KKK	-	-	-	-	-	Zhswfkeq	3vK	-	-	3mE+138	-	-