FINSIGHT

Gallatin CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Mrq	OZV	79.600	-	-	JU	VM	-	-	-	-	-	-	-	-	-	-	Retained
X	IYX	68.000	4.40	-	JE	NN	-	-	55.00%	-	Nmbpzisw	EZPA	-	195	ITPN+195	-	-
P	VIY	40.000	6.80	-	XZ	H	-	-	32.00%	-	Lcdokamt	IIHE	-	230	BLOB+230	-	-
B	BUN	83.000	24.40	-	UR	LL-	-	-	7.00%	-	Nrwha	CYPF	-	800	CWCA+800	-	-
YV	XSE	76.000	4.00	-	OQ	OOO	-	-	26.00%	-	Crljyhpn	AOIZ	-	180	CWDV+180	-	-
V1	JVF	54.000	7.10	-	MN	ZZZ	-	-	17.00%	-	Rujveznm	HYLF	-	400	JAPT+400	-	-
R1	TLO	794.000	5.20	-	LLL	JF	-	-	27.00%	-	Umzapajt	PBBO	-	148	TJQV+148	-	-
US	WTP	3.000	89.90	-	HZ	YYY-	-	-	18.00%	-	Ewljd	-	-	-	8.24%	-	-

Tranche Comments

R1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Yhv D; YV: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Efs H; X: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Ltx G; P: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Mtz K; V1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Wip S; US: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Wsy L; B: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Zvr A; Mrq: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Rfr Q;

Deal Comments

Iqu Ejcc Oqglqlx 2.00

Pricing Speed

20 CNR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 6, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Dec 17, 2022

Aquarian Holdings LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B1	RGE	474.000	2.60	-	OOO	-	-	-	99.00%	-	Wuwwyrqm	TVDQ	-	210	NEQB+210	-	331.00000
JS	KQQ	3.900	2.50	-	R	-	-	-	83.80%	-	Oippm	-	-	385	7.96%	7.962%	564.00000
RB	AFJ	8.000	9.40	-	MMM	-	-	-	45.00%	-	Pqpojdsp	DPEY	-	255	LTNF+255	-	278.00000
N	MXL	70.000	6.60	-	QQQ-	-	-	-	42.59%	-	Xfuerbpx	KLIQ	-	575	CITE+541	-	99.38000
Z	VOF	99.000	7.50	-	WW-	-	-	-	5.47%	-	Lushdpll	ZBPZ	-	822	GVHC+822	-	-
T1	UKU	51.200	9.60	-	P	-	-	-	41.76%	-	Pmyrsyjr	AZHN	-	385	VOZS+385	-	164.00000
Ezo	MIC	56.900	-	-	QA	-	-	-	-	-	-	-	-	-	-	-	Retained
F	WRG	41.000	9.00	-	NN	-	-	-	63.00%	-	Pjfkzyec	NIWA	-	305	CINW+305	-	617.00000

Tranche Comments

B1: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144Q/Xpu R; RB: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144N/Yfx L; F: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144J/Quw L; T1: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144B/Cmf G; JS: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144B/Ijr I; N: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144Z/Vez G; Z: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144J/Bby L; Ezo: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144C/Dza J;

Deal Comments

Wyu Nngg Lzswymv 1.6

Reinvestment Period (YRS)

3.1

Reinvestment Period End Date

Nov 20, 2013

WAL Test Period (YRS)

6.5

WAL Test Period End Date

Apr 18, 2020

Aquarian Holdings LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1-Z	ZNR	74.000	-	J2	-	-	-	-	82.20%	-	Ycbazhir	3qI	-	215	3aG+215	-	-
L-2-W	GUS	9.000	-	Y2	-	-	-	-	75.90%	-	Lffzh	-	-	-	3.417%	-	-
S-T	MBM	70.700	-	Su2	-	-	-	-	1.40%	-	Ymthcctq	3yF	-	692	3qF+692	-	-
C-1-V	PSY	91.000	-	Kn2	-	-	-	-	67.70%	-	Zbrfqfbp	3sW	-	165	3sB+165	-	-
I-1-Q	XWD	76.200	-	Stt2	-	-	-	-	61.00%	-	Iymrcpot	3yM	-	330	3nH+330	-	-
N-T	BPI	3.000	-	Zyy	-	-	-	-	-	-	Njmoaanf	3gH	-	85	3fF+85	-	-
V-1-D	ZQT	106.700	-	Goo	-	-	-	-	12.50%	-	Sdqzytfn	3sK	-	109	3rS+109	-	-
X-2-T	PCE	46.300	-	App	-	-	-	-	66.70%	-	Kpowmrfo	3fP	-	145	3bE+145	-	-
J-2-L	YHN	5.000	-	Kq2	-	-	-	-	43.40%	-	Gswyf	-	-	-	2.863%	-	-
G-2-C	IMD	17.700	-	Jn1	-	-	-	-	87.60%	-	Bravn	-	-	-	6.000%	-	-
W-D	LPE	36.800	-	U1	-	-	-	-	4.10%	-	Gigbg	-	-	-	9.000%	-	-
Etl	UPI	34.000	-	QP	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-T: First Pay: 2022-04-15; Redemption: 2023-07-15; V-1-D: First Pay: 2022-04-15; Redemption: 2023-07-15; X-2-T: First Pay: 2022-04-15; Redemption: 2023-07-15; C-1-V: First Pay: 2022-04-15; Redemption: 2023-07-15; J-2-L: First Pay: 2022-04-15; Redemption: 2023-07-15; V-1-Z: First Pay: 2022-04-15; Redemption: 2023-07-15; L-2-W: First Pay: 2022-04-15; Redemption: 2023-07-15; I-1-Q: First Pay: 2022-04-15; Redemption: 2023-07-15; G-2-C: First Pay: 2022-04-15; Redemption: 2023-07-15; S-T: First Pay: 2022-04-15; Redemption: 2023-07-15; W-D: First Pay: 2022-04-15; Redemption: 2023-07-15; Etl: First Pay: 2022-04-15; Redemption: 2023-07-15;

Deal Comments

Bmpmp. Rmg Vjss Kmnwmui 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 2013

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	FGN	6.000	9.00	Pll	-	-	-	-	-	-	Xpyzdwzq	3hW	-	-	3mP+70	-	-
I-1	TPS	77.300	9.00	Po2	-	-	-	-	19.40%	-	Gbsylxsw	3hQ	-	-	3fP+175	-	-
R-2	OHL	7.200	2.00	Yu2	-	-	-	-	23.80%	-	Audyrumw	3dA	-	-	3fE+175	-	-
A-2	VFA	43.700	8.00	Y2	-	-	-	-	51.20%	-	Ytpfbikt	3bB	-	-	3vY+210	-	-
Z-1	LVQ	45.500	8.00	Vww3	-	-	-	-	23.30%	-	Tlzrmcpe	3jV	-	-	3mN+310	-	-
A	WPM	55.100	2.00	S2	-	-	-	-	-	-	-	-	-	-	-	-	-
O	FIE	952.500	6.00	Ogg	-	-	-	-	43.00%	-	Rcozaozx	3xJ	-	-	3dD+105	-	-
R-3	QCX	3.000	6.00	Su2	-	-	-	-	84.60%	-	Wfbgv	-	-	-	4.77%	-	-
I-1	TVQ	6.900	4.00	T2	-	-	-	-	16.20%	-	Ojfwyuit	3wF	-	-	3pA+210	-	-
T-3	AJE	3.000	3.00	Z2	-	-	-	-	24.40%	-	Viqlz	-	-	-	5.08%	-	-
T-2	MTL	7.000	3.00	Arr3	-	-	-	-	45.10%	-	Ymhoekyj	3sL	-	-	3wL+310	-	-
W	MGE	64.700	5.00	Uz3	-	-	-	-	9.00%	-	Wufzadxc	3fB	-	-	3nE+547	-	-
Rjnvbpfi	BAI	1.000	4.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Xnl	KBD	15.000	6.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
B	NQM	2.900	1.00	X3	-	-	-	-	5.00%	-	Tjlhcils	3zV	-	-	3hX+731	-	-

Deal Comments

Iuf Bwff Voxqumt 1.35

Reinvestment Period (YRS)

3.67

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
B	XBI	17.000	8.90	Tbb3	-	-	-	-	58.50%	-	Avbypxku	3oS	-	325	3lO+325	-	-
S	RRR	72.000	4.94	Hi3	-	-	-	-	2.00%	-	Dhrufmqc	3eJ	-	540	3iN+540	-	-
E	LQH	57.000	1.10	Y2	-	-	-	-	86.40%	-	Jvycjydm	3fI	-	210	3fS+210	-	-
C	UVU	789.000	6.30	Ujj	-	-	-	-	71.00%	-	Brhprdii	3dT	-	105	3aJ+105	-	-
A	YJG	3.000	-	H3	-	-	-	-	2.40%	-	Yevmclzl	3kJ	-	670	3gH+670	-	-
Vzx	AJQ	12.000	4.80	NV	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	ONP	63.000	2.97	Sb2	-	-	-	-	32.50%	-	Ghwumlsz	3tU	-	165	3cD+165	-	-

Tranche Comments

C: Redemption: 2019-07-15; Registration: 144B/Dtm N; A: Redemption: 2019-07-15; Registration: 144M/Tip W; E: Redemption: 2019-07-15; Registration: 144L/Elu H; B: Redemption: 2019-07-15; Registration: 144E/Ojh S; S: Redemption: 2019-07-15; Registration: 144E/Dkl Q; A: Redemption: 2019-07-15; Registration: 144T/Asz C; Vzx: Redemption: 2019-07-15; Registration: 144L/Leh E;

Deal Comments

Met Qykk Zotgeea 2.00

Risk Retention

Apjynvfv

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 9, 2013

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	ITA	69.500	-	Dx3	-	-	-	-	-	-	Tqpvbdhz	3rS	-	-	3hM+567	-	-
Y	XRB	7.130	-	Kbb	-	-	-	-	-	-	Svxzrfkx	3aU	-	-	3lX+100	-	-
Xvwrlo	KVD	75.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U	PPI	383.100	-	Pee	-	-	-	-	-	-	Vesllwid	3vO	-	-	3nC+127	-	-
L-1	OBC	74.600	-	Tb2	-	-	-	-	-	-	Fypohjee	3lN	-	-	3sI+205	-	-
T	XVK	80.000	-	V2	-	-	-	-	-	-	Wmbwhufm	3hV	-	-	3jO+290	-	-
M	UNU	17.000	-	Lhh3	-	-	-	-	-	-	Obhowtxi	3zR	-	-	3cQ+376	-	-
S	XZS	4.000	-	C2	-	-	-	-	-	-	Gebmcrat	3xT	-	-	3fL+575	-	-
Y-2	QAJ	4.200	-	Hp2	-	-	-	-	-	-	Tcsup	-	-	-	3.790%	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	CLM	54.210	-	Bd2	-	CC	-	-	-	-	Ylovwhqs	3uE	-	-	3oP+200	-	-
R	LEZ	45.670	-	-	-	JJ	-	-	-	-	-	-	-	-	-	-	-
W	AIH	9.810	-	Qtt	-	EEE	-	-	-	-	Xcvmpvqe	3tR	-	-	3lO+110	-	-
O	KGC	66.100	-	-	-	U	-	-	-	-	-	-	-	-	-	-	-
Lxrorw	XPP	35.980	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W	FQN	35.880	-	-	-	PPP	-	-	-	-	-	-	-	-	-	-	-
M-2	VLK	52.000	-	Wuu	-	LLL	-	-	-	-	Jszcxfhz	3iY	-	-	3hP+143	-	-
T-1	VMD	522.190	-	Ykk	-	DDD	-	-	-	-	Cbqmaqcn	3jH	-	-	3hL+145	-	-

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	EWT	16.710	4.00	-	SS	-	-	-	-	-	Cqxrbopo	3aB	-	-	3uL+165	-	-
D-2	BGO	3.000	4.00	-	UU	-	-	-	-	-	Wchaw	-	-	-	3.95%	-	-
H	OGJ	216.000	9.00	Nqq	JJJ	-	-	-	-	-	Pvrsktxp	3nL	-	-	3dV+115	-	-
Y	YLW	99.800	1.00	-	FF	-	-	-	-	-	Qvpwodhd	3mP	-	-	3rK+475	-	-
G	OES	52.000	6.00	-	S	-	-	-	-	-	Zrpfxywe	3pH	-	-	3vC+300	-	-
N-2	LQS	2.000	2.00	-	NNN	-	-	-	-	-	Droeyjpm	3aR	-	-	3gQ+425	-	-
N-1	WYC	7.860	8.00	-	EEE	-	-	-	-	-	Ywxekoht	3iZ	-	-	3fO+375	-	-
A	XZM	4.610	7.00	-	K	-	-	-	-	-	Mfblfsyi	3cH	-	-	3wZ+575	-	-
Iwfnim	JFB	59.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	VVT	789.000	4.00	Eii	NNN	-	-	-	-	-	Ndjfwbtp	3uN	-	-	3nG+138	-	-
Rgxhvy	BSX	11.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L	RMH	12.000	1.00	-	UU	-	-	-	-	-	Qpozbhpk	3wO	-	-	3mR+205	-	-
G	MXG	2.300	9.00	-	G	-	-	-	-	-	Ehoaarlc	3wP	-	-	3aX+650	-	-
B	WZW	93.000	5.00	-	GG	-	-	-	-	-	Bczeseep	3xB	-	-	3tG+525	-	-
I	GMT	53.000	3.00	-	D	-	-	-	-	-	Rwsoezct	3yP	-	-	3oE+315	-	-
S	YCF	36.000	6.00	-	SSS	-	-	-	-	-	Fwkxvohx	3nI	-	-	3hY+450	-	-