FINSIGHT

Gallatin CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G1	NPY	551.000	8.60	-	WWW	XM	-	-	84.00%	-	Nhcaxxun	HGLU	-	148	TCZE+148	-	-
K	PJU	11.000	73.40	-	DF	RR-	-	-	1.00%	-	Cqjnx	NMQG	-	800	WCOH+800	-	-
G	LUP	19.000	6.70	-	DS	FF	-	-	82.00%	-	Nqoxprbn	GIZV	-	195	JIYP+195	-	-
X	AWW	30.000	8.50	-	AH	E	-	-	47.00%	-	Qweeczci	EVTH	-	230	BCZM+230	-	-
Com	ESS	78.200	-	-	KH	ES	-	-	-	-	-	-	-	-	-	-	Retained
MI	FXB	68.000	4.00	-	UD	WWW	-	-	92.00%	-	Udxjhlud	LWFH	-	180	LIBS+180	-	-
E1	BCH	87.000	1.80	-	BE	KKK	-	-	19.00%	-	Edlmbqeh	ZIPJ	-	400	CLTC+400	-	-
ZK	MVG	2.000	25.90	-	FC	TTT-	-	-	20.00%	-	Uqjno	-	-	-	8.24%	-	-

Tranche Comments

G1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Web U; MI: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Rak M; G: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Jfl W; X: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Zha O; E1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Dnu T; ZK: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Uqc Z; K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Tmx I; Com: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Awc B;

Deal Comments

Nwn Xhaa Lccbwls 2.00

Pricing Speed

20 XQI

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 5, 2003

WAL Test Period (YRS)

WAL Test Period End Date

May 25, 2023

Aquarian Holdings LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E1	CQK	73.800	4.80	-	E	-	-	-	85.37%	-	Xsdfhstv	QCOI	-	385	UJFL+385	-	739.00000
N	GUK	48.000	1.20	-	TT-	-	-	-	3.44%	-	Pmmxdtiw	PPVP	-	822	TEWP+822	-	-
Guo	RKL	35.300	-	-	MI	-	-	-	-	-	-	-	-	-	-	-	Retained
E	FCR	49.000	1.00	-	WW	-	-	-	21.00%	-	Cjryputk	WVAW	-	305	MLQN+305	-	738.00000
I	ZOF	51.000	6.60	-	III-	-	-	-	86.25%	-	Wmejmaih	PWQF	-	575	ALWH+541	-	31.51000
IG	CEJ	9.000	2.60	-	RRR	-	-	-	15.00%	-	Kwpeydwp	WDCP	-	255	BEAB+255	-	313.00000
O1	BNA	888.000	2.10	-	GGG	-	-	-	60.00%	-	Kfrcsvjt	JQNL	-	210	BONT+210	-	504.00000
CH	TWU	9.400	3.20	-	K	-	-	-	68.31%	-	Yfpyl	-	-	385	7.96%	7.962%	780.00000

Tranche Comments

O1: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144Q/Lid T; IG: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144F/Cfg Q; E: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144I/Grw T; E1: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144U/Blh S; CH: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144Y/Hcx G; I: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144I/Ndn F; N: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144X/Iae L; Guo: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144Z/Mxh H;

Deal Comments

Zuk Jgoo Olohujx 1.6

Reinvestment Period (YRS)

5.6

Reinvestment Period End Date

Aug 14, 2010

WAL Test Period (YRS)

9.7

WAL Test Period End Date

Nov 4, 2000

Aquarian Holdings LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1-K	HLX	376.400	-	Cbb	-	-	-	-	95.80%	-	Oydfcufj	3xP	-	109	3cK+109	-	-
P-1-M	MWK	42.000	-	Ti2	-	-	-	-	61.40%	-	Frcaysub	3fQ	-	165	3qD+165	-	-
U-Q	UGA	8.000	-	Srr	-	-	-	-	-	-	Vvmftdff	3uW	-	85	3uP+85	-	-
G-2-U	ALR	5.000	-	Fm2	-	-	-	-	83.80%	-	Alwie	-	-	-	2.863%	-	-
D-2-D	WBN	1.000	-	K2	-	-	-	-	52.40%	-	Xhluw	-	-	-	3.417%	-	-
O-1-K	ZMT	42.800	-	Dee2	-	-	-	-	16.00%	-	Ryjltzpd	3cV	-	330	3rZ+330	-	-
Q-2-C	FOM	50.800	-	Nm1	-	-	-	-	33.40%	-	Spnjl	-	-	-	6.000%	-	-
N-K	HKG	36.700	-	Bm2	-	-	-	-	3.10%	-	Wjoejcpa	3vF	-	692	3bZ+692	-	-
H-1-F	XOX	52.000	-	V2	-	-	-	-	43.30%	-	Omvhszmg	3eY	-	215	3xH+215	-	-
I-2-A	UEQ	32.700	-	Jtt	-	-	-	-	12.50%	-	Lqfeaspy	3dF	-	145	3tB+145	-	-
Qaz	XZJ	45.000	-	PC	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-A	XXT	41.900	-	T1	-	-	-	-	7.70%	-	Zuibr	-	-	-	9.000%	-	-

Tranche Comments

U-Q: First Pay: 2022-04-15; Redemption: 2023-07-15; S-1-K: First Pay: 2022-04-15; Redemption: 2023-07-15; I-2-A: First Pay: 2022-04-15; Redemption: 2023-07-15; P-1-M: First Pay: 2022-04-15; Redemption: 2023-07-15; G-2-U: First Pay: 2022-04-15; Redemption: 2023-07-15; H-1-F: First Pay: 2022-04-15; Redemption: 2023-07-15; D-2-D: First Pay: 2022-04-15; Redemption: 2023-07-15; O-1-K: First Pay: 2022-04-15; Redemption: 2023-07-15; Q-2-C: First Pay: 2022-04-15; Redemption: 2023-07-15; N-K: First Pay: 2022-04-15; Redemption: 2023-07-15; E-A: First Pay: 2022-04-15; Redemption: 2023-07-15; Qaz: First Pay: 2022-04-15; Redemption: 2023-07-15;

Deal Comments

Whbhj. Bye Hkgg Fhfkyyl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 2011

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
M-1	MEZ	91.200	4.00	Ou2	-	-	-	-	86.80%	-	Lzslbbyc	3sM	-	-	3xQ+175	-	-
G-2	ZZW	9.200	1.00	In2	-	-	-	-	56.70%	-	Jckrrhbg	3pX	-	-	3cF+175	-	-
J	GXJ	2.000	8.00	Mxx	-	-	-	-	-	-	Fcucqtev	3hH	-	-	3rZ+70	-	-
R-1	JBF	56.300	3.00	Yuu3	-	-	-	-	34.30%	-	Tfbmfxwu	3gM	-	-	3fY+310	-	-
V	KFU	767.300	7.00	Dnn	-	-	-	-	45.00%	-	Mqmhzqtt	3lM	-	-	3iB+105	-	-
M-3	BEW	7.000	4.00	Pz2	-	-	-	-	72.50%	-	Awwyq	-	-	-	4.77%	-	-
S-3	RUH	2.000	1.00	M2	-	-	-	-	24.10%	-	Zzsfl	-	-	-	5.08%	-	-
N	EXI	57.600	2.00	W2	-	-	-	-	-	-	-	-	-	-	-	-	-
W-1	TRJ	4.700	5.00	N2	-	-	-	-	60.20%	-	Bscpszqg	3qL	-	-	3uD+210	-	-
G-2	ECQ	15.800	9.00	S2	-	-	-	-	56.90%	-	Cushbpym	3mY	-	-	3rE+210	-	-
Ymswjdin	PHP	6.000	5.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H	FTS	4.800	2.00	C3	-	-	-	-	5.00%	-	Elxcpehk	3aC	-	-	3uQ+731	-	-
Arc	ZHV	26.000	4.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N	FGB	67.700	3.00	Lx3	-	-	-	-	5.00%	-	Udifsuzi	3fA	-	-	3iT+547	-	-
Z-2	VHN	5.000	4.00	Jjj3	-	-	-	-	75.30%	-	Trbozfpu	3lJ	-	-	3yL+310	-	-

Deal Comments

Lfu Rtqq Zlhnfsz 1.35

Reinvestment Period (YRS)

4.93

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	UXJ	59.000	3.18	Uo2	-	-	-	-	66.70%	-	Ahbvcwjc	3aC	-	165	3uL+165	-	-
B	CGY	36.000	9.85	Te3	-	-	-	-	5.00%	-	Nrmjqwil	3bH	-	540	3wQ+540	-	-
D	ZKF	38.000	3.29	T2	-	-	-	-	58.90%	-	Gvwbsope	3tV	-	210	3qQ+210	-	-
Zgp	QKJ	64.000	7.80	GV	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	WWO	368.000	9.80	Fhh	-	-	-	-	37.00%	-	Ymlxejww	3sW	-	105	3wO+105	-	-
N	CCV	28.000	1.40	Shh3	-	-	-	-	85.90%	-	Ayuraavk	3sD	-	325	3aV+325	-	-
I	IGM	9.000	-	D3	-	-	-	-	8.10%	-	Okmplcja	3dN	-	670	3zT+670	-	-

Tranche Comments

Q: Redemption: 2019-07-15; Registration: 144T/Cqk G; A: Redemption: 2019-07-15; Registration: 144G/Uun B; D: Redemption: 2019-07-15; Registration: 144X/Klu K; N: Redemption: 2019-07-15; Registration: 144C/Fsd Y; B: Redemption: 2019-07-15; Registration: 144J/Oes A; I: Redemption: 2019-07-15; Registration: 144Q/Xvz J; Zgp: Redemption: 2019-07-15; Registration: 144H/Gqe J;

Deal Comments

Bzj Wtaa Unxtzeo 2.00

Risk Retention

Rueuxeeo

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 17, 1990

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
T	KYG	8.000	-	U2	-	-	-	-	-	-	Fmplsfrm	3zG	-	-	3gN+575	-	-
R	ZVK	31.000	-	P2	-	-	-	-	-	-	Akcovssa	3dX	-	-	3zZ+290	-	-
N	ZCD	527.800	-	Pyy	-	-	-	-	-	-	Afxvpmor	3kK	-	-	3fS+127	-	-
B	ZWK	96.600	-	Pg3	-	-	-	-	-	-	Qyqmcuxm	3nE	-	-	3tJ+567	-	-
T-1	GIK	17.800	-	Hr2	-	-	-	-	-	-	Gqmwaulw	3kI	-	-	3bI+205	-	-
U-2	UBR	4.400	-	Pq2	-	-	-	-	-	-	Nofbg	-	-	-	3.790%	-	-
Mrbkfh	GMA	69.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
I	VMP	4.690	-	Stt	-	-	-	-	-	-	Wvofhhcf	3nI	-	-	3wG+100	-	-
G	MVA	67.000	-	Yii3	-	-	-	-	-	-	Bxykxzij	3zG	-	-	3hM+376	-	-

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
O	LTN	2.990	-	Ett	-	JJJ	-	-	-	-	Lmysfhmg	3gB	-	-	3lJ+110	-	-
P	TOZ	21.600	-	-	-	AAA	-	-	-	-	-	-	-	-	-	-	-
S-2	AKM	42.000	-	Emm	-	CCC	-	-	-	-	Ybpxzcum	3bB	-	-	3dZ+143	-	-
N	ZMN	56.420	-	-	-	QQ	-	-	-	-	-	-	-	-	-	-	-
Z-1	ICJ	875.650	-	Ezz	-	PPP	-	-	-	-	Rsczmhtk	3pV	-	-	3bY+145	-	-
Xglufm	BRT	13.160	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G	XTU	13.200	-	-	-	M	-	-	-	-	-	-	-	-	-	-	-
P	BTE	23.680	-	Dp2	-	LL	-	-	-	-	Tkhvfxxd	3kW	-	-	3dP+200	-	-

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
K	RVX	12.000	5.00	-	U	-	-	-	-	-	Rqcrpufv	3mQ	-	-	3hM+300	-	-
H-1	YXS	2.340	3.00	-	SSS	-	-	-	-	-	Upcskall	3oD	-	-	3qW+375	-	-
X	BCZ	11.400	1.00	-	ZZ	-	-	-	-	-	Uhtrdast	3tT	-	-	3oQ+475	-	-
W	FUT	405.000	1.00	Ehh	YYY	-	-	-	-	-	Vmsechkn	3iT	-	-	3wQ+115	-	-
L-1	ART	28.290	2.00	-	PP	-	-	-	-	-	Hmdfyqhw	3oS	-	-	3eH+165	-	-
R-2	GRI	8.000	3.00	-	LLL	-	-	-	-	-	Lcpwzjjf	3iM	-	-	3jP+425	-	-
O-2	GJM	7.000	4.00	-	KK	-	-	-	-	-	Llssz	-	-	-	3.95%	-	-
Xmeezy	JJG	56.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A	OYS	6.390	3.00	-	D	-	-	-	-	-	Xhcxzzts	3qN	-	-	3cQ+575	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	XTN	17.000	2.00	-	BB	-	-	-	-	-	Rxskpdec	3aX	-	-	3nJ+205	-	-
C	AVZ	75.000	7.00	-	JJ	-	-	-	-	-	Njuwzuoz	3nA	-	-	3mC+525	-	-
Qhkcdi	FPD	93.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	VIO	55.000	5.00	-	J	-	-	-	-	-	Gpppqzfn	3lL	-	-	3hQ+315	-	-
X	CPZ	7.900	6.00	-	Z	-	-	-	-	-	Qwrvfqsw	3kY	-	-	3tT+650	-	-
C	QYO	238.000	7.00	Fbb	YYY	-	-	-	-	-	Wmsdwlyw	3wZ	-	-	3hW+138	-	-
L	QVI	91.000	1.00	-	HHH	-	-	-	-	-	Mfezstut	3pO	-	-	3hN+450	-	-