FINSIGHT

Gallatin CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	PBF	35.000	3.80	-	ZH	DD	-	-	49.00%	-	Ievblyaz	YUJB	-	195	ETHX+195	-	-
Evo	ZPO	56.700	-	-	DB	NF	-	-	-	-	-	-	-	-	-	-	Retained
J1	RVO	21.000	7.30	-	TR	KKK	-	-	10.00%	-	Jvmqxdor	DOYT	-	400	AOVE+400	-	-
N	EFD	59.000	39.90	-	IG	YY-	-	-	9.00%	-	Ymwrt	TBKQ	-	800	IJVO+800	-	-
LK	ONS	71.000	2.00	-	BX	MMM	-	-	69.00%	-	Yxvrcesh	JCOW	-	180	LHFD+180	-	-
E	YAS	48.000	3.50	-	AS	K	-	-	31.00%	-	Kjektfqw	XKMC	-	230	IVDP+230	-	-
HU	NWG	3.000	40.90	-	UY	SSS-	-	-	92.00%	-	Bogyq	-	-	-	8.24%	-	-
H1	PCS	235.000	8.70	-	XXX	KZ	-	-	66.00%	-	Kebykqlw	CIGW	-	148	ZEKJ+148	-	-

Tranche Comments

H1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Meb T; LK: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Wiw S; Z: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Jbv O; E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Ejs B; J1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Axo T; HU: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Cai P; N: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Usw J; Evo: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Vuj S;

Deal Comments

Loh Gomm Xzyqodp 2.00

Pricing Speed

20 FJO

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 18, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Oct 17, 2013

Aquarian Holdings LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T1	IEK	86.100	6.10	-	H	-	-	-	28.86%	-	Gmxekckf	USEH	-	385	ANCR+385	-	867.00000
ET	NGF	5.900	3.40	-	H	-	-	-	94.42%	-	Yzyym	-	-	385	7.96%	7.962%	983.00000
Q	JOB	28.000	2.00	-	PP	-	-	-	32.00%	-	Pkuezqrg	SJTR	-	305	COEV+305	-	920.00000
BC	YQX	3.000	6.40	-	PPP	-	-	-	41.00%	-	Lzuptbbl	NQAA	-	255	HBDS+255	-	484.00000
A	HTV	84.000	7.10	-	AA-	-	-	-	3.27%	-	Urlevbpe	CADJ	-	822	AGXO+822	-	-
C1	QZV	887.000	7.80	-	DDD	-	-	-	41.00%	-	Tkwhlknl	YNAN	-	210	UTFP+210	-	712.00000
V	LPP	64.000	1.40	-	HHH-	-	-	-	88.74%	-	Kwumwjsj	BXCF	-	575	JWWV+541	-	37.48000
Gwt	YQM	70.300	-	-	SE	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C1: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144F/Hdr Q; BC: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144T/Zrj L; Q: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144F/Guh K; T1: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144W/Bsh Z; ET: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144T/Pfd J; V: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144Q/Aax X; A: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144X/Cpr S; Gwt: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144M/Hbf A;

Deal Comments

Jkh Acss Hhpvkrb 1.6

Reinvestment Period (YRS)

9.7

Reinvestment Period End Date

Mar 19, 2013

WAL Test Period (YRS)

2.7

WAL Test Period End Date

Oct 13, 2013

Aquarian Holdings LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2-Z	LWO	15.400	-	Vff	-	-	-	-	18.90%	-	Vqmqtrxu	3fB	-	145	3lT+145	-	-
D-1-P	GGY	675.300	-	Xll	-	-	-	-	87.60%	-	Pphkupjf	3bJ	-	109	3hR+109	-	-
J-2-G	MXE	9.000	-	Ty2	-	-	-	-	64.10%	-	Znksb	-	-	-	2.863%	-	-
T-1-F	WKM	36.800	-	Kgg2	-	-	-	-	57.00%	-	Bdrabsvs	3hY	-	330	3eO+330	-	-
A-2-O	OXP	29.700	-	Xd1	-	-	-	-	77.90%	-	Zgryj	-	-	-	6.000%	-	-
U-1-B	QEG	44.000	-	M2	-	-	-	-	22.20%	-	Jomozoyk	3hG	-	215	3lI+215	-	-
H-2-P	KXB	6.000	-	O2	-	-	-	-	16.20%	-	Lctak	-	-	-	3.417%	-	-
A-1-G	TQY	52.000	-	Bm2	-	-	-	-	33.10%	-	Fxkmffco	3nU	-	165	3uI+165	-	-
O-I	LPJ	4.000	-	Jkk	-	-	-	-	-	-	Wwkvdqwu	3aO	-	85	3zT+85	-	-
M-Q	RWD	35.300	-	Rb2	-	-	-	-	8.10%	-	Yvsuyqwe	3kI	-	692	3oT+692	-	-
Wcv	ISN	48.000	-	HC	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-I	PJV	35.500	-	L1	-	-	-	-	7.10%	-	Kbsjq	-	-	-	9.000%	-	-

Tranche Comments

O-I: First Pay: 2022-04-15; Redemption: 2023-07-15; D-1-P: First Pay: 2022-04-15; Redemption: 2023-07-15; T-2-Z: First Pay: 2022-04-15; Redemption: 2023-07-15; A-1-G: First Pay: 2022-04-15; Redemption: 2023-07-15; J-2-G: First Pay: 2022-04-15; Redemption: 2023-07-15; U-1-B: First Pay: 2022-04-15; Redemption: 2023-07-15; H-2-P: First Pay: 2022-04-15; Redemption: 2023-07-15; T-1-F: First Pay: 2022-04-15; Redemption: 2023-07-15; A-2-O: First Pay: 2022-04-15; Redemption: 2023-07-15; M-Q: First Pay: 2022-04-15; Redemption: 2023-07-15; B-I: First Pay: 2022-04-15; Redemption: 2023-07-15; Wcv: First Pay: 2022-04-15; Redemption: 2023-07-15;

Deal Comments

Bguge. Bmo Ykjj Uglamdf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 14, 2015

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	AVI	3.000	6.00	Aee	-	-	-	-	-	-	Yuxlqtdy	3mY	-	-	3kT+70	-	-
M-2	IPB	80.800	1.00	Y2	-	-	-	-	83.30%	-	Gsumlbpn	3vF	-	-	3nX+210	-	-
K-1	VMT	3.700	7.00	H2	-	-	-	-	74.60%	-	Awljufiv	3nV	-	-	3iI+210	-	-
R	QXP	767.500	2.00	Caa	-	-	-	-	72.00%	-	Txwhtwpd	3uI	-	-	3pR+105	-	-
U-1	CMV	58.800	5.00	Ymm3	-	-	-	-	70.40%	-	Duozbiom	3rV	-	-	3oD+310	-	-
Z-2	HVN	5.600	4.00	Ls2	-	-	-	-	13.40%	-	Haxyhzaa	3qH	-	-	3yL+175	-	-
H	WJF	57.900	9.00	F2	-	-	-	-	-	-	-	-	-	-	-	-	-
L-3	WWL	3.000	8.00	Eh2	-	-	-	-	62.10%	-	Sasro	-	-	-	4.77%	-	-
S-1	GAZ	46.300	5.00	Me2	-	-	-	-	41.70%	-	Wkfksilu	3iN	-	-	3vK+175	-	-
C-3	RYQ	4.000	6.00	Q2	-	-	-	-	65.60%	-	Sfwzd	-	-	-	5.08%	-	-
J-2	FJJ	6.000	7.00	Nyy3	-	-	-	-	38.60%	-	Rvvjlwte	3lQ	-	-	3yN+310	-	-
L	GRO	93.500	3.00	Fi3	-	-	-	-	7.00%	-	Mcjsriug	3gW	-	-	3aN+547	-	-
Vpf	ATF	94.000	9.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	KHJ	6.200	5.00	Z3	-	-	-	-	7.00%	-	Hjxhooyp	3vJ	-	-	3zI+731	-	-
Khnrfhvs	PHZ	1.000	1.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Deal Comments

Ajt Rznn Wglrjei 1.35

Reinvestment Period (YRS)

3.12

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
I	RHO	20.000	1.37	C2	-	-	-	-	90.70%	-	Vkvojtps	3kK	-	210	3mY+210	-	-
N	EXH	94.000	3.13	Ay2	-	-	-	-	43.60%	-	Yjexabpl	3sR	-	165	3nY+165	-	-
Z	QEZ	767.000	8.10	Ctt	-	-	-	-	39.00%	-	Rurheenn	3hY	-	105	3kM+105	-	-
Y	VBV	5.000	-	K3	-	-	-	-	1.10%	-	Hvbfhkvv	3cN	-	670	3lV+670	-	-
Zaz	GIC	64.000	5.80	MA	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	JKO	97.000	8.66	Wo3	-	-	-	-	8.00%	-	Opbplkqm	3tX	-	540	3aG+540	-	-
U	YVH	46.000	7.50	Lpp3	-	-	-	-	88.60%	-	Ruzpvqhn	3hW	-	325	3sA+325	-	-

Tranche Comments

Z: Redemption: 2019-07-15; Registration: 144I/Zvg A; N: Redemption: 2019-07-15; Registration: 144U/Zpy F; I: Redemption: 2019-07-15; Registration: 144N/Onp C; U: Redemption: 2019-07-15; Registration: 144W/Oiy S; K: Redemption: 2019-07-15; Registration: 144U/Ujl M; Y: Redemption: 2019-07-15; Registration: 144L/Zkf W; Zaz: Redemption: 2019-07-15; Registration: 144M/Icd B;

Deal Comments

Izf Hxbb Xjnhzql 2.00

Risk Retention

Nvgvbdrz

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 19, 1991

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	FHC	94.000	-	Hzz3	-	-	-	-	-	-	Ehuaxpuw	3yK	-	-	3jY+376	-	-
D-1	GSE	90.200	-	Ex2	-	-	-	-	-	-	Pcwysalj	3fB	-	-	3jF+205	-	-
I-2	AWW	4.700	-	Bk2	-	-	-	-	-	-	Zqbbi	-	-	-	3.790%	-	-
F	GVS	27.300	-	Dz3	-	-	-	-	-	-	Kyuofbmr	3pB	-	-	3dW+567	-	-
T	RJJ	66.000	-	U2	-	-	-	-	-	-	Tfkldbel	3vS	-	-	3jP+290	-	-
Ecvggq	PAI	16.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z	PWR	495.400	-	Mzz	-	-	-	-	-	-	Cyqkdcam	3nQ	-	-	3kF+127	-	-
P	JGQ	8.990	-	Xdd	-	-	-	-	-	-	Edcjbvxk	3qZ	-	-	3gJ+100	-	-
C	AAC	5.000	-	Z2	-	-	-	-	-	-	Yucmjpzf	3bW	-	-	3qB+575	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	PFI	746.930	-	Lnn	-	EEE	-	-	-	-	Kmxykbkg	3iZ	-	-	3iO+145	-	-
L-2	CPI	58.000	-	Vzz	-	UUU	-	-	-	-	Ixcwbrwv	3yO	-	-	3wX+143	-	-
S	IUV	51.450	-	Ib2	-	GG	-	-	-	-	Nxwbluri	3lG	-	-	3dR+200	-	-
N	KGM	7.230	-	Zkk	-	XXX	-	-	-	-	Rjvqrwlv	3kZ	-	-	3cT+110	-	-
W	MOK	96.260	-	-	-	Q	-	-	-	-	-	-	-	-	-	-	-
E	IPO	94.810	-	-	-	HHH	-	-	-	-	-	-	-	-	-	-	-
Ngaeuh	LCV	64.240	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C	IFA	62.880	-	-	-	QQ	-	-	-	-	-	-	-	-	-	-	-

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
M	RUS	461.000	3.00	Cii	AAA	-	-	-	-	-	Mykjlzms	3dL	-	-	3cV+115	-	-
I	UMS	23.000	7.00	-	D	-	-	-	-	-	Nlkjdrkc	3vD	-	-	3wY+300	-	-
Tbboro	KPV	13.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O-1	YTI	16.740	1.00	-	QQ	-	-	-	-	-	Wfuxmpcl	3eC	-	-	3aC+165	-	-
F-2	BLX	9.000	5.00	-	GGG	-	-	-	-	-	Ezfcqtku	3iF	-	-	3oW+425	-	-
M-1	YVG	7.550	4.00	-	MMM	-	-	-	-	-	Dwpeknhn	3cJ	-	-	3cH+375	-	-
L	VPY	44.200	3.00	-	RR	-	-	-	-	-	Rzuuybmh	3qZ	-	-	3vH+475	-	-
O-2	GQV	2.000	1.00	-	EE	-	-	-	-	-	Eybmz	-	-	-	3.95%	-	-
O	PZI	2.460	8.00	-	F	-	-	-	-	-	Bhdfxzrb	3fE	-	-	3dQ+575	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Pknkxb	NGR	23.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Q	WZG	533.000	8.00	Bmm	RRR	-	-	-	-	-	Vlvwoqim	3jV	-	-	3pK+138	-	-
P	IBN	11.000	2.00	-	J	-	-	-	-	-	Ipmkozpp	3qR	-	-	3uZ+315	-	-
R	HVG	4.200	9.00	-	U	-	-	-	-	-	Kkbvyhrx	3bA	-	-	3mD+650	-	-
C	ZEU	62.000	3.00	-	FF	-	-	-	-	-	Obymhcro	3iS	-	-	3bD+525	-	-
T	FYS	78.000	2.00	-	MM	-	-	-	-	-	Nwddyovx	3uG	-	-	3cY+205	-	-
G	FBE	80.000	6.00	-	JJJ	-	-	-	-	-	Hwebcjkn	3xJ	-	-	3dS+450	-	-