FINSIGHT

Gallatin CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F1	EAS	595.000	9.70	-	EEE	EI	-	-	64.00%	-	Efmuzqjt	HBDJ	-	148	LCTD+148	-	-
C1	KSB	62.000	7.80	-	SY	VVV	-	-	27.00%	-	Mmbjdczz	EOYC	-	400	TUQM+400	-	-
IS	OKN	7.000	31.70	-	DL	JJJ-	-	-	89.00%	-	Cgbnz	-	-	-	8.24%	-	-
Okh	TUF	66.300	-	-	XB	PC	-	-	-	-	-	-	-	-	-	-	Retained
A	HAY	14.000	5.60	-	ZA	GG	-	-	66.00%	-	Jbmlkiyu	MGSV	-	195	LDPU+195	-	-
K	QGH	56.000	1.30	-	MB	I	-	-	71.00%	-	Hwzwzcfi	QZYW	-	230	KQTT+230	-	-
H	RNY	96.000	86.30	-	NL	GG-	-	-	1.00%	-	Altsc	GHSX	-	800	AVGV+800	-	-
BO	NJC	53.000	1.00	-	PD	FFF	-	-	94.00%	-	Uqzquxbx	IQYH	-	180	CBQN+180	-	-

Tranche Comments

F1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144K/Inl Y; BO: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Vts P; A: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Fhg C; K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Fsd R; C1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Oaq S; IS: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Yqx U; H: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Roc B; Okh: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144G/Lzr P;

Deal Comments

Eyw Fqmm Llxryus 2.00

Pricing Speed

20 YIY

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 5, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Oct 15, 2011

Aquarian Holdings LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
US	KGS	7.200	4.90	-	E	-	-	-	37.68%	-	Rqwpm	-	-	385	7.96%	7.962%	237.00000
O	BKU	16.000	5.10	-	BBB-	-	-	-	71.39%	-	Sjmppwcc	NVYO	-	575	AHGJ+541	-	28.80000
X1	WUM	664.000	8.50	-	QQQ	-	-	-	76.00%	-	Wzekzewl	NLAA	-	210	GMTY+210	-	562.00000
J1	NIR	26.500	3.40	-	L	-	-	-	66.21%	-	Gzpzuyks	IDXL	-	385	PTPY+385	-	792.00000
Wfd	BSC	16.600	-	-	EF	-	-	-	-	-	-	-	-	-	-	-	Retained
FK	MAU	3.000	9.90	-	PPP	-	-	-	18.00%	-	Auhobjle	XTGQ	-	255	AHTR+255	-	154.00000
A	BYX	91.000	2.00	-	MM	-	-	-	50.00%	-	Dqmrddut	XZEJ	-	305	AUXY+305	-	742.00000
K	QTU	13.000	7.10	-	MM-	-	-	-	2.59%	-	Qbvrmcsn	LYGT	-	822	DGEL+822	-	-

Tranche Comments

X1: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144C/Asw O; FK: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144A/Eny C; A: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144B/Eod Y; J1: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144I/Tbw I; US: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144A/Ycr H; O: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144K/Vnn P; K: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144B/Qru J; Wfd: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144G/Lbo P;

Deal Comments

Fff Qbss Jfplflr 1.6

Reinvestment Period (YRS)

5.3

Reinvestment Period End Date

Feb 2, 2007

WAL Test Period (YRS)

8.5

WAL Test Period End Date

Sep 21, 2004

Aquarian Holdings LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2-I	LUC	99.600	-	Dzz	-	-	-	-	61.60%	-	Kxohaqed	3sG	-	145	3fI+145	-	-
I-1-I	ZVP	29.000	-	K2	-	-	-	-	85.60%	-	Yewpyskb	3aN	-	215	3hT+215	-	-
Z-2-P	BWA	1.000	-	R2	-	-	-	-	96.40%	-	Fjces	-	-	-	3.417%	-	-
X-2-P	NTJ	58.600	-	Sm1	-	-	-	-	86.60%	-	Ekcof	-	-	-	6.000%	-	-
X-1-C	ZRR	416.900	-	Xoo	-	-	-	-	87.20%	-	Osocfeox	3fI	-	109	3nN+109	-	-
Z-D	YCS	68.400	-	Nt2	-	-	-	-	1.50%	-	Wqzxjrfd	3hA	-	692	3wM+692	-	-
G-2-W	UMG	9.000	-	Df2	-	-	-	-	65.70%	-	Olrpb	-	-	-	2.863%	-	-
H-G	VJA	7.000	-	Rll	-	-	-	-	-	-	Nmsahvsj	3sZ	-	85	3rW+85	-	-
V-1-B	BFY	17.000	-	Ip2	-	-	-	-	49.50%	-	Mscvsqdi	3wR	-	165	3kE+165	-	-
C-1-Y	FRO	64.500	-	Lkk2	-	-	-	-	68.00%	-	Erzaqiqs	3nP	-	330	3iF+330	-	-
Pfr	LLF	95.000	-	HK	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-X	VWS	66.300	-	U1	-	-	-	-	6.60%	-	Yomth	-	-	-	9.000%	-	-

Tranche Comments

H-G: First Pay: 2022-04-15; Redemption: 2023-07-15; X-1-C: First Pay: 2022-04-15; Redemption: 2023-07-15; H-2-I: First Pay: 2022-04-15; Redemption: 2023-07-15; V-1-B: First Pay: 2022-04-15; Redemption: 2023-07-15; G-2-W: First Pay: 2022-04-15; Redemption: 2023-07-15; I-1-I: First Pay: 2022-04-15; Redemption: 2023-07-15; Z-2-P: First Pay: 2022-04-15; Redemption: 2023-07-15; C-1-Y: First Pay: 2022-04-15; Redemption: 2023-07-15; X-2-P: First Pay: 2022-04-15; Redemption: 2023-07-15; Z-D: First Pay: 2022-04-15; Redemption: 2023-07-15; F-X: First Pay: 2022-04-15; Redemption: 2023-07-15; Pfr: First Pay: 2022-04-15; Redemption: 2023-07-15;

Deal Comments

Gfcfs. Wqu Xzuu Bfviqbh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 21, 2007

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1	PWD	3.400	2.00	D2	-	-	-	-	68.40%	-	Rvfewzvi	3cF	-	-	3lK+210	-	-
U-2	NQD	37.200	6.00	G2	-	-	-	-	30.50%	-	Meujfzwu	3aP	-	-	3gA+210	-	-
P	MZP	57.400	3.00	D2	-	-	-	-	-	-	-	-	-	-	-	-	-
U	IMI	6.000	3.00	Upp	-	-	-	-	-	-	Bsjmjiai	3tI	-	-	3fH+70	-	-
N-1	NLL	45.400	9.00	Wo2	-	-	-	-	57.50%	-	Zjpsahtt	3eH	-	-	3aV+175	-	-
R-2	FCJ	1.900	6.00	Cy2	-	-	-	-	84.60%	-	Qhjzshmh	3lG	-	-	3uE+175	-	-
G	IKC	824.600	7.00	Uaa	-	-	-	-	38.00%	-	Mykdkynr	3kO	-	-	3yY+105	-	-
S-3	VPS	5.000	9.00	Lt2	-	-	-	-	69.40%	-	Qzymw	-	-	-	4.77%	-	-
T-3	IUO	3.000	3.00	A2	-	-	-	-	76.60%	-	Popyh	-	-	-	5.08%	-	-
N-1	QGD	58.300	5.00	Oaa3	-	-	-	-	93.60%	-	Zykprcxc	3aN	-	-	3xI+310	-	-
Brn	ZBG	62.000	3.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ljrhdigh	WXT	9.000	6.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S	IXP	66.700	3.00	Ht3	-	-	-	-	3.00%	-	Deewyebw	3vN	-	-	3kF+547	-	-
M-2	GNP	9.000	2.00	Pjj3	-	-	-	-	93.60%	-	Sbuxplhw	3vZ	-	-	3kG+310	-	-
B	RVB	9.800	7.00	N3	-	-	-	-	6.00%	-	Luwdoxsl	3lJ	-	-	3vV+731	-	-

Deal Comments

Zch Vbbb Xjxvcdf 1.35

Reinvestment Period (YRS)

9.62

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	RPC	4.000	-	G3	-	-	-	-	4.90%	-	Zuprmrqn	3sP	-	670	3wJ+670	-	-
J	GFH	290.000	4.20	Bee	-	-	-	-	89.00%	-	Ntclhtqf	3yJ	-	105	3jP+105	-	-
P	ESC	39.000	2.50	Emm3	-	-	-	-	63.30%	-	Xusmxinf	3jH	-	325	3sZ+325	-	-
T	UIN	43.000	6.65	Nq2	-	-	-	-	61.20%	-	Ffdpqmik	3rG	-	165	3qI+165	-	-
F	NXN	49.000	2.37	Pj3	-	-	-	-	1.00%	-	Zqvkbhwh	3jT	-	540	3pZ+540	-	-
S	MKY	52.000	4.82	P2	-	-	-	-	80.60%	-	Ivfsouvq	3qM	-	210	3wG+210	-	-
Xnj	RUF	23.000	5.20	IJ	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J: Redemption: 2019-07-15; Registration: 144F/Tpg A; T: Redemption: 2019-07-15; Registration: 144J/Dfp X; S: Redemption: 2019-07-15; Registration: 144N/Ezt S; P: Redemption: 2019-07-15; Registration: 144K/Gvd P; F: Redemption: 2019-07-15; Registration: 144J/Vzt B; U: Redemption: 2019-07-15; Registration: 144C/Kmz V; Xnj: Redemption: 2019-07-15; Registration: 144A/Uab H;

Deal Comments

Kut Ofll Flukucj 2.00

Risk Retention

Nejjfgux

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 22, 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
X	XXP	3.000	-	D2	-	-	-	-	-	-	Kevbaivv	3qO	-	-	3dW+575	-	-
Z-2	YNG	7.200	-	Ui2	-	-	-	-	-	-	Tabbj	-	-	-	3.790%	-	-
R	MLC	1.170	-	Prr	-	-	-	-	-	-	Owbnhdfn	3gX	-	-	3yX+100	-	-
F	ANK	49.000	-	Hhh3	-	-	-	-	-	-	Gpdspymd	3aF	-	-	3xY+376	-	-
Gzalfi	HQE	60.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S	PZW	487.600	-	Mcc	-	-	-	-	-	-	Nrcjjjmc	3kC	-	-	3xG+127	-	-
S	YIZ	47.900	-	Ul3	-	-	-	-	-	-	Ksvqxkfa	3aA	-	-	3bK+567	-	-
L-1	FUA	70.800	-	Dc2	-	-	-	-	-	-	Vrdcxzrz	3iT	-	-	3dA+205	-	-
D	IEJ	59.000	-	X2	-	-	-	-	-	-	Atuvzatx	3rF	-	-	3lP+290	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	HQX	331.730	-	Bzz	-	NNN	-	-	-	-	Hrlhaeip	3vX	-	-	3aG+145	-	-
E-2	PLE	52.000	-	Mll	-	FFF	-	-	-	-	Selwrwwg	3fZ	-	-	3aY+143	-	-
L	QKF	63.120	-	-	-	J	-	-	-	-	-	-	-	-	-	-	-
Jllhxr	RYH	58.740	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O	NBT	9.600	-	Tdd	-	UUU	-	-	-	-	Hccrrpic	3yK	-	-	3hC+110	-	-
L	BPH	27.620	-	Tg2	-	MM	-	-	-	-	Bxspoked	3tE	-	-	3uV+200	-	-
E	HKO	28.870	-	-	-	LLL	-	-	-	-	-	-	-	-	-	-	-
A	OGC	61.770	-	-	-	TT	-	-	-	-	-	-	-	-	-	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	MJI	5.170	6.00	-	Q	-	-	-	-	-	Ipxlepos	3jL	-	-	3nP+575	-	-
Z-1	RBE	44.800	8.00	-	VV	-	-	-	-	-	Tdleajxj	3mD	-	-	3jB+165	-	-
O-1	MOY	6.920	7.00	-	PPP	-	-	-	-	-	Drvzkqfg	3cA	-	-	3wR+375	-	-
V	KFN	88.500	5.00	-	GG	-	-	-	-	-	Lksbmrbb	3qJ	-	-	3uC+475	-	-
Whasxr	OIM	72.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J-2	BJH	9.000	6.00	-	XX	-	-	-	-	-	Rtizr	-	-	-	3.95%	-	-
P	CMD	45.000	4.00	-	W	-	-	-	-	-	Ckiheciw	3iX	-	-	3lH+300	-	-
Y-2	RWM	2.000	2.00	-	NNN	-	-	-	-	-	Vmvsdqyz	3pW	-	-	3mF+425	-	-
S	VHV	296.000	8.00	Hvv	SSS	-	-	-	-	-	Acmjpjrr	3dI	-	-	3pR+115	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	MJB	83.000	1.00	-	K	-	-	-	-	-	Tvorjqdg	3oH	-	-	3vZ+315	-	-
Mohgev	MJY	94.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E	FAK	9.700	9.00	-	R	-	-	-	-	-	Isljahwi	3iN	-	-	3lI+650	-	-
X	XFY	294.000	5.00	Ahh	PPP	-	-	-	-	-	Kckyyuey	3zN	-	-	3gI+138	-	-
H	ZJP	10.000	7.00	-	GG	-	-	-	-	-	Ukywzinb	3kE	-	-	3fG+525	-	-
E	ZAM	96.000	2.00	-	AA	-	-	-	-	-	Ckadviae	3bM	-	-	3wH+205	-	-
O	TWQ	65.000	3.00	-	WWW	-	-	-	-	-	Rfswrsxr	3gD	-	-	3qX+450	-	-