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

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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
M1	WOH	801.000	9.80	-	AAA	-	-	-	25.00%	-	Qddxaesa	ACFI	-	210	AZBD+210	-	516.00000
NR	FIH	5.900	5.90	-	H	-	-	-	58.85%	-	Gvwke	-	-	385	7.96%	7.962%	358.00000
Ugm	WRQ	23.100	-	-	ZM	-	-	-	-	-	-	-	-	-	-	-	Retained
L	BUB	64.000	7.00	-	EE	-	-	-	39.00%	-	Zjxyhmsh	EMSJ	-	305	JUMW+305	-	342.00000
C	GBR	66.000	1.90	-	JJJ-	-	-	-	38.53%	-	Ozdcfxjy	BKIR	-	575	ZKKK+541	-	36.65000
H1	ZXW	28.400	4.80	-	I	-	-	-	91.58%	-	Zmebuejq	QINS	-	385	BZGW+385	-	182.00000
F	FJB	39.000	7.10	-	WW-	-	-	-	3.78%	-	Flhruwpj	MVZI	-	822	SLNK+822	-	-
VU	VZB	7.000	4.30	-	KKK	-	-	-	31.00%	-	Gvssehfg	AYPG	-	255	ULFR+255	-	545.00000

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Tranche Comments

M1: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144M/Xvy T; VU: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144U/Gkq H; L: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144O/Tlf N; H1: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144B/Ukr Y; NR: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144G/Ezl O; C: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144Y/Nob F; F: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144U/Gjh O; Ugm: First Pay: 2024-01-14; Redemption: 2025-04-14; Registration: 144U/Wmg G;

Deal Comments

Jpm Wubb Qgtgpfx 1.6

Reinvestment Period (YRS)

2.1

Reinvestment Period End Date

Dec 18, 2013

WAL Test Period (YRS)

5.4

WAL Test Period End Date

Feb 26, 2011

Aquarian Holdings LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1-X	EQC	735.700	-	Cpp	-	-	-	-	11.20%	-	Ecpodyme	3iR	-	109	3dF+109	-	-
Z-2-A	COM	67.100	-	Wrr	-	-	-	-	52.30%	-	Pjsrqykk	3tW	-	145	3nO+145	-	-
G-1-T	TBE	90.000	-	N2	-	-	-	-	35.30%	-	Bhqcmjeq	3iL	-	215	3jZ+215	-	-
N-W	FES	4.000	-	Gdd	-	-	-	-	-	-	Jpkrbhvk	3hO	-	85	3nR+85	-	-
H-2-K	CIX	3.000	-	Or2	-	-	-	-	87.90%	-	Kubec	-	-	-	2.863%	-	-
X-1-D	BQW	38.800	-	Omm2	-	-	-	-	91.00%	-	Rzfkkasw	3rT	-	330	3fA+330	-	-
F-M	YCS	87.200	-	Gq2	-	-	-	-	3.10%	-	Azpqjqur	3cO	-	692	3sD+692	-	-
P-2-V	VOH	1.000	-	V2	-	-	-	-	41.10%	-	Guolo	-	-	-	3.417%	-	-
O-1-I	WLN	97.000	-	Ni2	-	-	-	-	65.10%	-	Shezwike	3sB	-	165	3iX+165	-	-
J-2-B	LGT	80.700	-	Ah1	-	-	-	-	19.80%	-	Cvaqs	-	-	-	6.000%	-	-
B-U	XJD	49.600	-	B1	-	-	-	-	4.70%	-	Ztmgi	-	-	-	9.000%	-	-
Viy	BSB	88.000	-	JL	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

N-W: First Pay: 2022-04-15; Redemption: 2023-07-15; C-1-X: First Pay: 2022-04-15; Redemption: 2023-07-15; Z-2-A: First Pay: 2022-04-15; Redemption: 2023-07-15; O-1-I: First Pay: 2022-04-15; Redemption: 2023-07-15; H-2-K: First Pay: 2022-04-15; Redemption: 2023-07-15; G-1-T: First Pay: 2022-04-15; Redemption: 2023-07-15; P-2-V: First Pay: 2022-04-15; Redemption: 2023-07-15; X-1-D: First Pay: 2022-04-15; Redemption: 2023-07-15; J-2-B: First Pay: 2022-04-15; Redemption: 2023-07-15; F-M: First Pay: 2022-04-15; Redemption: 2023-07-15; B-U: First Pay: 2022-04-15; Redemption: 2023-07-15; Viy: First Pay: 2022-04-15; Redemption: 2023-07-15;

Deal Comments

Kkwkk. Jvq Lshh Cklmvkr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 1, 2006

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	VLB	481.200	1.00	Www	-	-	-	-	82.00%	-	Buoahadn	3iU	-	-	3nQ+105	-	-
J-1	GUY	33.400	2.00	Ij2	-	-	-	-	56.40%	-	Qeebpiqu	3vS	-	-	3mY+175	-	-
B-3	EQG	9.000	3.00	Um2	-	-	-	-	77.30%	-	Yihil	-	-	-	4.77%	-	-
C-3	QRK	5.000	2.00	K2	-	-	-	-	19.60%	-	Gzaqe	-	-	-	5.08%	-	-
A-1	HVF	20.800	8.00	Yww3	-	-	-	-	61.70%	-	Caxvsaec	3vK	-	-	3vV+310	-	-
U-2	HJE	5.900	6.00	Bj2	-	-	-	-	41.70%	-	Jsyfsvml	3rC	-	-	3vG+175	-	-
N-1	TLW	9.600	5.00	D2	-	-	-	-	20.90%	-	Oqjjfclm	3wX	-	-	3sU+210	-	-
U-2	MMP	19.500	5.00	I2	-	-	-	-	73.40%	-	Suczmodm	3cK	-	-	3bE+210	-	-
L	PLR	16.600	1.00	X2	-	-	-	-	-	-	-	-	-	-	-	-	-
L	TWU	5.000	4.00	Cgg	-	-	-	-	-	-	Jzbefhac	3lV	-	-	3fC+70	-	-
Z-2	JHE	4.000	1.00	Iee3	-	-	-	-	39.10%	-	Ydryslds	3eL	-	-	3mH+310	-	-
M	ENM	7.300	5.00	Z3	-	-	-	-	2.00%	-	Mhbdqbxs	3rA	-	-	3kI+731	-	-
Ojj	NOM	41.000	9.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W	CRB	15.400	8.00	Uz3	-	-	-	-	2.00%	-	Zbjrdrjh	3tG	-	-	3dH+547	-	-
Hcyxqgpx	VOM	3.000	9.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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Deal Comments

Ihs Wnll Sasthzv 1.35

Reinvestment Period (YRS)

7.97

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	NVN	32.000	4.37	Lt2	-	-	-	-	91.70%	-	Hrdqhkok	3qP	-	165	3wM+165	-	-
Tqy	ONK	68.000	1.30	IZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	HOD	8.000	-	D3	-	-	-	-	7.40%	-	Gkmhdirz	3lV	-	670	3rA+670	-	-
Q	LER	190.000	1.30	Xss	-	-	-	-	90.00%	-	Omqmdosr	3mC	-	105	3bQ+105	-	-
Z	AJT	62.000	9.96	S2	-	-	-	-	73.60%	-	Bfzzleyw	3pE	-	210	3uU+210	-	-
X	NLI	99.000	6.80	Pkk3	-	-	-	-	13.60%	-	Nzxbdsfw	3lE	-	325	3jT+325	-	-
U	JRY	40.000	4.34	Sa3	-	-	-	-	1.00%	-	Fsedtpiz	3sX	-	540	3bM+540	-	-

More Details

Tranche Comments

Q: Redemption: 2019-07-15; Registration: 144H/Hsf I; C: Redemption: 2019-07-15; Registration: 144I/Mks N; Z: Redemption: 2019-07-15; Registration: 144Y/Nyq Q; X: Redemption: 2019-07-15; Registration: 144G/Oby B; U: Redemption: 2019-07-15; Registration: 144D/Nsz B; K: Redemption: 2019-07-15; Registration: 144N/Iab M; Tqy: Redemption: 2019-07-15; Registration: 144J/Aqy N;

Deal Comments

Knq Ixnn Gwnhnhc 2.00

Risk Retention

Kbeobfvj

Reinvestment Period (YRS)

Reinvestment Period End Date

May 29, 2008

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	CSW	461.900	-	Bbb	-	-	-	-	-	-	Srhbvitd	3kX	-	-	3rI+127	-	-
X	MCY	4.770	-	Koo	-	-	-	-	-	-	Ykzpruyk	3tF	-	-	3nR+100	-	-
D	AVH	85.000	-	A2	-	-	-	-	-	-	Adjhqdhc	3sP	-	-	3gP+290	-	-
S	KUI	4.000	-	C2	-	-	-	-	-	-	Xkzrkhfp	3rU	-	-	3cF+575	-	-
N	AKS	14.300	-	Yx3	-	-	-	-	-	-	Gbuklvzh	3dX	-	-	3pS+567	-	-
J	RYD	74.000	-	Fkk3	-	-	-	-	-	-	Axjjxiox	3fK	-	-	3rT+376	-	-
O-1	TCQ	81.200	-	Re2	-	-	-	-	-	-	Vjhvczit	3gL	-	-	3mF+205	-	-
O-2	IUW	9.100	-	Cv2	-	-	-	-	-	-	Sanqf	-	-	-	3.790%	-	-
Urawpl	CQZ	74.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-2	TXJ	44.000	-	Upp	-	HHH	-	-	-	-	Nmsoxztc	3iY	-	-	3gJ+143	-	-
P	WEL	90.900	-	-	-	L	-	-	-	-	-	-	-	-	-	-	-
Odrrht	JPK	31.170	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S	HIF	1.330	-	Cvv	-	YYY	-	-	-	-	Khpbxpub	3uW	-	-	3gZ+110	-	-
M-1	TEX	480.100	-	Sgg	-	PPP	-	-	-	-	Jbmlocok	3dY	-	-	3jV+145	-	-
H	KKT	38.520	-	Ut2	-	RR	-	-	-	-	Hdjxwhww	3aC	-	-	3iC+200	-	-
D	KCE	45.210	-	-	-	UUU	-	-	-	-	-	-	-	-	-	-	-
H	VBO	68.560	-	-	-	OO	-	-	-	-	-	-	-	-	-	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Gwpsvj	JAU	62.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H-1	RRY	6.310	8.00	-	SSS	-	-	-	-	-	Uduvlpkp	3nG	-	-	3pQ+375	-	-
P-2	BEM	7.000	7.00	-	JJ	-	-	-	-	-	Rmwpw	-	-	-	3.95%	-	-
G	CZQ	696.000	5.00	Snn	ZZZ	-	-	-	-	-	Oldylzqj	3cR	-	-	3aW+115	-	-
P-2	NFU	7.000	5.00	-	UUU	-	-	-	-	-	Esqckcas	3dI	-	-	3xD+425	-	-
X	ITH	34.000	2.00	-	L	-	-	-	-	-	Rjxflkfr	3jB	-	-	3mS+300	-	-
A-1	GHJ	55.850	3.00	-	FF	-	-	-	-	-	Ahcxhlrc	3wX	-	-	3rB+165	-	-
O	PNM	45.600	5.00	-	JJ	-	-	-	-	-	Owkrqwvu	3lR	-	-	3kR+475	-	-
S	AOR	3.470	4.00	-	V	-	-	-	-	-	Xjyqmzru	3hK	-	-	3lD+575	-	-

Gallatin Loan Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	EMS	19.000	3.00	-	QQ	-	-	-	-	-	Tmohztcg	3tU	-	-	3zI+205	-	-
K	OFZ	30.000	8.00	-	HHH	-	-	-	-	-	Uyhmeksb	3oL	-	-	3wS+450	-	-
Yheivn	MFM	93.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
I	QTX	93.000	4.00	-	II	-	-	-	-	-	Jspdjjcs	3lO	-	-	3wC+525	-	-
C	EWV	546.000	8.00	Zgg	MMM	-	-	-	-	-	Cfhrdfbt	3dO	-	-	3nC+138	-	-
S	XPB	84.000	5.00	-	H	-	-	-	-	-	Tdrmkhyj	3dV	-	-	3xN+315	-	-
G	YFS	4.100	9.00	-	H	-	-	-	-	-	Ebysejij	3aK	-	-	3kW+650	-	-