Gallantree Platform
Capital programs, structured and managed end to end.
RMBS, ABS, MIS, and CLO programs structured, issued, and managed on one platform. Set up, management, products, fees, compliance, and reporting, all wired together.
Program Types
RMBS, ABS, MIS, and CLO programs on a single platform
Residential Mortgage-Backed Securities
Programs backed by pools of residential mortgages with senior, mezzanine, and subordinated note structures.
Asset-Backed Securities
Auto, equipment, and consumer receivable programs with revolving and amortising structures.
Collateralised Loan Obligation
Commercial real estate and corporate loan CLO programs with active management and reinvestment periods.
Managed Investment Scheme
Registered and unregistered managed investment schemes including unit trusts and pooled credit vehicles.
Notes and bond economics
Rated tranches, units, and issuance economics, configured per program
Every note class is a first-class object on the platform. Ratings, face value, units issued, coupon, base rate, and currency are captured at issuance and flow through the program waterfall, disclosures, and investor reporting.
Rated and unrated tranches
Senior, mezzanine, and subordinated note classes configured per program, with rated tranches mapped to AAA(sf), AA(sf), A(sf), BBB(sf), and BB(sf) and equity pieces handled as first-class units.
Face value and issuance
Face value, issue price, and units issued captured per tranche, with ISIN, CUSIP, and common code identifiers maintained alongside trustee, registrar, and paying agent details.
Coupon and base rate
Fixed and floating coupons, base rate selection (BBSW, SOFR, SONIA, EURIBOR), spread, day-count conventions, and step-up margins, all modelled into the program waterfall.
Multi-currency issuance
Tranches issued in AUD, USD, GBP, and EUR with cross-currency hedges, FX settlement flows, and currency-specific distribution accounts wired into treasury.
Program Lifecycle
Every stage of a capital program, on one platform
Set Up
Program structuring, trust deed configuration, base rate selection, governing law, and core program parameters captured in one workspace.
Management
Day-to-day program management including portfolio composition, waterfall execution, coverage tests, and operational controls.
Products
Approved product registers, originator panels, eligibility criteria, and concentration limits maintained as living configuration.
Fees
Senior and subordinated fees, trustee fees, servicer fees, and program expenses calculated and applied through the waterfall automatically.
Compliance
Trust deed covenant testing, concentration limits, eligibility checks, and breach reporting wired into the program lifecycle.
Reporting
Investor reports, trustee certificates, rating agency packs, and regulatory submissions generated from a single source of truth.
Comprehensive reporting
Reporting built for CMBS, RMBS, and CLO programs
Gallantree handles the large loan tape reporting required for issuance and ongoing surveillance, with schemas aligned to the methodologies used by Fitch, Moody’s, and Morningstar DBRS.
Large loan tape ingestion
Ingest loan-level tapes at issuance and on every reporting cycle. Field-level validation, lineage, and reconciliation against servicing data built in.
Issuance packs
Pre-issuance packs generated straight from the platform: stratifications, eligibility, concentration, rep-line summaries, cashflow modelling inputs.
Surveillance reporting
Monthly and quarterly investor and rating agency reports produced on a fixed calendar, benchmarked to global CMBS, RMBS, and CLO disclosure standards.
Agency-aligned schemas
Report schemas aligned to Fitch, Moody’s, and Morningstar DBRS methodologies, with field mappings maintained as methodologies evolve.
Compliance test suites
Concentration, coverage, and overcollateralisation tests, continuously computed
Every program ships with a full compliance test suite, wired directly to loan-level data. Tests run on every reporting cycle, with breach alerts, historical trend, and full audit history.
Geographic concentration
State, postcode, and metropolitan statistical area concentration limits continuously computed against the live portfolio with breach alerts.
Product concentration
Limits by asset type, lien position, originator, obligor, and loan purpose. Configurable per program and reported every cycle.
Coverage tests
Interest coverage and debt service coverage tests computed from current waterfalls, with pass/fail status and historical trend.
Overcollateralisation tests
OC tests per tranche, including adjusted par, haircuts on defaulted and discount obligations, and remedy flows when tests fail.
Dynamic payment waterfalls
Waterfalls designed for multi-originator, multi-currency programs
Proceeds, interest, and principal routed through dynamic waterfalls that adapt to program structure. Payment instructions generated for trustees, paying agents, and servicers on every cycle.
Interest and principal waterfalls
Separate interest and principal waterfalls with priority of payments, fee crystallisation, reserves, and residual distributions executed automatically each period.
Multi-currency programs
Multiple currencies supported across loan pool, note tranches, and distributions, with hedge accounting and FX settlement flows integrated.
Multi-originator pools
Programs with multiple originators handled as first-class entities, including originator-level allocations, retention, and reporting views.
Payment instructions
Payment instructions generated per period for trustees, paying agents, and servicers with bank-grade audit trail and approvals.
Built for issuers and trustees
From trust deed to investor distribution, in one workflow
Capital Programs is the issuance and lifecycle management module behind every Gallantree CLO. Trust deeds, terms, waterfalls, coverage tests, fees, and reporting all sit alongside the loan and treasury data they depend on.
Trust Deeds
Waterfalls
Note Tranches
Coverage Tests
Fee Schedules
Investor Reports
Issue and manage capital programs without the operational drag
See how Capital Programs runs Gallantree's CLO and structured credit issuance.
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with Gallantree
Clear next steps for institutions ready to originate, structure and invest in Australian credit with confidence.