Nightfall
Gorgon Chest in VoG
Atheon in VoG
Deathsinger
Crota
Exotic engram
Legendary engram
EDIT: I guess ROC playlist or Crucible but I think it's pretty rare.
I finally got my Gally from Nightfall last week. My friend got it from Crota first chest before the patch.
English
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this sums it up
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How do you get an exotic heavy weapon engram?