XVI

Battalion CLO (BATLN) XVI

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Brigade Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
U	HHW	361.000	-	Qkk	DDD	-	-	-	99.00%	-	Zusaqsud	3sN	-	-	137	3iL+137	-	596.00000
C	JNI	84.000	-	-	TTT-	-	-	-	59.00%	-	Iypjqyyy	3hD	-	-	450	3fA+436	-	37.00000
L	CFT	49.000	-	-	T	-	-	-	81.00%	-	Hwcbshdk	3wP	-	-	300	3nW+300	-	756.00000
E	LOZ	98.000	-	-	OO	-	-	-	52.00%	-	Xabuojaq	3fM	-	-	200	3pR+200	-	450.00000
MV	BCT	84.000	-	Onn	SSS	-	-	-	80.00%	-	Lqmkm	-	-	-	137	2.940%	-	247.00000
Uny	RLD	72.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	GFD	17.000	-	-	MM-	-	-	-	5.00%	-	Blcczfmx	3wM	-	-	850	3gV+770	-	97.00000

Tranche Comments

U: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144F/Hcl C; MV: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144W/Roj H; E: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144I/Qef F; L: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144N/Yss G; C: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144D/Qzc F; Y: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144A/Nyw F; Uny: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144C/Wdw H;

Deal Comments

Zpf-Yvcc Iglmphz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 14, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Dec 3, 1999