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
W	UMG	89.000	-	-	M	-	-	-	28.00%	-	Hdolkyju	3cW	-	-	300	3kU+300	-	855.00000
J	HKH	75.000	-	-	LL-	-	-	-	9.00%	-	Zssldxna	3cA	-	-	850	3vP+770	-	18.00000
Ple	VFV	46.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	KJW	83.000	-	-	KK	-	-	-	22.00%	-	Kppdqhur	3rQ	-	-	200	3wN+200	-	436.00000
G	KQJ	141.000	-	Iff	LLL	-	-	-	59.00%	-	Yvdmxyvt	3xN	-	-	137	3kS+137	-	984.00000
OR	UXK	87.000	-	Jhh	MMM	-	-	-	67.00%	-	Grsbp	-	-	-	137	2.940%	-	166.00000
N	TVL	53.000	-	-	XXX-	-	-	-	43.00%	-	Dbukwtio	3aZ	-	-	450	3uF+436	-	82.00000

Tranche Comments

G: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144E/Lil V; OR: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144Q/Cnx W; Z: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144G/Dym A; W: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144H/Qcp Z; N: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144D/Dyj Y; J: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144I/Wmd B; Ple: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144Q/Ekg I;

Deal Comments

Nse-Tpvv Pjenszy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 28, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Apr 21, 2003