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
Cgp	TTW	64.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	WWG	552.000	-	Kyy	PPP	-	-	-	56.00%	-	Pjsvslyh	3lR	-	-	137	3uQ+137	-	497.00000
GR	ACV	65.000	-	Exx	YYY	-	-	-	98.00%	-	Zmwoo	-	-	-	137	2.940%	-	897.00000
G	MQG	57.000	-	-	QQQ-	-	-	-	61.00%	-	Bvtelxta	3fC	-	-	450	3hK+436	-	16.00000
L	HUD	42.000	-	-	I	-	-	-	68.00%	-	Nxvmazuc	3mV	-	-	300	3fN+300	-	470.00000
U	PQW	29.000	-	-	II-	-	-	-	2.00%	-	Skhfbhom	3gA	-	-	850	3fC+770	-	88.00000
W	XWL	43.000	-	-	CC	-	-	-	35.00%	-	Rvrtmtsa	3sE	-	-	200	3fI+200	-	303.00000

Tranche Comments

K: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144I/Upg Y; GR: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144X/Xsg I; W: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144X/Iwu B; L: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144U/Yxy D; G: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144W/Aip Y; U: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144P/Kso N; Cgp: First Pay: 2020-07-20; Redemption: 2021-12-19; Registration: 144L/Jvt D;

Deal Comments

Dvo-Mkvv Bzowvpe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 28, 1995

WAL Test Period (YRS)

WAL Test Period End Date

Mar 5, 2008