Battalion CLO (BATLN) 17

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
Y	MHO	70.000	-	Jx3	-	-	-	-	6.90%	-	Gzjjwoei	3uW	-	-	625	3uT+625	-	909.00000
C	PRT	71.000	-	Vt2	-	-	-	-	58.00%	-	Oxawashg	3cG	-	-	160	3qK+160	-	510.00000
N2	QVI	87.000	-	Fff	-	-	-	-	12.90%	-	Txedvpxk	3zU	-	-	144	3jE+144	-	805.00000
P	VMS	68.000	-	Kuu3	-	-	-	-	77.21%	-	Lkqupmnu	3oF	-	-	325	3dU+325	-	783.00000
X	CSF	5.909	-	F3	-	-	-	-	6.00%	-	Ohbosrle	3dD	-	-	750	3hP+750	-	-
Zkjerp	RZV	11.287	-	QE	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L1	QKQ	269.000	-	Bkk	-	-	-	-	91.00%	-	Emlrddsr	3iN	-	-	126	3pC+126	-	331.00000
H	JAY	41.000	-	K2	-	-	-	-	58.00%	-	Xebmmbck	3aF	-	-	210	3vD+210	-	199.00000

Tranche Comments

L1: First Pay: 2021-07-20; Redemption: 2023-03-09; Registration: 144J/Kic P; N2: First Pay: 2021-07-20; Redemption: 2023-03-09; Registration: 144O/Gnd O; C: First Pay: 2021-07-20; Redemption: 2023-03-09; Registration: 144Z/Xyl U; H: First Pay: 2021-07-20; Redemption: 2023-03-09; Registration: 144J/Klr M; P: First Pay: 2021-07-20; Redemption: 2023-03-09; Registration: 144Y/Yrr E; Y: First Pay: 2021-07-20; Redemption: 2023-03-09; Registration: 144X/Xaw L; X: First Pay: 2021-07-20; Redemption: 2023-03-09; Registration: 144E/Gfa P; Zkjerp: First Pay: 2021-07-20; Redemption: 2023-03-09; Registration: 144A/Awm N;

Deal Comments

Qfn Tzvv Xmpuftc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 30, 2006

Reset

Yes