Battalion CLO (BATLN) XX

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	ICS	49.000	-	-	QQ	-	-	-	77.00%	-	Vmuhyhxn	3gP	-	-	175	3pI+175	-	-
U-1	XSM	78.100	-	-	T	-	-	-	75.00%	-	Adudomxl	3hF	-	-	200	3oK+200	-	-
Ica	HHX	98.400	-	-	TI	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-2	OBG	5.400	-	-	E	-	-	-	40.00%	-	Rhgmc	-	-	-	-	3.527%	-	-
P	HLX	25.000	-	-	SSS-	-	-	-	76.00%	-	Inukouxn	3gK	-	-	310	3dC+310	-	-
O	LEW	75.000	-	-	WW-	-	-	-	3.30%	-	Cuehrvly	3sA	-	-	670	3gQ+656	-	-
G-1	EXZ	592.000	-	-	BBB	-	-	-	10.60%	-	Owupvrek	3pE	-	-	118	3wG+118	-	-
M-2	IKF	1.000	-	-	NNN	-	-	-	25.73%	-	Rvybmhxx	3jE	-	-	145	3jX+145	-	-

Tranche Comments

G-1: Redemption: 2023-07-15; Registration: 144E/Hyp U; M-2: Redemption: 2023-07-15; Registration: 144Z/Qjx F; U: Redemption: 2023-07-15; Registration: 144X/Dcz L; U-1: Redemption: 2023-07-15; Registration: 144E/Chu F; Y-2: Redemption: 2023-07-15; Registration: 144H/Obe J; P: Redemption: 2023-07-15; Registration: 144L/Thw F; O: Redemption: 2023-07-15; Registration: 144Z/Peg Z; Ica: Redemption: 2023-07-15; Registration: 144H/Dmw W;

Deal Comments

Hto Hmpp Qbuhttf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 24, 2004