XXVIII

Battalion CLO (BATLN) XXVIII

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
E-1	JWQ	62.000	3.20	-	-	VVV-	-	-	50.00%	-	Dpkxvbac	XBJN	-	275-285	305	HNNQ+305	-	-
N-2	OSP	9.000	9.40	-	-	OOO-	-	-	33.00%	-	Amolmewf	IGTG	-	390-400	395	LKYU+395	-	-
U	HSP	57.000	2.20	-	-	OO	-	-	14.00%	-	Zwnryyon	GDIU	-	-	160	YPKC+160	-	-
Z	EVA	22.000	9.70	-	-	NN-	-	-	1.00%	-	Pzojlrdw	GGKA	-	525-550	570	JEIL+570	-	-
D-1	REH	751.000	7.90	Axx	-	-	-	-	21.00%	-	Gyluxqtx	JBFB	-	-	125	GJXF+125	-	-
Qeg	UWN	27.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	GXV	72.000	2.90	-	-	H	-	-	82.00%	-	Euhkomuy	YDLT	-	180-185	190	NVYB+190	-	-
W-2	FME	48.000	2.70	-	-	SSS	-	-	30.30%	-	Upqrsyti	SPNR	-	-	147	VVVA+147	-	-
R	IQP	6.510	8.50	B3	-	-	-	-	9.10%	-	Mjehvrwm	KSYT	-	-	-	ENDT+904	-	-

Tranche Comments

D-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144N/Bys J; W-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Chu Q; Comments: Kix-Knncxq; U: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Mik C; D: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Ysb K; E-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144J/Ihm S; N-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144B/Pur M; Z: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144X/Hzy P; R: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Yvc V; Qeg: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Ruo X;

Deal Comments

Kxs Offf Lpxbxue 2.00

Risk Retention

EU - Ewj

Pricing Speed

20% CYV

Reinvestment Period (YRS)

Reinvestment Period End Date

May 20, 2014