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
J	NZE	5.230	6.80	Y3	-	-	-	-	2.27%	-	Nuefwbrz	GZQE	-	-	-	JAIC+904	-	-
W-2	GRT	85.000	9.50	-	-	FFF	-	-	74.80%	-	Mucwlbfd	UNKK	-	-	147	ANPH+147	-	-
A	ZXH	95.000	3.90	-	-	U	-	-	52.00%	-	Sjwhcohc	XCSH	-	180-185	190	AOFN+190	-	-
Z-1	XRM	49.000	2.40	-	-	LLL-	-	-	75.00%	-	Hbrhpxve	OTOV	-	275-285	305	EJLU+305	-	-
F-1	JWC	426.000	6.10	Cff	-	-	-	-	71.00%	-	Chwjkomw	YBGJ	-	-	125	QIDN+125	-	-
N	XQR	38.000	8.20	-	-	BB	-	-	53.00%	-	Jxwcqlri	HMMC	-	-	160	JPVH+160	-	-
I	TBQ	13.000	9.60	-	-	ZZ-	-	-	1.00%	-	Wpkzueev	ILQP	-	525-550	570	LWWT+570	-	-
Clv	WKU	33.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-2	ZQD	5.000	4.90	-	-	TTT-	-	-	72.00%	-	Tdemlmrl	GPFA	-	390-400	395	MLDJ+395	-	-

Tranche Comments

F-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Iqs E; W-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Wei B; Comments: Yej-Yixfje; N: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Q/Aay V; A: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Jno O; Z-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144V/Jtl U; I-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Q/Jzh R; I: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Apg M; J: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144J/Lta A; Clv: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144W/Qjb L;

Deal Comments

Ozm Aucc Eoulzma 2.00

Risk Retention

ZT - Lxm

Pricing Speed

20% FXJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 2, 2022