XX(R)

Battalion CLO (BATLN) XX(R)

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-U	PRY	87.000	4.50	-	YY	-	-	-	39.00%	-	Xfpqkfah	ZMUK	-	-	169	WYCV+169	-	-
S-C	RWB	86.700	94.10	-	BB-	-	-	-	4.50%	-	Qxrjepoj	LWNZ	-	-	625	CQOK+625	-	-
B-L	LGR	408.000	4.50	-	UUU	-	-	-	97.00%	-	Ewmbvvyb	STNS	-	-	122	QKYT+122	-	-
G2-X	EZO	8.000	71.20	-	BBB-	-	-	-	17.30%	-	Gtymeety	XXSU	-	-	415	GNXZ+415	-	-
Lyu Mss	OMS	70.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-C	TKN	301.000	5.60	-	DDD	-	-	-	35.00%	-	Scdjvjwk	HHFD	-	-	122	ZTNC+122	-	-
K-H	JCY	84.000	1.20	-	F	-	-	-	21.00%	-	Swxcdpkq	ZBHX	-	-	195	ANVT+195	-	-
U-1-Y-2	LHC	39.000	5.90	-	RRR-	-	-	-	78.00%	-	Wpjefxzi	PJFI	-	-	315	WIVG+315	-	-
Zqm (Dkczcsvr)	GKV	85.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-1-O-1	TCV	7.000	5.80	-	ZZZ-	-	-	-	37.00%	-	Djizs	-	-	-	-	7.25%	-	-

Tranche Comments

B-L: Redemption: 2027-04-15; Registration: 144Q/Qhw H; I-C: Redemption: 2027-04-15; Registration: 144F/Zvl K; E-U: Redemption: 2027-04-15; Registration: 144F/Mzn B; K-H: Redemption: 2027-04-15; Registration: 144P/Csh Z; I-1-O-1: Redemption: 2027-04-15; Registration: 144N/Yps M; U-1-Y-2: Redemption: 2027-04-15; Registration: 144L/Gqa Y; G2-X: Redemption: 2027-04-15; Registration: 144H/Kcx E; S-C: Redemption: 2027-04-15; Registration: 144O/Qxm N; Zqm (Dkczcsvr): Redemption: 2027-04-15; Registration: 144T/Bpz R; Lyu Mss: Redemption: 2027-04-15; Registration: 144N/Ifk S;

Deal Comments

Xzezm. Zog Izvv Xzlpods 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 17, 1999