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
W-I	TME	84.000	3.60	-	S	-	-	-	46.00%	-	Arfwllrc	BLBX	-	-	195	DVVH+195	-	-
P-1-B-1	JHC	4.000	1.40	-	VVV-	-	-	-	45.00%	-	Svuxt	-	-	-	-	7.25%	-	-
J-Q	RYT	46.000	3.10	-	TT	-	-	-	72.00%	-	Klkonoxn	UBAJ	-	-	169	EXGE+169	-	-
N-M	FBS	598.000	9.40	-	BBB	-	-	-	63.00%	-	Qslmetqz	DIWN	-	-	122	UTBO+122	-	-
M-I	JZC	640.000	8.70	-	WWW	-	-	-	74.00%	-	Ukzujdbe	VNSM	-	-	122	SZEA+122	-	-
U-1-E-2	LAI	72.000	5.80	-	KKK-	-	-	-	94.00%	-	Adpffmse	MHCW	-	-	315	UXGI+315	-	-
J-W	CIA	28.900	95.10	-	AA-	-	-	-	6.40%	-	Jdrrlxdw	UJES	-	-	625	SKFJ+625	-	-
D2-K	BKU	1.000	85.50	-	DDD-	-	-	-	53.90%	-	Fzmzplmr	NWUT	-	-	415	EHKN+415	-	-
Kkh Oee	PQH	25.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Poe (Lxquqeap)	GYJ	60.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-M: Redemption: 2027-04-15; Registration: 144M/Fuf N; M-I: Redemption: 2027-04-15; Registration: 144W/Czb D; J-Q: Redemption: 2027-04-15; Registration: 144Q/Mjn Y; W-I: Redemption: 2027-04-15; Registration: 144U/Aut R; P-1-B-1: Redemption: 2027-04-15; Registration: 144K/Ase D; U-1-E-2: Redemption: 2027-04-15; Registration: 144B/Bwm I; D2-K: Redemption: 2027-04-15; Registration: 144A/Ohh F; J-W: Redemption: 2027-04-15; Registration: 144A/Lje F; Poe (Lxquqeap): Redemption: 2027-04-15; Registration: 144B/Ykz S; Kkh Oee: Redemption: 2027-04-15; Registration: 144J/Auv D;

Deal Comments

Msbsu. Wsj Eghh Eszjsge 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 4, 2017