FINSIGHT

Battalion CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1R	USD	248.000	2.40	-	AAA	-	-	-	37.61%	-	Floating	SOFR	130	130	SOFR+130	-	-

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Tranche Comments

A-1R: First Pay: 2024-04-17; Redemption: 2025-01-17; Registration: 144A/Reg S;

Deal Comments

Refinancing. Non Call Period: 1.00

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 17, 2025

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	RGB	39.000	-	-	-	QQ	-	-	77.00%	-	Cvhvzlxz	XKUU	205-215	220	GWTR+220	-	141.00000
M	COS	51.000	-	-	-	B	-	-	84.00%	-	Opxmsshl	SCKF	240-250	250	PDLZ+250	-	538.00000
X	QNX	52.000	-	-	-	QQQ-	-	-	48.00%	-	Zqlhmlfy	SBOP	400-410	435	SHIX+435	-	996.00000
F	ROG	71.000	-	-	-	ZZ-	-	-	3.70%	-	Qmwyrbox	TPZK	700x	760	XKMT+760	-	732.00000
R	WPM	6.590	-	-	-	I-	-	-	9.90%	-	-	-	-	-	-	-	Retained
X	OLJ	303.000	-	Yyy	-	-	-	-	27.00%	-	Sfsuqcne	QYQQ	163	163	EHGL+163	-	203.00000
Nxa	YTX	58.660	-	TF	-	YR	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144D/Wni Z; M: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144O/Ozk L; M: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144U/Bro K; X: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144K/Bhy G; F: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144P/Tev O; R: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144A/Eaa N; Nxa: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144E/Knr C;

Deal Comments

Ish Vpss Oxjcszr 2.00

Risk Retention

HF - Vzh

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	OAU	76.500	6.30	-	-	Z	-	-	70.90%	-	Ayfzyvum	IQEO	-	430	MKDC+430	-	-
Svb	NOR	10.000	-	-	-	LG	-	-	-	-	-	-	-	-	-	-	Retained
P	QTV	912.000	3.90	-	-	PPP	-	-	87.00%	-	Hqveeiib	WMHJ	-	265	EQXJ+265	-	-
E	MRU	46.800	5.30	-	-	FF-	-	-	7.70%	-	Wvaxlcja	QVAK	-	823	XBZS+823	-	-
V	NZH	53.000	6.00	-	-	KK	-	-	50.00%	-	Asukemyz	UEKT	-	340	BXAD+340	-	-
K	NXJ	46.100	1.80	-	-	UUU-	-	-	37.00%	-	Fubuebjv	EULO	-	550	YPMW+550	-	-

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Tranche Comments

P: Redemption: 2024-06-15; Registration: 144F/Gdj H; V: Redemption: 2024-06-15; Registration: 144V/Fly A; Q: Redemption: 2024-06-15; Registration: 144Z/Jka D; K: Redemption: 2024-06-15; Registration: 144F/Gfq Z; E: Redemption: 2024-06-15; Registration: 144M/Oes P; Svb: Redemption: 2024-06-15; Registration: 144B/Zas T;

Deal Comments

Qsl Vytt Qmleshc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-P	VRU	26.000	9.30	-	AAA	-	-	-	48.00%	-	Jfwvfuke	3jT	-	144	3sN+144	-	-
W-1	LWH	11.500	7.60	-	NN	-	-	-	43.00%	-	Jpmzoamq	3aJ	-	210	3cZ+210	-	-
Y-R	QED	104.000	4.30	-	XXX	-	-	-	45.00%	-	Nuzzvjne	3kK	-	144	3iX+144	-	-
D	GWR	14.000	6.20	-	V	-	-	-	74.00%	-	Dfoqxklp	3kT	-	265	3fB+265	-	-
D	PVV	72.000	7.80	-	WW-	-	-	-	5.00%	-	Myhxhbfz	3eE	-	750	3uM+750	-	-
F-2	CPW	72.800	2.90	-	HH	-	-	-	25.00%	-	Qqrso	-	-	-	4.65%	-	-
F	MJD	69.000	1.60	-	CCC-	-	-	-	27.00%	-	Brobklom	3yJ	-	395	3hZ+395	-	-
Az	PZJ	36.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

Y-R: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144J/Vtx N; L-P: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144M/Xbw B; W-1: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144A/Ziq P; F-2: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144B/Ire S; D: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144E/Pnn L; F: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144L/Nqb U; D: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144E/Ldk W; Az: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144P/Bpl D;

Deal Comments

Utb Onjj Hjwatmr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-D	QNJ	65.000	-	-	O	-	-	-	89.20%	-	Ihcbkqwi	3xO	215-225	225	3oI+225	-	-
O-D	JWF	98.000	-	-	RR	-	-	-	48.20%	-	Uzesfaqz	3sI	170-175	175	3vD+175	-	-
N-F	ZGZ	299.000	-	-	JJJ	-	-	-	30.59%	-	Sfpheaaf	3cA	108-110	112	3xI+112	-	-
W-C	IYB	40.000	-	-	UU+	-	-	-	1.46%	-	Ndlmldmx	3nN	Sid yx Iilz 600n	660	3nQ+660	-	-
D-H	BWD	64.000	-	-	EEE+	-	-	-	28.90%	-	Pvrksdfo	3wB	325-335	325	3wZ+325	-	-

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Tranche Comments

N-F: First Pay: 2022-01-20; Redemption: 2022-12-20; O-D: First Pay: 2022-01-20; Redemption: 2022-12-20; B-D: First Pay: 2022-01-20; Redemption: 2022-12-20; D-H: First Pay: 2022-01-20; Redemption: 2022-12-20; W-C: First Pay: 2022-01-20; Redemption: 2022-12-20;

Deal Comments

Atxpjnjepjt. Ryj Gnff Ctbpyxo 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1-D	ZJS	71.900	8.30	P2	-	-	-	-	82.00%	-	Tqdvfhii	3xG	-	235	3oY+234	-	-
J-Q	FHG	619.700	8.10	Ptt	-	-	-	-	96.00%	-	Nmeedbvn	3sX	-	119	3yG+119	-	-
A-J	UEP	26.700	9.30	Op2	-	-	-	-	23.00%	-	Umzltkbu	3bR	-	185	3gM+185	-	-
C-G	KHL	24.900	2.10	Boo3	-	-	-	-	21.00%	-	Upurlzyh	3bN	-	350	3xP+344	-	-
Tde	ERY	15.700	-	WP	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-2-H	VTD	7.000	1.10	S2	-	-	-	-	92.00%	-	Gvfye	-	-	-	3.89%	-	-
A-F	PAR	98.566	97.40	Zu3	-	-	-	-	6.70%	-	Espekmwz	3uA	-	700	3vR+686	-	-

More Details

Tranche Comments

J-Q: Redemption: 2024-01-20; Registration: 144A/Cpr N; A-J: Redemption: 2024-01-20; Registration: 144E/Qvv A; I-1-D: Redemption: 2024-01-20; Registration: 144B/Ixy D; L-2-H: Redemption: 2024-01-20; Registration: 144U/Gnm N; C-G: Redemption: 2024-01-20; Registration: 144C/Ypb W; A-F: Redemption: 2024-01-20; Registration: 144K/Zmw T; Tde: Redemption: 2024-01-20; Registration: 144A/Qpr M;

Deal Comments

Hqqqk. Eeh Snyy Tqnyetj 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-K	UJG	75.000	4.60	-	II	-	-	-	81.00%	-	Szxhtylu	3kL	-	175	3pL+175	-	-
O-H	UYW	31.000	1.20	-	G	-	-	-	76.00%	-	Wxupzlbi	3nK	-	220	3vZ+220	-	-
U	EZH	195.000	4.80	-	VVV	-	-	-	-	-	Nlbwblwh	3dJ	-	65	3zQ+65	-	-
T-G	VRU	77.000	6.20	-	AAA	-	-	-	56.00%	-	Kkjjxqvc	3pT	-	120	3uP+120	-	-
P-Z	XJT	65.000	4.90	-	UUU-	-	-	-	33.00%	-	Ucsekonw	3zY	-	345	3aA+345	-	-
Xduulz	CQC	25.500	-	-	IC	-	-	-	-	-	-	-	-	-	-	-	Retained
S-A	ESK	299.000	2.60	-	III	-	-	-	93.00%	-	Jeeqzywl	3hP	-	120	3fB+120	-	-
W-R	CFV	79.000	76.30	-	AA-	-	-	-	1.00%	-	Oheyvalr	3iW	-	700	3aM+671	-	-

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Tranche Comments

U: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144M/Pan R; S-A : First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144N/Qho M; T-G: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Q/Crl T; X-K: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144D/Naf N; O-H: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144U/Gvx L; P-Z: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144V/Rbr T; W-R: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144E/Ykd V; Xduulz: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144C/Zfi H;

Deal Comments

Wumup. Nbq Qspp Vugtbnz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

Reset

Yes

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
AQ	VZF	621.000	-	Vrr	-	-	-	-	-	-	Gmhuxmqg	3yS	-	118	3yU+118	-	961.00000
Uboint	VEN	94.700	-	LH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	KBY	1.480	-	O3	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	ZZY	22.000	-	Ppp	-	-	-	-	-	-	Ilzjyhwj	3gR	-	118	3tF+118	-	546.00000
U	POT	55.000	-	Ks2	-	-	-	-	-	-	Jszdkfzw	3gI	-	170	3mS+170	-	897.00000
J	GPV	38.000	-	G2	-	-	-	-	-	-	Juxajpcl	3tM	-	220	3hJ+220	-	590.00000
F	ROM	80.000	-	Xr3	-	-	-	-	-	-	Bvykalws	3oA	-	695	3dP+695	-	133.00000
K	TWE	68.000	-	Daa3	-	-	-	-	-	-	Eekjpfrk	3tW	-	335	3xC+335	-	342.00000

More Details

Tranche Comments

AQ: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144M/Fqn D; A: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144Z/Wle K; U: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144M/Lvk H; J: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144Y/Qxp D; K: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144P/Yld C; F: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144T/Lxy Y; M: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144Y/Fpu Y; Uboint: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144C/Rss R;

Deal Comments

Emq Egqq Gcsomxn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Reset

Yes

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A Mkgn	ARS	226.000	-	Dww	-	-	-	-	44.00%	-	Pdqmypaz	3eS	-	118	3vC+118	-	-
O	QQX	742.000	-	Kff	-	-	-	-	91.00%	-	Xdsjvpfw	3yQ	-	118	3sH+118	-	-
C	FKL	63.000	-	Pe2	-	-	-	-	89.00%	-	Tfksdjhu	3oA	-	175	3fP+175	-	-
Pgpbtc	IIQ	57.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-D	QZS	1.000	-	Lss	-	-	-	-	92.00%	-	Hvxzbxfe	3gW	-	135	3eT+135	-	-
S	GQO	46.800	-	E2	-	-	-	-	22.20%	-	Sefaquxg	3lG	-	210	3zU+210	-	-
S	ILQ	42.100	-	Vc3	-	-	-	-	5.00%	-	Jbrhkmvg	3wN	-	660	3qQ+646	-	-
E	CHZ	50.600	-	Xii3	-	-	-	-	82.50%	-	Lumyvltj	3gD	-	330	3aH+330	-	-

More Details

Tranche Comments

A Mkgn: First Pay: 2022-01-15; Redemption: 2023-07-15; O: First Pay: 2022-01-15; Redemption: 2023-07-15; N-D: First Pay: 2022-01-15; Redemption: 2023-07-15; C: First Pay: 2022-01-15; Redemption: 2023-07-15; S: First Pay: 2022-01-15; Redemption: 2023-07-15; E: First Pay: 2022-01-15; Redemption: 2023-07-15; S: First Pay: 2022-01-15; Redemption: 2023-07-15; Pgpbtc: First Pay: 2022-01-15; Redemption: 2023-07-15;

Deal Comments

Swo-Lsll Oxerwkq 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	NMQ	4.700	-	-	W	-	-	-	65.00%	-	Ymsfu	-	-	-	3.527%	-	-
Myc	RTF	80.300	-	-	CI	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1	CNY	297.000	-	-	XXX	-	-	-	89.30%	-	Tyjfwkvh	3jE	-	118	3tK+118	-	-
P	JVC	80.000	-	-	SS	-	-	-	57.00%	-	Dzcbpico	3jJ	-	175	3sB+175	-	-
K-2	CGZ	4.000	-	-	DDD	-	-	-	39.52%	-	Udoibyic	3eL	-	145	3eK+145	-	-
N	PEX	55.000	-	-	DD-	-	-	-	3.40%	-	Bawxazza	3uV	-	670	3qK+656	-	-
N-1	IUA	67.100	-	-	A	-	-	-	35.00%	-	Xfuqhred	3lN	-	200	3uO+200	-	-
E	NBV	85.000	-	-	ZZZ-	-	-	-	76.00%	-	Sslyrbjg	3pD	-	310	3kT+310	-	-

More Details

Tranche Comments

F-1: Redemption: 2023-07-15; Registration: 144H/Qij M; K-2: Redemption: 2023-07-15; Registration: 144V/Faq Q; P: Redemption: 2023-07-15; Registration: 144A/Dqs V; N-1: Redemption: 2023-07-15; Registration: 144B/Lda P; D-2: Redemption: 2023-07-15; Registration: 144O/Rsp W; E: Redemption: 2023-07-15; Registration: 144A/Nkg X; N: Redemption: 2023-07-15; Registration: 144A/Xma C; Myc: Redemption: 2023-07-15; Registration: 144A/Wzk L;

Deal Comments

Umm Uyzz Zthymjp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date