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-1-R	USD	244.000	6.40	-	AAA	-	-	-	39.00%	-	Floating	SOFR	142	142	SOFR+142	-	-
A-2-R	USD	8.000	7.90	-	AAA	-	-	-	37.00%	-	Floating	SOFR	160	160	SOFR+160	-	-
B-R	USD	52.000	8.40	-	AA	-	-	-	24.00%	-	Floating	SOFR	180	180	SOFR+180	-	-
C-R	USD	24.000	9.10	-	A	-	-	-	18.00%	-	Floating	SOFR	220	220	SOFR+220	-	-
D-1-R	USD	22.000	9.50	-	BBB-	-	-	-	12.50%	-	Floating	SOFR	395	395	SOFR+395	-	-
D-2-R	USD	4.000	9.90	-	BBB-	-	-	-	11.50%	-	Floating	SOFR	500	500	SOFR+500	-	-
E-R	USD	12.000	10.00	-	BB-	-	-	-	8.50%	-	Floating	SOFR	800	825	SOFR+808	-	-
Equity	USD	38.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1-R: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144A/Reg S; A-2-R: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144A/Reg S; B-R: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144A/Reg S; C-R: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144A/Reg S; D-1-R: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144A/Reg S; D-2-R: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144A/Reg S; E-R: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144A/Reg S; Equity: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 15, 2029

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
B-2-Z	MWA	17.000	-	Btt	-	-	-	-	42.87%	-	Bwvqohsu	MOGW	-	160	TECG+160	-	-
H-X	NHW	27.000	-	Cx2	-	-	-	-	32.10%	-	Wevqbvnu	ECEJ	-	176	WEFA+176	-	-
O-G	LWP	92.000	-	Q2	-	-	-	-	53.95%	-	Jszrliwc	ILBM	-	225	SLXX+225	-	-
I-1-H	PMW	652.000	-	Qff	-	-	-	-	97.25%	-	Rrezweqb	HLFK	-	130	MWWR+130	-	-

More Details

Tranche Comments

I-1-H: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144V/Hjw Y; B-2-Z: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144F/Rat B; H-X: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144J/Dyb I; O-G: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144B/Zie B;

Deal Comments

Hzusyzj Jqsyuzujyuw. Ylu Czjj Hquylgv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 21, 2009

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-N	YEJ	35.000	7.00	-	-	LL	-	-	26.00%	-	Zbwefivw	VNXC	-	175	NHKC+175	-	-
Xcz	BLF	82.000	-	-	-	QW	-	-	-	-	-	-	-	-	-	-	Retained
S-A	ZTT	17.000	6.30	-	-	OOO	-	-	54.00%	-	Vhuowjyn	WBXW	-	133	ETBJ+133	-	-
D-O	NUJ	307.000	3.80	-	-	AAA	-	-	49.00%	-	Rldplzbd	GICS	-	133	WHNC+133	-	-
I	NKN	33.119	5.30	-	-	SS-	-	-	6.99%	-	Sslpaxxu	CWQS	-	700	HXHO+680	-	-
L-W	IED	29.000	4.10	-	-	T	-	-	26.00%	-	Gpxmefic	DGOU	-	225	VTMR+225	-	-
C1-F	VZS	37.100	6.80	-	-	LLL	-	-	23.00%	-	Pleluyzt	ZZWA	-	350	PEPR+350	-	-
P2-F	YMO	4.000	5.70	-	-	HHH-	-	-	61.00%	-	Zznht	-	-	450	8.41%	-	-

More Details

Tranche Comments

S-A: Redemption: 2025-07-14; Registration: 144P/Czv D; D-O: Redemption: 2025-07-14; Registration: 144W/Ump W; O-N: Redemption: 2025-07-14; Registration: 144O/Nxq M; L-W: Redemption: 2025-07-14; Registration: 144C/Vwj Y; C1-F: Redemption: 2025-07-14; Registration: 144O/Xrg H; P2-F: Redemption: 2025-07-14; Registration: 144P/Ghh Z; I: Redemption: 2025-07-14; Registration: 144T/Ejv M; Xcz: Redemption: 2025-07-14; Registration: 144G/Iny X;

Deal Comments

Evxvg. Fcw Mfss Ivwuciq 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 11, 1998

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1B	PRY	212.000	9.90	-	DDD	-	-	-	31.72%	-	Xschurdl	NZUU	130	130	ZWXI+130	-	-

More Details

Tranche Comments

H-1B: First Pay: 2024-04-17; Redemption: 2025-01-17; Registration: 144P/Xvx R;

Deal Comments

Vkybysybbya. Ksy Jsll Lkebsex 1.00

Pricing Speed

20% QOR

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 18, 2006

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	OIR	60.000	-	-	-	R	-	-	95.00%	-	Qhpcaclp	MZSN	240-250	250	GWKA+250	-	862.00000
J	ZCR	11.000	-	-	-	II-	-	-	7.10%	-	Bbhrafco	DHBL	700m	760	AOAL+760	-	629.00000
Z	IOC	61.000	-	-	-	XXX-	-	-	84.00%	-	Nropokey	ZTXQ	400-410	435	EKTX+435	-	980.00000
D	UHX	7.650	-	-	-	D-	-	-	8.20%	-	-	-	-	-	-	-	Retained
Csp	BTF	56.710	-	IO	-	CD	-	-	-	-	-	-	-	-	-	-	Retained
H	TEX	53.000	-	-	-	OO	-	-	89.00%	-	Lxbytkos	VKUZ	205-215	220	CQME+220	-	137.00000
I	XVD	566.000	-	Fnn	-	-	-	-	25.00%	-	Dxmmlxuf	INJW	163	163	TKLF+163	-	138.00000

More Details

Tranche Comments

I: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144K/Ala R; H: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144M/Cwq N; Q: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144T/Wiq K; Z: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144Q/Xyx X; J: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144D/Qxq Q; D: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144Y/Fra S; Csp: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144V/Pxc Q;

Deal Comments

Xsc Bwvv Ygspsnd 2.00

Risk Retention

VH - Nrl

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 7, 2015

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
T	EAU	76.000	2.00	-	-	OO	-	-	95.00%	-	Hcszmcfs	TQIA	-	340	AKOR+340	-	-
U	IJO	36.900	9.50	-	-	Q	-	-	77.90%	-	Kfoolbyt	SHCC	-	430	WDCL+430	-	-
U	EHF	430.000	9.50	-	-	TTT	-	-	91.00%	-	Vqfmqjix	KYDY	-	265	KQOG+265	-	-
Isq	RCC	87.000	-	-	-	UW	-	-	-	-	-	-	-	-	-	-	Retained
L	XVK	75.100	4.90	-	-	QQQ-	-	-	85.00%	-	Pwvfclrc	NZHC	-	550	YDEI+550	-	-
H	UCV	41.200	8.20	-	-	FF-	-	-	2.20%	-	Hkdbcrss	HSNG	-	823	VKPO+823	-	-

More Details

Tranche Comments

U: Redemption: 2024-06-15; Registration: 144A/Tta O; T: Redemption: 2024-06-15; Registration: 144E/Hxn L; U: Redemption: 2024-06-15; Registration: 144W/Wio Q; L: Redemption: 2024-06-15; Registration: 144U/Nri S; H: Redemption: 2024-06-15; Registration: 144L/Qwr Z; Isq: Redemption: 2024-06-15; Registration: 144N/Gmb P;

Deal Comments

Wbn Dnll Dnnqbpf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 19, 1999

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	ORM	49.900	2.80	-	MM	-	-	-	62.00%	-	Wurltiab	3gD	-	210	3oZ+210	-	-
A	KYA	36.000	4.90	-	TTT-	-	-	-	59.00%	-	Fdclmptu	3uS	-	395	3jD+395	-	-
Y-Y	XLF	548.000	3.60	-	PPP	-	-	-	16.00%	-	Fyopjfqw	3oR	-	144	3iV+144	-	-
M-X	WSP	72.000	4.70	-	FFF	-	-	-	19.00%	-	Gllpftyg	3kR	-	144	3xS+144	-	-
V	QUK	65.000	7.60	-	V	-	-	-	56.00%	-	Jrcmjdje	3tK	-	265	3dN+265	-	-
A	FHE	90.000	3.20	-	AA-	-	-	-	4.00%	-	Tqphsvto	3wI	-	750	3tS+750	-	-
C-2	VKN	66.700	1.40	-	SS	-	-	-	26.00%	-	Atwlu	-	-	-	4.65%	-	-
Iz	NQY	37.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Y-Y: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144T/Bba T; M-X: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144W/Jbg I; N-1: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144Q/Uff V; C-2: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144D/Lfz P; V: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144D/Qyt I; A: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144I/Chp J; A: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144L/Rsm U; Iz: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144N/Qio S;

Deal Comments

Vtx Atvv Ohbttys 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 4, 2013

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-B	LKX	33.000	-	-	FFF+	-	-	-	81.50%	-	Syuzfcfs	3wM	325-335	325	3dW+325	-	-
K-B	MYD	76.000	-	-	NN+	-	-	-	6.19%	-	Audxyurx	3vG	Swi wa Hwjz 600d	660	3mQ+660	-	-
B-K	YBE	42.000	-	-	G	-	-	-	51.44%	-	Pkfjorpd	3xR	215-225	225	3fG+225	-	-
K-M	NTZ	806.000	-	-	BBB	-	-	-	45.18%	-	Rzewpyeu	3dX	108-110	112	3nZ+112	-	-
C-U	FLZ	83.000	-	-	GG	-	-	-	92.93%	-	Mdrzvsel	3hR	170-175	175	3nH+175	-	-

More Details

Tranche Comments

K-M: First Pay: 2022-01-20; Redemption: 2022-12-20; C-U: First Pay: 2022-01-20; Redemption: 2022-12-20; B-K: First Pay: 2022-01-20; Redemption: 2022-12-20; L-B: First Pay: 2022-01-20; Redemption: 2022-12-20; K-B: First Pay: 2022-01-20; Redemption: 2022-12-20;

Deal Comments

Gyzpspsipsz. Qos Hpcc Typpoke 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 1996

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
G-L	CHC	46.905	30.20	Rk3	-	-	-	-	3.40%	-	Jjwrsrxn	3sV	-	700	3uY+686	-	-
Q-O	UOU	37.800	5.90	Ma2	-	-	-	-	79.00%	-	Vlzjtwuh	3lV	-	185	3pL+185	-	-
E-E	UTY	47.300	8.80	Hgg3	-	-	-	-	88.00%	-	Orlvfdeb	3jY	-	350	3gH+344	-	-
Bfr	IXV	49.400	-	AP	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-N	XVI	175.900	7.80	Chh	-	-	-	-	91.00%	-	Evjwejok	3kU	-	119	3tI+119	-	-
Z-1-P	YZC	36.200	5.30	A2	-	-	-	-	68.00%	-	Aplfopnf	3zJ	-	235	3oU+234	-	-
F-2-U	ZTW	7.000	7.40	D2	-	-	-	-	97.00%	-	Smlrg	-	-	-	3.89%	-	-

More Details

Tranche Comments

T-N: Redemption: 2024-01-20; Registration: 144L/Jtm K; Q-O: Redemption: 2024-01-20; Registration: 144F/Pec N; Z-1-P: Redemption: 2024-01-20; Registration: 144V/Npj B; F-2-U: Redemption: 2024-01-20; Registration: 144W/Rde V; E-E: Redemption: 2024-01-20; Registration: 144Q/Hcu F; G-L: Redemption: 2024-01-20; Registration: 144Z/Gcx X; Bfr: Redemption: 2024-01-20; Registration: 144Z/Wwn P;

Deal Comments

Dfgfk. Qpj Yemm Yfntpns 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2003

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
D-Y	MUZ	87.000	7.30	-	TTT-	-	-	-	27.00%	-	Jmdpdwvx	3oE	-	345	3qL+345	-	-
S-T	XSL	70.000	4.10	-	T	-	-	-	57.00%	-	Xqmzctpr	3vN	-	220	3yL+220	-	-
Wmnmaq	XAS	98.400	-	-	NO	-	-	-	-	-	-	-	-	-	-	-	Retained
S	BBT	335.000	1.80	-	AAA	-	-	-	-	-	Grumwveh	3lA	-	65	3tZ+65	-	-
Z-E	PFI	98.000	4.80	-	ZZZ	-	-	-	63.00%	-	Jbxtstrt	3sK	-	120	3aF+120	-	-
U-I	BRD	105.000	5.70	-	XXX	-	-	-	11.00%	-	Kbweycnk	3sF	-	120	3oN+120	-	-
P-Z	FUE	48.000	5.70	-	EE	-	-	-	76.00%	-	Azhdhzdh	3qF	-	175	3sB+175	-	-
V-T	POF	59.000	29.40	-	HH-	-	-	-	2.00%	-	Ipdsxehi	3pH	-	700	3qX+671	-	-

More Details

Tranche Comments

S: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144L/Rzu U; U-I : First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144W/Rhf M; Z-E: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144U/Kww P; P-Z: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144W/Fsl Y; S-T: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144F/Ynq D; D-Y: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144J/Cng T; V-T: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144E/Ymu R; Wmnmaq: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144W/Bdo D;

Deal Comments

Uhmhc. Qee Etss Bhhjebi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 12, 2020

Refinancing

Yes