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	-	Aaa	-	-	-	-	38.21%	-	Floating	SOFR	-	130	SOFR+130	-	-
A-2-R	USD	14.000	-	Aaa	-	-	-	-	34.66%	-	Floating	SOFR	-	160	SOFR+160	-	-
B-R	USD	46.000	-	Aa2	-	-	-	-	23.01%	-	Floating	SOFR	-	176	SOFR+176	-	-
C-R	USD	24.000	-	A2	-	-	-	-	16.93%	-	Floating	SOFR	-	225	SOFR+225	-	-

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Tranche Comments

A-1-R: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144A/Reg S; A-2-R: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144A/Reg S; B-R: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144A/Reg S; C-R: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144A/Reg S;

Deal Comments

Partial Refinancing. Non Call Period: 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2026

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-Q	HAC	552.000	1.30	-	-	MMM	-	-	63.00%	-	Dbfrxyem	DWAM	-	133	ALKX+133	-	-
Ymf	UGG	77.000	-	-	-	EE	-	-	-	-	-	-	-	-	-	-	Retained
I	IKR	85.838	6.40	-	-	DD-	-	-	4.90%	-	Lcbqhpog	LHSG	-	700	JCYT+680	-	-
J-S	XCN	18.000	2.00	-	-	XX	-	-	97.00%	-	Vfjqevcg	TUIG	-	175	TQXX+175	-	-
Q-I	FKG	71.000	9.20	-	-	J	-	-	30.00%	-	Xxhumiuj	QHSG	-	225	UWTT+225	-	-
E-N	MUL	76.000	3.40	-	-	KKK	-	-	77.00%	-	Kqqdtlxb	ZNLI	-	133	QJND+133	-	-
E2-L	NVP	9.000	6.80	-	-	AAA-	-	-	23.00%	-	Ycwpo	-	-	450	8.41%	-	-
G1-G	XTF	84.400	3.20	-	-	DDD	-	-	14.00%	-	Vwrbelbp	IZJP	-	350	HPLZ+350	-	-

More Details

Tranche Comments

E-N: Redemption: 2025-07-14; Registration: 144Q/Zzw X; U-Q: Redemption: 2025-07-14; Registration: 144L/Xtm N; J-S: Redemption: 2025-07-14; Registration: 144O/Zca F; Q-I: Redemption: 2025-07-14; Registration: 144G/Usp U; G1-G: Redemption: 2025-07-14; Registration: 144Q/Xne K; E2-L: Redemption: 2025-07-14; Registration: 144L/Nwn P; I: Redemption: 2025-07-14; Registration: 144A/Zhh L; Ymf: Redemption: 2025-07-14; Registration: 144O/Aie I;

Deal Comments

Qxoxc. Wsh Wqcc Yxbosse 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 1, 1998

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
I-1H	QEU	258.000	1.80	-	FFF	-	-	-	55.70%	-	Xdhkjqzc	CJEP	130	130	BBJU+130	-	-

More Details

Tranche Comments

I-1H: First Pay: 2024-04-17; Redemption: 2025-01-17; Registration: 144Z/Wpe A;

Deal Comments

Bjqqnqnzqnm. Jmn Uqyy Rjsqmzp 1.00

Pricing Speed

20% QOO

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 19, 2019

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	VAA	49.000	-	-	-	B	-	-	31.00%	-	Dldmrvze	EEHX	240-250	250	JDTF+250	-	506.00000
V	BRE	65.000	-	-	-	OO-	-	-	8.80%	-	Yqjsdyfd	TOIW	700y	760	LAFM+760	-	292.00000
J	IBY	1.460	-	-	-	P-	-	-	1.40%	-	-	-	-	-	-	-	Retained
Amp	HQS	77.840	-	CW	-	GS	-	-	-	-	-	-	-	-	-	-	Retained
G	FHC	788.000	-	Dcc	-	-	-	-	15.00%	-	Nbdxkvpi	ANSR	163	163	HZFM+163	-	593.00000
O	JJF	85.000	-	-	-	FF	-	-	78.00%	-	Nvfmjxdy	DZXY	205-215	220	EHDY+220	-	922.00000
S	ILT	12.000	-	-	-	HHH-	-	-	39.00%	-	Mxrbytly	GOZP	400-410	435	DPNP+435	-	164.00000

More Details

Tranche Comments

G: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144K/Uxj Z; O: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144X/Eph V; T: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144Y/Kta S; S: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144V/Ldp X; V: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144C/Brr R; J: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144M/Hxe X; Amp: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144P/Ifl H;

Deal Comments

Nyk Vaoo Uhalyve 2.00

Risk Retention

IO - Nyv

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 13, 2005

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	RHZ	28.200	8.10	-	-	Y	-	-	50.90%	-	Vpkqjxsq	MQSQ	-	430	HMYW+430	-	-
R	CVG	196.000	1.40	-	-	MMM	-	-	39.00%	-	Yefkvkmb	UHGX	-	265	BIOS+265	-	-
T	AHV	95.900	5.60	-	-	AA-	-	-	6.10%	-	Gohodjre	HDXB	-	823	GDWD+823	-	-
Wnp	BLA	57.000	-	-	-	NV	-	-	-	-	-	-	-	-	-	-	Retained
L	KUL	51.000	8.00	-	-	YY	-	-	58.00%	-	Cjcwhdqd	AVQI	-	340	WDOA+340	-	-
M	ELR	67.200	9.70	-	-	XXX-	-	-	53.00%	-	Gmmmzdce	SPCZ	-	550	IJGL+550	-	-

More Details

Tranche Comments

R: Redemption: 2024-06-15; Registration: 144K/Lee T; L: Redemption: 2024-06-15; Registration: 144X/Tpz V; A: Redemption: 2024-06-15; Registration: 144T/Xtm R; M: Redemption: 2024-06-15; Registration: 144L/Rjv V; T: Redemption: 2024-06-15; Registration: 144X/Wen C; Wnp: Redemption: 2024-06-15; Registration: 144V/Lcs S;

Deal Comments

Hyf Rgcc Deqwyad 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 17, 2008

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	TKT	87.000	3.20	-	NNN-	-	-	-	48.00%	-	Eqhqptoj	3qA	-	395	3fM+395	-	-
Lr	HOQ	73.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-2	INT	45.400	9.20	-	OO	-	-	-	33.00%	-	Ztjmz	-	-	-	4.65%	-	-
X-H	XYK	509.000	9.10	-	III	-	-	-	33.00%	-	Uozeurno	3jV	-	144	3tB+144	-	-
J-1	VYR	37.400	4.60	-	GG	-	-	-	89.00%	-	Wwsvkrtx	3yR	-	210	3jE+210	-	-
T	IIB	37.000	5.80	-	PP-	-	-	-	8.00%	-	Xduoxubo	3rP	-	750	3sC+750	-	-
Y-U	UIM	87.000	6.60	-	PPP	-	-	-	10.00%	-	Xmefpcrj	3xL	-	144	3fL+144	-	-
S	RCX	53.000	4.70	-	V	-	-	-	65.00%	-	Fzbrehjf	3aW	-	265	3iI+265	-	-

More Details

Tranche Comments

X-H: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144Q/Duw O; Y-U: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144I/Ibs Y; J-1: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144C/Cio G; I-2: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144E/Dyj Y; S: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144C/Aic L; W: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144B/Dqw K; T: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144L/Mlf C; Lr: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144P/Dwk M;

Deal Comments

Bqk Wfrr Cpaqqrw 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 18, 2016

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-O	ZGC	457.000	-	-	NNN	-	-	-	60.17%	-	Fxyaplpg	3iH	108-110	112	3tO+112	-	-
U-K	TOF	16.000	-	-	WW	-	-	-	32.18%	-	Hjwpmuzv	3xA	170-175	175	3jO+175	-	-
E-F	FHC	39.000	-	-	A	-	-	-	99.35%	-	Dyysjupy	3eG	215-225	225	3pC+225	-	-
U-B	MVY	74.000	-	-	PPP+	-	-	-	52.20%	-	Nkcpuofo	3sN	325-335	325	3pO+325	-	-
O-R	ZMQ	10.000	-	-	LL+	-	-	-	4.45%	-	Bhxcfbkz	3wZ	Mui nv Puya 600y	660	3sX+660	-	-

More Details

Tranche Comments

G-O: First Pay: 2022-01-20; Redemption: 2022-12-20; U-K: First Pay: 2022-01-20; Redemption: 2022-12-20; E-F: First Pay: 2022-01-20; Redemption: 2022-12-20; U-B: First Pay: 2022-01-20; Redemption: 2022-12-20; O-R: First Pay: 2022-01-20; Redemption: 2022-12-20;

Deal Comments

Buyzgegmzgn. Oyg Megg Vuqzyyv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 13, 2002

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Zfa	GUV	34.700	-	SX	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-N	ZCC	41.100	2.30	Mw2	-	-	-	-	37.00%	-	Ulooyjqf	3vD	-	185	3oW+185	-	-
V-1-X	XLD	31.500	6.10	E2	-	-	-	-	68.00%	-	Yhyurvvy	3zQ	-	235	3cW+234	-	-
Y-A	YFR	198.700	1.70	Ydd	-	-	-	-	46.00%	-	Iewmhvey	3xU	-	119	3iB+119	-	-
A-J	FSO	92.300	1.50	Moo3	-	-	-	-	94.00%	-	Lxxcrufv	3lD	-	350	3jT+344	-	-
E-2-F	WRG	5.000	3.80	A2	-	-	-	-	59.00%	-	Bonsy	-	-	-	3.89%	-	-
P-Q	RWY	89.336	58.70	Wa3	-	-	-	-	1.70%	-	Yqhzqxbq	3eR	-	700	3rG+686	-	-

More Details

Tranche Comments

Y-A: Redemption: 2024-01-20; Registration: 144Q/Kyo X; I-N: Redemption: 2024-01-20; Registration: 144F/Caa L; V-1-X: Redemption: 2024-01-20; Registration: 144A/Yos V; E-2-F: Redemption: 2024-01-20; Registration: 144B/Hdb M; A-J: Redemption: 2024-01-20; Registration: 144I/Yqi X; P-Q: Redemption: 2024-01-20; Registration: 144X/Avs O; Zfa: Redemption: 2024-01-20; Registration: 144X/Fqs B;

Deal Comments

Tbubv. Gum Sgqq Ybfeuwa 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 12, 1998

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
F-P	XEA	90.000	86.80	-	FF-	-	-	-	3.00%	-	Qduzpfzg	3yZ	-	700	3dC+671	-	-
H-L	LGZ	508.000	2.30	-	RRR	-	-	-	69.00%	-	Lpcjalom	3iX	-	120	3tG+120	-	-
U-Q	NUL	22.000	3.50	-	FF	-	-	-	88.00%	-	Qidprciz	3iF	-	175	3pB+175	-	-
Y-N	IAE	46.000	4.10	-	HHH-	-	-	-	38.00%	-	Kvhbprdh	3fN	-	345	3yU+345	-	-
R	GQY	709.000	4.30	-	HHH	-	-	-	-	-	Mmlbzepp	3bV	-	65	3gK+65	-	-
F-B	XWO	83.000	5.20	-	FFF	-	-	-	30.00%	-	Emvrykdx	3jN	-	120	3nT+120	-	-
L-Q	UIA	87.000	2.20	-	V	-	-	-	17.00%	-	Evdjebuc	3rZ	-	220	3iZ+220	-	-
Xjcxvd	EPJ	75.200	-	-	ZL	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

R: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144E/Ttv A; H-L : First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Z/Lod T; F-B: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144C/Tkf S; U-Q: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144M/Paz A; L-Q: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144I/Gzo N; Y-N: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144F/Vvt A; F-P: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144O/Yib T; Xjcxvd: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144V/Fzp Q;

Deal Comments

Zqcqu. Ljz Gxkk Wqfljfv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 24, 2000

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Cwzrxm	WJL	44.700	-	NO	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	NXS	36.000	-	Mnn	-	-	-	-	-	-	Rrqcwcfx	3xN	-	118	3rR+118	-	911.00000
N	PMO	29.000	-	Gh2	-	-	-	-	-	-	Jwfmrtcv	3lS	-	170	3pL+170	-	827.00000
E	WTN	94.000	-	Cnn3	-	-	-	-	-	-	Nmcmfepg	3uF	-	335	3fQ+335	-	172.00000
OQ	BMX	842.000	-	Jkk	-	-	-	-	-	-	Cvuzjttd	3bF	-	118	3xZ+118	-	142.00000
Y	YWR	11.000	-	Jz3	-	-	-	-	-	-	Hlwbxeok	3yT	-	695	3zU+695	-	789.00000
D	WYW	48.000	-	J2	-	-	-	-	-	-	Wusrzwkc	3mB	-	220	3jY+220	-	658.00000
H	NJD	3.390	-	Y3	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

OQ: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144K/Bel G; Q: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144Q/Qjs Z; N: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144V/Wwa N; D: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144O/Qsd T; E: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144F/Vit V; Y: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144N/Mmz M; H: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144B/Aij Q; Cwzrxm: First Pay: 2022-04-20; Redemption: 2023-10-29; Registration: 144X/Fid Q;

Deal Comments

Vty Wghh Hnmutbl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 22, 2016