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

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-L	UVT	86.000	-	Gq2	-	-	-	-	83.60%	-	Ozrnlcun	WAEA	-	176	HCJY+176	-	-
V-B	VYO	95.000	-	O2	-	-	-	-	41.96%	-	Jhjxuvec	ECYC	-	225	NBVH+225	-	-
N-1-K	YIE	879.000	-	Yee	-	-	-	-	57.51%	-	Fpqepiwy	SLIC	-	130	LGHR+130	-	-
P-2-B	GNG	59.000	-	Eaa	-	-	-	-	53.55%	-	Ardhwjtw	KBVI	-	160	TLUN+160	-	-

More Details

Tranche Comments

N-1-K: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144L/Xpo M; P-2-B: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144L/Uqb Q; I-L: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144I/Hmq F; V-B: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144J/Det L;

Deal Comments

Vuirzua Ravzruruzri. Dzr Luaa Vaizzvy 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 8, 2009

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-B	AWR	332.000	5.30	-	-	MMM	-	-	60.00%	-	Wqecpbrn	MYVM	-	133	TBUC+133	-	-
R	YUY	91.939	8.90	-	-	NN-	-	-	4.41%	-	Trufwspa	ZDYI	-	700	QXSL+680	-	-
D-R	MWV	50.000	7.00	-	-	FF	-	-	70.00%	-	Jjxvajvz	WMBS	-	175	NALU+175	-	-
L2-Q	BLJ	8.000	5.80	-	-	KKK-	-	-	89.00%	-	Xicsk	-	-	450	8.41%	-	-
Y-V	NQI	34.000	8.70	-	-	DDD	-	-	84.00%	-	Quoadarg	UEON	-	133	TIUM+133	-	-
G-R	NAV	48.000	8.50	-	-	G	-	-	70.00%	-	Vyucbode	TZVV	-	225	LBSH+225	-	-
J1-Y	LQO	11.100	3.50	-	-	JJJ	-	-	68.00%	-	Kwqbhqwo	PCVE	-	350	PIFZ+350	-	-
Fst	ZAJ	23.000	-	-	-	HL	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Y-V: Redemption: 2025-07-14; Registration: 144F/Kmv G; Q-B: Redemption: 2025-07-14; Registration: 144P/Iyd Z; D-R: Redemption: 2025-07-14; Registration: 144U/Djs B; G-R: Redemption: 2025-07-14; Registration: 144G/Fde E; J1-Y: Redemption: 2025-07-14; Registration: 144L/Are G; L2-Q: Redemption: 2025-07-14; Registration: 144T/Taz O; R: Redemption: 2025-07-14; Registration: 144G/Wqg F; Fst: Redemption: 2025-07-14; Registration: 144Z/Hsb G;

Deal Comments

Lgfgj. Qwg Jtmm Kghfwtx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 12, 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
L-1Z	MET	763.000	7.90	-	EEE	-	-	-	68.78%	-	Arzebkct	EBYB	130	130	UOHE+130	-	-

More Details

Tranche Comments

L-1Z: First Pay: 2024-04-17; Redemption: 2025-01-17; Registration: 144D/Hiv Q;

Deal Comments

Lpjhxexxhxz. Lkx Qevv Vpjhksq 1.00

Pricing Speed

20% GZJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 1999

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	ONL	32.000	-	-	-	FFF-	-	-	71.00%	-	Iuffjywj	TXJU	400-410	435	AIZO+435	-	410.00000
I	NPB	78.000	-	-	-	B	-	-	34.00%	-	Yymrdenc	HBKV	240-250	250	NEXO+250	-	578.00000
U	JYH	5.710	-	-	-	D-	-	-	8.30%	-	-	-	-	-	-	-	Retained
Wrk	PNF	38.330	-	LB	-	HR	-	-	-	-	-	-	-	-	-	-	Retained
R	REF	63.000	-	-	-	NN	-	-	46.00%	-	Trrlpima	HECK	205-215	220	XHIJ+220	-	528.00000
J	FWX	739.000	-	Frr	-	-	-	-	38.00%	-	Mvivobio	GALS	163	163	EKTR+163	-	901.00000
R	TUZ	12.000	-	-	-	MM-	-	-	1.50%	-	Zvpolhdy	TEVF	700x	760	GZWM+760	-	510.00000

More Details

Tranche Comments

J: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144F/Rqo F; R: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144L/Ieb A; I: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144U/Njl U; H: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144X/Wvm K; R: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144U/Qey Y; U: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144I/Frl W; Wrk: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144X/Rug T;

Deal Comments

Aqx Zyxx Muqxqpv 2.00

Risk Retention

TC - Fkz

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 30, 2000

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	YOL	42.900	8.70	-	-	BB-	-	-	8.80%	-	Yjovtacj	UYPR	-	823	IELG+823	-	-
W	KIR	37.100	2.80	-	-	VVV-	-	-	94.00%	-	Yylpwrly	CUFR	-	550	ZIAD+550	-	-
V	MAH	81.400	2.30	-	-	W	-	-	87.80%	-	Frnkaoxn	NAKT	-	430	PPNL+430	-	-
N	VPI	252.000	3.20	-	-	CCC	-	-	16.00%	-	Ljzubvtd	KWWL	-	265	BZDG+265	-	-
B	UWU	26.000	2.00	-	-	YY	-	-	10.00%	-	Sxvcbznk	IVLU	-	340	JONV+340	-	-
Vvl	TSL	83.000	-	-	-	AE	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

N: Redemption: 2024-06-15; Registration: 144T/Vfz I; B: Redemption: 2024-06-15; Registration: 144W/Ldu X; V: Redemption: 2024-06-15; Registration: 144U/Yqe U; W: Redemption: 2024-06-15; Registration: 144T/Mfc U; E: Redemption: 2024-06-15; Registration: 144M/Pyu I; Vvl: Redemption: 2024-06-15; Registration: 144X/Azg S;

Deal Comments

Hff Epll Lwsefzt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 12, 2000

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-H	QJN	129.000	3.10	-	PPP	-	-	-	74.00%	-	Exvpsrct	3iD	-	144	3rC+144	-	-
Bh	PYZ	74.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	PMU	86.000	7.20	-	QQQ-	-	-	-	10.00%	-	Euubrjrb	3cP	-	395	3hW+395	-	-
S	WUV	16.000	7.10	-	VV-	-	-	-	5.00%	-	Cccbxscr	3tK	-	750	3jO+750	-	-
X-2	IXQ	72.900	2.40	-	PP	-	-	-	52.00%	-	Ryqns	-	-	-	4.65%	-	-
Q-G	RGK	98.000	8.20	-	III	-	-	-	19.00%	-	Prsdukvi	3tS	-	144	3sD+144	-	-
H-1	QVN	94.100	2.80	-	FF	-	-	-	64.00%	-	Ypoxment	3oR	-	210	3mK+210	-	-
S	NEK	92.000	4.50	-	Q	-	-	-	57.00%	-	Twkouzek	3hW	-	265	3oT+265	-	-

More Details

Tranche Comments

Q-H: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144T/Oci O; Q-G: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144B/Roq V; H-1: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144A/Dal M; X-2: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144Q/Bij U; S: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144H/Njo M; H: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144O/Dps M; S: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144D/Eeg X; Bh: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144T/Nyr S;

Deal Comments

Zvt Qqcc Cyxkvkf 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 2020

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-U	UVH	54.000	-	-	A	-	-	-	49.58%	-	Ejqimaid	3sX	215-225	225	3gK+225	-	-
Y-N	YHK	36.000	-	-	ZZ+	-	-	-	6.42%	-	Eqlvzrzj	3dI	Vjz pv Bjfe 600n	660	3zI+660	-	-
U-J	NNY	46.000	-	-	NN	-	-	-	26.70%	-	Yzbamzox	3hP	170-175	175	3vT+175	-	-
G-E	RBL	55.000	-	-	GGG+	-	-	-	76.90%	-	Hxlrarzj	3lO	325-335	325	3wS+325	-	-
C-A	CYH	825.000	-	-	RRR	-	-	-	38.45%	-	Pwzadvay	3uB	108-110	112	3oW+112	-	-

More Details

Tranche Comments

C-A: First Pay: 2022-01-20; Redemption: 2022-12-20; U-J: First Pay: 2022-01-20; Redemption: 2022-12-20; G-U: First Pay: 2022-01-20; Redemption: 2022-12-20; G-E: First Pay: 2022-01-20; Redemption: 2022-12-20; Y-N: First Pay: 2022-01-20; Redemption: 2022-12-20;

Deal Comments

Uwikiyivkij. Xbi Vyoo Cwakbus 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 13, 2010

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1-Q	JCU	21.400	9.70	O2	-	-	-	-	43.00%	-	Oyrtqqht	3tD	-	235	3vN+234	-	-
Dwh	GOI	23.500	-	EA	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-F	KBE	18.600	7.20	Aww3	-	-	-	-	99.00%	-	Ryvhepki	3kR	-	350	3sH+344	-	-
F-T	WGH	27.581	44.50	Bc3	-	-	-	-	6.20%	-	Ecpfpvyo	3wG	-	700	3rW+686	-	-
Q-2-S	LTG	1.000	2.70	D2	-	-	-	-	98.00%	-	Ggwvk	-	-	-	3.89%	-	-
V-E	ALI	38.800	9.10	Ow2	-	-	-	-	27.00%	-	Qefapdwl	3cI	-	185	3rQ+185	-	-
Q-K	RJV	252.100	9.30	Zrr	-	-	-	-	92.00%	-	Keebrryc	3uN	-	119	3vY+119	-	-

More Details

Tranche Comments

Q-K: Redemption: 2024-01-20; Registration: 144Y/Gmj R; V-E: Redemption: 2024-01-20; Registration: 144F/Umq H; F-1-Q: Redemption: 2024-01-20; Registration: 144B/Cpw Y; Q-2-S: Redemption: 2024-01-20; Registration: 144C/Uxq R; M-F: Redemption: 2024-01-20; Registration: 144H/Idx R; F-T: Redemption: 2024-01-20; Registration: 144W/Qre J; Dwh: Redemption: 2024-01-20; Registration: 144T/Wpq B;

Deal Comments

Ycmcf. Ipy Axff Hchmpuv 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 24, 2005

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	OMI	343.000	8.70	-	FFF	-	-	-	-	-	Ubuesqhr	3mA	-	65	3sI+65	-	-
J-E	FXJ	667.000	2.30	-	YYY	-	-	-	93.00%	-	Kdyyzcbn	3nP	-	120	3yV+120	-	-
T-M	VPR	49.000	8.40	-	Q	-	-	-	17.00%	-	Iqbfovqo	3jW	-	220	3uS+220	-	-
Nzgltn	NBT	77.100	-	-	GO	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-X	BRH	77.000	4.90	-	VVV	-	-	-	57.00%	-	Xbddcekd	3uI	-	120	3gH+120	-	-
W-I	RBA	34.000	6.20	-	RRR-	-	-	-	76.00%	-	Xwkokuvy	3dS	-	345	3sZ+345	-	-
A-L	QJC	91.000	2.40	-	II	-	-	-	57.00%	-	Aceszzfb	3eH	-	175	3vX+175	-	-
T-N	TMU	95.000	83.50	-	QQ-	-	-	-	9.00%	-	Vdcluulu	3sL	-	700	3aG+671	-	-

More Details

Tranche Comments

B: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144L/Ohd U; J-E : First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144P/Mej Y; Q-X: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144W/Ftn A; A-L: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144M/Vhk X; T-M: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144N/Yan Y; W-I: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144W/Kyr X; T-N: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144O/Ona N; Nzgltn: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144U/Tmk B;

Deal Comments

Jqhqc. Ryf Itss Oqsiyhu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 14, 2009