FINSIGHT

Battalion CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1-T2	WIP	589.000	5.80	-	LLL	-	-	-	35.00%	-	Ruzhyxtm	NYFV	-	140	EGPZ+140	-	-
S-Q2	HHU	99.000	63.80	-	SS-	-	-	-	7.10%	-	Pbydjylc	PXXD	-	725	QJHI+709	-	-
F1-C2	UHL	72.000	7.20	-	UUU	-	-	-	17.00%	-	Cuhovtoy	BDDU	-	340	PJYR+340	-	-
I-I2	TGE	60.000	4.70	-	EE	-	-	-	78.00%	-	Mqsqolyx	KAJQ	-	175	LTJK+175	-	-
Tzz Rbhnbh	XQU	89.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D2-V2	MGI	8.000	63.20	-	WWW-	-	-	-	25.30%	-	Bcjkvwch	WNTE	-	450	QXMM+450	-	-
Uyr	LHW	39.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K2-E2	OVZ	63.000	3.90	-	ZZZ	-	-	-	34.50%	-	Wbswtbxt	IYQI	-	165	XUXH+165	-	-
E-L2	OXL	20.000	3.10	-	W	-	-	-	91.00%	-	Hrympasz	AVZC	-	200	HCYO+200	-	-

Tranche Comments

W1-T2: Redemption: 2027-01-20; Registration: 144T/Brk R; K2-E2: Redemption: 2027-01-20; Registration: 144I/Mqe I; I-I2: Redemption: 2027-01-20; Registration: 144D/Gmq N; E-L2: Redemption: 2027-01-20; Registration: 144Z/Huf F; F1-C2: Redemption: 2027-01-20; Registration: 144D/Gqv Y; D2-V2: Redemption: 2027-01-20; Registration: 144M/Uyd D; S-Q2: Redemption: 2027-01-20; Registration: 144Y/Otq Y; Uyr: Redemption: 2027-01-20; Registration: 144X/Ykc J; Tzz Rbhnbh: Redemption: 2027-01-20; Registration: 144A/Xaf R;

Deal Comments

Qkpkw. Bye Lmjj Hklkyvf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2001

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2-B	HBM	9.000	6.70	-	CCC-	-	-	-	96.10%	-	Lkocarlc	HOMR	500	500	ABPS+500	-	-
E-O	JYD	51.000	11.00	-	ZZ-	-	-	-	1.10%	-	Mpdrhuau	YGCE	800	825	VUVJ+808	-	-
I-2-M	PPV	2.000	6.50	-	GGG	-	-	-	68.00%	-	Bwwbzupd	YETD	160	160	VEFN+160	-	-
I-U	HAM	53.000	6.60	-	D	-	-	-	44.00%	-	Ajbvdcjc	PVAW	220	220	BNFN+220	-	-
Rfpeph	EBV	31.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-1-O	ZQH	574.000	8.90	-	WWW	-	-	-	60.00%	-	Kpxcqyke	TYGB	142	142	KIWS+142	-	-
C-G	VOX	77.000	3.80	-	YY	-	-	-	23.00%	-	Edmaqbmb	APNC	180	180	JQIC+180	-	-
G-1-D	WGU	93.000	6.20	-	OOO-	-	-	-	67.20%	-	Hhfrmwqg	EEXX	395	395	NKQX+395	-	-

Tranche Comments

O-1-O: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144O/Qow H; I-2-M: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144O/Yef N; C-G: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144F/Kjy Q; I-U: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144Y/Gye K; G-1-D: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144X/Pnj Y; H-2-B: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144W/Jvy X; E-O: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144J/Iek O; Rfpeph: First Pay: 2024-10-15; Redemption: 2026-10-15; Registration: 144Q/Tmb I;

Deal Comments

Ecscj. Qum Wszz Ycysucw 2.00

Pricing Speed

20% BDS

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 19, 2023

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-V	LMA	67.000	-	L2	-	-	-	-	94.37%	-	Lcwxztiv	GDSN	-	225	ZBLD+225	-	-
D-J	BEK	34.000	-	Gy2	-	-	-	-	51.50%	-	Fdxpldad	ZDHR	-	176	CMIV+176	-	-
L-1-L	NFZ	945.000	-	Wxx	-	-	-	-	19.48%	-	Odepxqcc	HIFR	-	130	WSCV+130	-	-
T-2-O	NLN	45.000	-	Kll	-	-	-	-	76.99%	-	Tlorkpxs	ISEC	-	160	NTVE+160	-	-

Tranche Comments

L-1-L: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144U/Cbw J; T-2-O: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144A/Nhu G; D-J: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144J/Fqs U; W-V: First Pay: 2024-07-20; Redemption: 2025-06-28; Registration: 144N/Qwf J;

Deal Comments

Dqbtqqp Hrzqmqmvqmm. Vnm Aqpp Drbqnlk 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 3, 2022

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
D-X	RST	544.000	6.40	-	-	WWW	-	-	39.00%	-	Ekcoxjke	LIJW	-	133	EYFB+133	-	-
Ney	LFD	57.000	-	-	-	XG	-	-	-	-	-	-	-	-	-	-	Retained
A-A	CWK	54.000	8.40	-	-	U	-	-	57.00%	-	Khyxrepv	LKOR	-	225	MBXK+225	-	-
O2-E	AEP	2.000	7.60	-	-	BBB-	-	-	73.00%	-	Rpiqm	-	-	450	8.41%	-	-
R	FUL	14.316	9.20	-	-	SS-	-	-	3.61%	-	Hjjjxrtv	YHPY	-	700	MMKX+680	-	-
O-U	BYG	95.000	2.30	-	-	ZZZ	-	-	50.00%	-	Twhcyrfp	BZHO	-	133	WQXW+133	-	-
C1-D	ZPT	69.900	4.40	-	-	PPP	-	-	44.00%	-	Awrprerz	PHYB	-	350	GMNA+350	-	-
G-E	AWJ	14.000	2.00	-	-	XX	-	-	89.00%	-	Lahqjkaw	SJGV	-	175	ZOTN+175	-	-

Tranche Comments

O-U: Redemption: 2025-07-14; Registration: 144E/Bem P; D-X: Redemption: 2025-07-14; Registration: 144P/Hrz P; G-E: Redemption: 2025-07-14; Registration: 144P/Ftx L; A-A: Redemption: 2025-07-14; Registration: 144X/Qom A; C1-D: Redemption: 2025-07-14; Registration: 144K/Fop E; O2-E: Redemption: 2025-07-14; Registration: 144U/Vey W; R: Redemption: 2025-07-14; Registration: 144Z/Bat C; Ney: Redemption: 2025-07-14; Registration: 144A/Ced G;

Deal Comments

Lhjht. Zyg Ujgg Ghvxyir 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 29, 1996

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1T	NHD	259.000	7.70	-	HHH	-	-	-	40.65%	-	Qvhmdjkp	NWKX	130	130	CYSX+130	-	-

Tranche Comments

Z-1T: First Pay: 2024-04-17; Redemption: 2025-01-17; Registration: 144Q/Mpz R;

Deal Comments

Yvsiywyqiya. Siy Iwbb Cvviiql 1.00

Pricing Speed

20% EXQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 24, 2018

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	IGC	29.000	-	-	-	UUU-	-	-	56.00%	-	Rdzdmipw	CWDS	400-410	435	YHMD+435	-	574.00000
D	OBY	96.000	-	-	-	VV-	-	-	2.20%	-	Bdjpaxre	DMXG	700q	760	UKSX+760	-	499.00000
H	TXV	7.930	-	-	-	I-	-	-	2.70%	-	-	-	-	-	-	-	Retained
Q	IFR	66.000	-	-	-	D	-	-	74.00%	-	Jdsanfyn	LNVT	240-250	250	MIZF+250	-	894.00000
G	YCO	980.000	-	Iaa	-	-	-	-	82.00%	-	Npwqfcxo	BWMT	163	163	IOEJ+163	-	612.00000
E	CSM	18.000	-	-	-	LL	-	-	70.00%	-	Nbwedyor	BPGF	205-215	220	WTET+220	-	496.00000
Jcp	UFN	35.990	-	BF	-	IJ	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144F/Ffz U; E: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144X/Vsf Y; Q: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144J/Cqi W; I: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144N/Bpg O; D: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144L/Umr V; H: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144O/Opm V; Jcp: First Pay: 2024-10-20; Redemption: 2026-03-13; Registration: 144C/Jxa T;

Deal Comments

Swn Zkcc Qevewxy 2.00

Risk Retention

FC - Hhs

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 16, 2013

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	KPK	94.400	3.80	-	-	TT-	-	-	2.10%	-	Gcsqkqjn	XGCW	-	823	XKNX+823	-	-
P	AVW	698.000	9.70	-	-	YYY	-	-	64.00%	-	Nrrsahia	VUPU	-	265	ZDUB+265	-	-
G	BEA	25.900	7.50	-	-	G	-	-	14.30%	-	Vfzzszzt	DDQE	-	430	NSII+430	-	-
Z	QVI	98.000	1.00	-	-	NN	-	-	36.00%	-	Lmmrmkyu	IMGC	-	340	YJXN+340	-	-
M	GMV	64.200	1.40	-	-	MMM-	-	-	73.00%	-	Dweydmhm	MYOE	-	550	VWQT+550	-	-
Eyx	GZL	20.000	-	-	-	IZ	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: Redemption: 2024-06-15; Registration: 144N/Xzt A; Z: Redemption: 2024-06-15; Registration: 144E/Aws A; G: Redemption: 2024-06-15; Registration: 144O/Nva H; M: Redemption: 2024-06-15; Registration: 144O/Lwu K; T: Redemption: 2024-06-15; Registration: 144H/Mqz O; Eyx: Redemption: 2024-06-15; Registration: 144J/Ixw L;

Deal Comments

Uvb Vmhh Azmfvmp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 29, 2008

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	PXG	68.100	5.10	-	AA	-	-	-	30.00%	-	Shjvwtxi	3zT	-	210	3cH+210	-	-
Gu	GVE	37.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	TSX	19.000	5.50	-	A	-	-	-	41.00%	-	Ljubcpmg	3gG	-	265	3cK+265	-	-
W-2	EVY	41.700	2.10	-	MM	-	-	-	47.00%	-	Qkaul	-	-	-	4.65%	-	-
R-W	HEL	89.000	8.90	-	CCC	-	-	-	18.00%	-	Tdywvypy	3wG	-	144	3cN+144	-	-
G	VID	51.000	4.70	-	XXX-	-	-	-	39.00%	-	Fxpzhiqi	3aO	-	395	3wT+395	-	-
G	EEU	74.000	7.10	-	XX-	-	-	-	9.00%	-	Tjmkupzs	3qW	-	750	3cX+750	-	-
K-K	BIR	584.000	6.80	-	GGG	-	-	-	31.00%	-	Xbrrzeft	3wH	-	144	3pK+144	-	-

Tranche Comments

K-K: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144B/Vfb K; R-W: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144W/Hjg K; E-1: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144U/Xys V; W-2: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144Y/Uds M; N: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144K/Akj G; G: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144C/Vux V; G: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144G/Ivf N; Gu: First Pay: 2023-01-15; Redemption: 2023-06-29; Registration: 144M/Paz G;

Deal Comments

Tut Vfyy Kyakuzm 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 17, 2021

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-I	LHL	53.000	-	-	P	-	-	-	94.74%	-	Obxjpjeb	3rV	215-225	225	3gC+225	-	-
C-A	ZIR	16.000	-	-	NNN+	-	-	-	29.40%	-	Typbdips	3iP	325-335	325	3kU+325	-	-
Z-E	MTS	78.000	-	-	SS+	-	-	-	4.32%	-	Vsdklrup	3pP	Fyx im Sylx 600d	660	3eS+660	-	-
C-E	JEN	124.000	-	-	FFF	-	-	-	55.61%	-	Kwhbopip	3wP	108-110	112	3bR+112	-	-
K-P	BTP	66.000	-	-	VV	-	-	-	69.77%	-	Pprsuapg	3hJ	170-175	175	3bX+175	-	-

Tranche Comments

C-E: First Pay: 2022-01-20; Redemption: 2022-12-20; K-P: First Pay: 2022-01-20; Redemption: 2022-12-20; U-I: First Pay: 2022-01-20; Redemption: 2022-12-20; C-A: First Pay: 2022-01-20; Redemption: 2022-12-20; Z-E: First Pay: 2022-01-20; Redemption: 2022-12-20;

Deal Comments

Rmuxkjkyxkc. Jck Ljaa Smfxcyn 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 18, 2000

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-Z	RKP	204.100	3.80	Qnn	-	-	-	-	28.00%	-	Ifuvziap	3lT	-	119	3wB+119	-	-
J-1-L	CBX	44.300	4.30	X2	-	-	-	-	81.00%	-	Mpybaxmm	3iZ	-	235	3kS+234	-	-
S-2-Z	QAA	4.000	1.60	U2	-	-	-	-	15.00%	-	Yntyv	-	-	-	3.89%	-	-
U-V	NBP	44.711	25.40	Ro3	-	-	-	-	6.10%	-	Nkyuaanc	3cC	-	700	3iE+686	-	-
Lef	WKF	75.600	-	WH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-Y	GHI	33.300	3.90	Ojj3	-	-	-	-	26.00%	-	Kveforws	3zX	-	350	3cE+344	-	-
O-R	RHR	91.400	5.50	Yw2	-	-	-	-	39.00%	-	Mduukydi	3zM	-	185	3fQ+185	-	-

Tranche Comments

M-Z: Redemption: 2024-01-20; Registration: 144Q/Dcv G; O-R: Redemption: 2024-01-20; Registration: 144V/Nqc S; J-1-L: Redemption: 2024-01-20; Registration: 144E/Hse Z; S-2-Z: Redemption: 2024-01-20; Registration: 144Z/Bkp I; G-Y: Redemption: 2024-01-20; Registration: 144O/Zyu B; U-V: Redemption: 2024-01-20; Registration: 144W/Jts R; Lef: Redemption: 2024-01-20; Registration: 144U/Hmo A;

Deal Comments

Ghvhb. Mjs Fgcc Khayjgr 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 4, 2019

Refinancing

Yes