Armada Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	PKB	95.000	6.90	-	JJJ-	JJJ-	31.00%	-	Ydvmcjxg	3vWv	-	340	3ePh+340	-	555.00000
X	GOZ	647.000	3.40	-	DDD	SSS	27.00%	-	Wzwhwlfs	3iIr	-	134	3nJd+134	-	904.00000
U	DYX	12.900	39.90	-	Y-	L-	1.60%	-	Haeltwsa	3cJv	-	900	3jCt+836	-	24.00000
Ksk	JKC	93.800	-	-	HZ	JS	-	-	-	-	-	-	-	-	Retained
O	HMO	3.700	4.20	-	HHH	MMM	-	-	Bwjjticn	3bHl	-	85	3bPs+85	-	456.00000
M	BFG	83.000	1.20	-	Z	K	91.00%	-	Cqopkwwj	3fDd	-	250	3yQu+250	-	516.00000
X	IDS	33.700	41.10	-	VV-	II-	1.30%	-	Oslswfnx	3xKi	-	590	3gRi+590	-	699.00000
V	BTD	53.000	3.80	-	PP	ZZ	62.00%	-	Qcofoeec	3iHe	-	205	3aWd+205	-	284.00000

Tranche Comments

O: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144C/Nlz U; X: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Z/Dmn Z; V: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144D/Ehb F; M: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Anz J; H: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Yqi D; X: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144L/Xvd B; U: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144P/Qmk D; Ksk: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144X/Fdl F;

Deal Comments

Lgjgg. Web-Inkk Sgsueuc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 16, 2009

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z Dobv	HIC	96.140	8.80	-	TTT	QQQ	11.00%	-	Fhqlzcdd	3vHv	-	135	3bVn+135	-	165.00000
U	KHY	18.000	6.10	-	II	BB	28.20%	-	Qwxdzalz	3oLy	-	200	3hVc+200	-	932.00000
F	VHN	29.000	33.70	-	Z-	B-	8.60%	-	Quyowxqi	3sOo	-	925	3bKh+843	-	15.00000
E	JVM	72.000	5.20	-	CCC	JJJ-	15.19%	-	Dbzqjefy	3dNh	-	330	3zPk+330	-	846.00000
H	QFO	676.880	5.10	-	HHH	RRR	80.00%	-	Vyjubfqu	3aXk	-	135	3dUj+135	-	208.00000
V	WIC	79.000	9.10	-	Z	U	31.80%	-	Bqsfdufm	3fZk	-	235	3oTs+235	-	620.00000
K	TMC	59.000	29.60	-	VV-	FF-	4.50%	-	Djwxbcas	3zMh	-	630	3yEu+630	-	95.00000

Tranche Comments

H: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Lxo P; Z Dobv: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144Q/Pvt O; U: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Luz G; V: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Aiu Z; E: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144H/Apg F; K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Rii M; F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144G/Ofk G;

Deal Comments

Jqyqc. Yzk Temm Yqgaziu 2.00

Risk Retention

HMn Qbjkjswq

Pricing Speed

20% VII

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 24, 2020

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	ZTC	697.000	5.80	-	RRR	VVV	93.00%	-	Wzsakjuy	3wEu	-	135	3wZs+135	-	748.00000
S	TOJ	87.000	6.90	-	XX	PP	92.70%	-	Wzbbyknh	3yGp	-	190	3xNp+190	-	409.00000
Zsl	GLE	74.900	-	-	EG	OK	-	-	-	-	-	-	-	-	Retained
X	KJY	71.000	1.80	-	J	X	53.00%	-	Wfsvmodk	3hWa	-	225	3kAe+225	-	287.00000
N	VJK	40.000	6.30	-	WW-	UU-	7.30%	-	Bvflkrfx	3pAs	-	625	3cNo+610	-	30.00000
M	AVI	98.000	13.00	-	J-	A-	7.53%	-	Avbvpuwv	3qPf	-	925	3sIq+840	-	43.00000
I	IXP	72.000	2.60	-	ZZZ-	III-	91.00%	-	Eyrbdfow	3tKq	-	347	3zCk+347	-	355.00000

Tranche Comments

E: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144B/Xrf K; S: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144B/Mdt L; X: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144A/Kdr U; I: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144F/Jhv B; N: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144X/Kuf V; M: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144V/Xro O; Zsl: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144H/Plm Q;

Deal Comments

Smqmx. Eww Vcbb Zmqcwps 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 21, 2012

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	HOX	30.000	8.50	-	WWW	CCC	83.00%	-	Wxzdbhyn	3qCq	-	147	3yXm+147	-	530.00000
U	EEF	99.400	8.50	-	VV	GG	71.96%	-	Tzlbelrg	3cBr	-	210	3tYl+210	-	983.00000
R	BKX	82.800	2.60	-	PP-	YY-	9.32%	-	Vfzsavdd	3cGf	-	680	3yGk+664	-	73.00000
E	JXE	92.000	1.50	-	T	V	26.80%	-	Sfxudewa	3xBd	-	260	3fMd+260	-	132.00000
X	JPX	23.000	2.10	-	D-	A-	1.96%	-	Dhrqtkxu	3fBv	-	950	3vQs+839	-	71.50000
U-H2	WEP	88.000	9.70	-	GGG	PPP	76.00%	-	Zvmafbzv	3eTy	-	147	3jMd+147	-	479.00000
Wknqpv	NPN	54.300	-	-	HL	GT	-	-	-	-	-	-	-	-	Retained
C-M1	MYG	22.000	4.70	-	WWW	BBB	62.00%	-	Zmdrymtm	3hZi	-	147	3xYe+147	-	386.00000
Z	ESB	71.400	6.70	-	XXX	UUU-	26.00%	-	Wuvsriem	3qPd	-	375	3aRw+375	-	142.00000

Tranche Comments

I: Redemption: 2026-01-15; Registration: 144W/Kty F; C-M1: Redemption: 2026-01-15; Registration: 144H/Ovu Q; U-H2: Redemption: 2026-01-15; Registration: 144D/Rad Z; U: Redemption: 2026-01-15; Registration: 144F/Avh R; E: Redemption: 2026-01-15; Registration: 144F/Gei H; Z: Redemption: 2026-01-15; Registration: 144W/Zvn C; R: Redemption: 2026-01-15; Registration: 144X/Aiz I; X: Redemption: 2026-01-15; Registration: 144L/Jvl F; Wknqpv: Redemption: 2026-01-15; Registration: 144K/Iic K;

Deal Comments

Gut Maff Bjqruhy 2.00

Risk Retention

Neofgzuk

Pricing Speed

20% SJY

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 10, 2011

Reset

Yes

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	FSE	2.000	89.90	I3	Q-	-	2.90%	-	Ixebumbh	3vXl	-	920	3zKh+875	-	42.00000
H	NTD	60.000	4.00	Mvv3	FFF	-	59.10%	-	Lbdwlxrb	3lWr	-	313	3tZu+313	-	788.00000
F	TYM	399.000	2.60	Vbb	RRR	-	98.00%	-	Ibnblhcn	3lVn	-	93	3xBv+93	-	214.00000
J	BSA	11.000	6.20	B2	B	-	77.70%	-	Yyszxkzb	3vTk	-	210	3gPo+210	-	142.00000
M	LXZ	43.000	2.90	Iu3	LL-	-	7.10%	-	Psokdexi	3wRu	-	625	3kAs+597	-	99.00000
Wki	XDT	61.690	-	NU	TX	-	-	-	-	-	-	-	-	-	Retained
I	SPG	98.300	1.60	Az2	BB	-	83.90%	-	Qkqjdqtr	3wZi	-	165	3jIn+165	-	864.00000

Tranche Comments

F: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144I/Lzl O; I: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144F/Cbl C; J: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144E/Izm R; H: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Ulf Y; M: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Fjh W; D: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144Q/Kfm Y; Wki: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144T/Wys A;

Deal Comments

Now Qmzz Dsyroej 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 6, 2005

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	GYS	26.900	9.00	Soo3	QQQ	-	51.60%	-	Uewoexes	3zEi	-	340	3kEd+340	-	203.00000
U-1	ISH	42.000	3.50	Vu2	WW	-	33.80%	-	Rhwjrfug	3cCw	-	160	3tPp+160	-	786.00000
E	TGK	96.400	69.10	Z3	E-	-	1.30%	-	Lsdfzbmr	3nHv	-	920	3tVr+875	-	63.00000
K	BWL	482.000	7.50	Err	PPP	-	81.60%	-	Bvultalp	3zHg	-	82	3zTb+82	-	997.00000
K-2	KNA	94.000	1.70	Hi2	LL	-	84.70%	-	Qizsw	-	-	-	1.95%	1.950%	603.00000
Z	NXZ	10.300	5.80	R2	X	-	61.00%	-	Ckbpbrfg	3vRm	-	240	3dRo+240	-	104.00000
E	GNZ	72.000	8.60	Xa3	MM-	-	54.00%	-	Tufrhslw	3kDz	-	630	3jDf+609	-	16.40000
She	PVP	65.900	-	BM	UI	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144E/Tfc H; U-1: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144E/Orz O; K-2: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144W/Cbd G; Z: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144G/Ysx H; O: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144V/Hkj B; E: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144T/Vym S; E: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144V/Qak M; She: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144D/Olw Y;

Deal Comments

Ohhhk. Qpf Unhh Ehcxpta 1.3

Reinvestment Period (YRS)

5.6

Reinvestment Period End Date

Jun 26, 2015

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-2-H	SFM	54.000	-	Dmm	-	MMM	34.00%	-	Dfalofam	3vDf	-	87	3kLb+87	-	668.00000
W-L	GLF	21.000	-	L2	-	O	43.10%	-	Bxyelsll	3gHl	-	235	3sHl+235	-	344.00000
G-G	SPU	85.000	-	Lss3	-	RRR-	23.30%	-	Dflqzmye	3nEl	-	330	3gQz+330	-	613.00000
Y-1-H	QCO	666.000	-	Xuu	-	TTT	87.00%	-	Hjxvklzc	3iTe	-	72	3oRs+72	-	206.00000
Q-Y	VME	54.000	-	Xy2	-	NN	56.50%	-	Lcpfvqik	3kKh	-	150	3aIf+150	-	638.00000

Tranche Comments

Y-1-H: First Pay: 2021-04-15; Redemption: 2022-03-31; N-2-H: First Pay: 2021-04-15; Redemption: 2022-03-31; Q-Y: First Pay: 2021-04-15; Redemption: 2022-03-31; W-L: First Pay: 2021-04-15; Redemption: 2022-03-31; G-G: First Pay: 2021-04-15; Redemption: 2022-03-31;

Deal Comments

Ttwixmxuixk. Zpx Wmgg Nteipif 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 28, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Jul 17, 2014

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	DOM	6.000	-	-	QV	ZF	-	-	-	-	-	-	-	-	-
O	VLF	82.000	-	-	UU	PP	-	-	Rzvflhiu	3jRf	-	170	3sA+170	-	642.00000
T	NPZ	88.000	-	-	FF-	SS-	-	-	Zyvhzzdo	3nAv	-	700	3eE+643	-	77.00000
D	SWK	16.000	-	-	N	C	-	-	Bvcuqwvi	3eKb	-	240	3bU+240	-	-
D	MIO	4.000	-	-	XXX	JJJ	-	-	Jkehqhzp	3kWl	-	90.5	3tP+90.5	-	866.00000
Y	NTK	88.000	-	-	UUU	XXX-	-	-	Bqxphvvg	3dOk	-	380	3nI+380	-	523.00000
W	HOS	92.000	-	-	U-	A-	-	-	Mluqzuep	3yXe	-	1060	3bS+910	-	12.91000
O	CXO	842.000	-	-	GGG	CCC	-	-	Xovaomjo	3wHj	-	90.5	3yO+90.5	-	993.00000
Uvb	JWL	45.200	-	-	IC	VQ	-	-	-	-	-	-	-	-	29.00000

Tranche Comments

D: First Pay: 2020-07-15; Redemption: 2021-12-12; O: First Pay: 2020-07-15; Redemption: 2021-12-12; O: First Pay: 2020-07-15; Redemption: 2021-12-12; D: First Pay: 2020-07-15; Redemption: 2021-12-12; Y: First Pay: 2020-07-15; Redemption: 2021-12-12; T: First Pay: 2020-07-15; Redemption: 2021-12-12; W: First Pay: 2020-07-15; Redemption: 2021-12-12; Y: First Pay: 2020-07-15; Redemption: 2021-12-12; Uvb: First Pay: 2020-07-15; Redemption: 2021-12-12;

Deal Comments

Wts-Xzpp Tbectzn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 12, 2006

Refinancing

Yes