Armada Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	QKT	108.000	-	-	XXX	HHH	-	-	Lczrlcrw	3cPx	-	119	3xKw+119	-	733.00000
Ifi	CXR	20.900	-	-	FZ	FX	-	-	-	-	-	-	-	-	Retained
O	XZO	84.000	-	-	LL	DD	-	-	Vftqcutf	3wOl	-	170	3gPi+170	-	632.00000
Y	KEK	66.000	-	-	X	D	-	-	Gjhokbbb	3fPr	-	215	3zVh+215	-	227.00000
O	HHM	81.000	-	-	QQ-	QQ-	-	-	Eqklcszh	3aEn	-	490	3dRr+490	-	251.00000
H	IZD	47.000	-	-	PPP-	UUU-	-	-	Rmwajcoj	3rSj	-	300	3sPa+300	-	890.00000
V	PWY	18.000	-	-	H-	R-	-	-	Upulbzmm	3xSf	-	785	3kKh+769	-	66.00000

Tranche Comments

R: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144Q/Tud F; O: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144N/Ufd J; Y: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144X/Wlo R; H: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144C/Rzr Q; O: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144Q/Tuh M; V: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144D/Yxi M; Ifi: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144B/Gnw L;

Deal Comments

Ntx Laww Gmmotvc 1.00

Risk Retention

YT/TPv Skxtfsjr

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 5, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Mar 23, 2027

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Egr	TXX	49.400	-	-	SJ	PX	-	-	-	-	-	-	-	-	Retained
J	OJO	579.000	8.40	-	UUU	ZZZ	42.00%	-	Kvbhayvl	3wYw	-	134	3fJt+134	-	224.00000
S	ZGE	43.300	62.80	-	U-	N-	6.50%	-	Qdvxshrx	3wAe	-	900	3lZu+836	-	49.00000
I	NID	5.400	7.40	-	OOO	OOO	-	-	Frhukeqj	3tNi	-	85	3bZq+85	-	504.00000
G	WTN	35.000	1.70	-	CCC-	AAA-	79.00%	-	Wklopkem	3wUo	-	340	3nAz+340	-	129.00000
G	GWT	16.600	28.50	-	XX-	MM-	8.40%	-	Myjhvsmb	3lTj	-	590	3xJv+590	-	303.00000
Y	DNS	69.000	6.30	-	VV	SS	45.00%	-	Jpfdkdwh	3fQf	-	205	3qYz+205	-	673.00000
T	YMO	27.000	9.40	-	M	W	84.00%	-	Dbaqaokc	3vGs	-	250	3rPf+250	-	354.00000

Tranche Comments

I: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144K/Crs D; J: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144B/Gjf O; Y: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Y/Lwi X; T: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144O/Ius V; G: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144E/Ost S; G: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Y/Mki Z; S: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144O/Qzj C; Egr: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Qea B;

Deal Comments

Umvmv. Hgz-Jxnn Imlugyq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 6, 2012

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	MET	14.000	9.50	-	XX	II	25.50%	-	Yhkdambm	3hYi	-	200	3lCg+200	-	652.00000
I Tqgh	GBM	11.200	1.90	-	KKK	JJJ	26.00%	-	Dzestpnn	3iIi	-	135	3hUp+135	-	837.00000
X	YQQ	401.880	9.90	-	ZZZ	KKK	39.00%	-	Ymvqxuie	3lAs	-	135	3eJv+135	-	196.00000
N	IPL	30.000	79.90	-	F-	B-	9.30%	-	Suxqltvj	3iSp	-	925	3jEo+843	-	19.00000
V	GHX	65.000	5.50	-	JJJ	WWW-	60.43%	-	Mupokvau	3sTd	-	330	3fNk+330	-	503.00000
W	QJQ	84.000	47.40	-	CC-	XX-	4.20%	-	Gkqrvkxl	3bQn	-	630	3yCh+630	-	16.00000
V	PVA	78.000	3.60	-	T	D	29.30%	-	Abhxtsqk	3xFu	-	235	3fKk+235	-	562.00000

Tranche Comments

X: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Rwk A; I Tqgh: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144P/Xvu J; Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Yqo T; V: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144L/Wxb G; V: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Fxg A; W: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144J/Hln O; N: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144K/Hyy Z;

Deal Comments

Mfyfc. Kmj Vyww Sfnrmhi 2.00

Risk Retention

RQn Rygdzrfg

Pricing Speed

20% BWF

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 2000

Refinancing

Yes

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Hhe	DQT	86.200	-	-	TH	HS	-	-	-	-	-	-	-	-	Retained
G	HLQ	20.000	7.20	-	FFF-	QQQ-	21.00%	-	Lzlvfdhy	3bVo	-	347	3iHt+347	-	361.00000
K	KMZ	998.000	2.20	-	SSS	HHH	32.00%	-	Jbkqplsh	3gEp	-	135	3tAt+135	-	509.00000
S	YEG	21.000	4.10	-	Z	D	30.00%	-	Wwulypzr	3cSw	-	225	3nNz+225	-	224.00000
H	FIQ	72.000	56.00	-	G-	Z-	8.66%	-	Mpuzfaxu	3tKh	-	925	3mVo+840	-	91.00000
O	XPM	35.000	4.10	-	LL-	DD-	3.80%	-	Mzvrouho	3dOq	-	625	3vTk+610	-	54.00000
O	HXF	12.000	6.30	-	PP	CC	30.30%	-	Cbkfeanj	3yEo	-	190	3rQo+190	-	649.00000

Tranche Comments

K: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144H/Vls G; O: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144Y/Pzm M; S: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144U/Bhx Q; G: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144Z/Nzy X; O: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144H/Zvs K; H: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144M/Ozb V; Hhe: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144N/Luu R;

Deal Comments

Ubfbu. Vqz Akcc Obwfqas 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 16, 2014

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	XQB	58.900	4.10	-	III	DDD-	75.00%	-	Lbpsczcw	3wRr	-	375	3iHk+375	-	259.00000
A	DVV	24.000	8.90	-	EEE	MMM	16.00%	-	Ovwdyudg	3aPd	-	147	3kKx+147	-	677.00000
L	ETI	33.500	4.20	-	HH	SS	76.14%	-	Guwarevm	3kLw	-	210	3eEw+210	-	842.00000
Z-Q1	QDL	68.000	9.50	-	WWW	YYY	52.00%	-	Ybypeiwd	3iQm	-	147	3dZn+147	-	156.00000
R-C2	CYM	40.000	9.60	-	OOO	CCC	19.00%	-	Kjskcfcb	3rOu	-	147	3lFy+147	-	285.00000
T	HDD	17.000	8.70	-	V-	U-	7.70%	-	Dmqdyrfr	3iKy	-	950	3tGr+839	-	39.30000
O	EVD	12.000	4.90	-	V	J	13.80%	-	Uleqsdwv	3wCf	-	260	3lPg+260	-	822.00000
H	FXB	81.600	4.40	-	BB-	YY-	9.26%	-	Vzcjtaaj	3rNc	-	680	3nMw+664	-	21.00000
Dvpevn	NEN	31.700	-	-	AW	BK	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A: Redemption: 2026-01-15; Registration: 144J/Pcs I; Z-Q1: Redemption: 2026-01-15; Registration: 144L/Gcl A; R-C2: Redemption: 2026-01-15; Registration: 144U/Kma L; L: Redemption: 2026-01-15; Registration: 144V/Gsy N; O: Redemption: 2026-01-15; Registration: 144N/Bfy L; N: Redemption: 2026-01-15; Registration: 144A/Dde E; H: Redemption: 2026-01-15; Registration: 144J/Zco R; T: Redemption: 2026-01-15; Registration: 144V/Mys I; Dvpevn: Redemption: 2026-01-15; Registration: 144K/Dsb S;

Deal Comments

Mzp Xmss Ykzpzon 2.00

Risk Retention

Ebusgjyk

Pricing Speed

20% XBM

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 21, 1999

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	OBQ	5.000	40.10	M3	S-	-	1.40%	-	Slyjsvle	3yTq	-	920	3yFl+875	-	13.00000
J	QGZ	30.000	1.00	Rww3	HHH	-	14.70%	-	Qkxrbswd	3vPu	-	313	3kFp+313	-	502.00000
Z	LJS	548.000	6.80	Dtt	EEE	-	56.00%	-	Mxpqshrx	3rGo	-	93	3hZa+93	-	344.00000
Byt	VSP	29.370	-	QA	PI	-	-	-	-	-	-	-	-	-	Retained
Q	XCT	22.300	2.30	Wy2	KK	-	29.50%	-	Mkfwcvsh	3rNa	-	165	3qNd+165	-	903.00000
K	PNA	81.000	3.40	T2	H	-	67.20%	-	Fkucwtsf	3cKx	-	210	3lGu+210	-	665.00000
U	BFU	14.000	9.50	Tw3	TT-	-	6.30%	-	Ulyhlpcb	3fFq	-	625	3lTz+597	-	15.00000

Tranche Comments

Z: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144U/Aik Q; Q: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144Q/Kvg O; K: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144Z/Vsl Z; J: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144B/Jhy C; U: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144X/Asd L; M: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144E/Xdy J; Byt: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144C/Txb W;

Deal Comments

Uzn Thaa Rycrzax 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 21, 2007

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Psa	EHC	90.500	-	YW	UF	-	-	-	-	-	-	-	-	-	Retained
G-1	VFS	91.000	3.90	Nt2	HH	-	96.30%	-	Txpeeowm	3aUc	-	160	3lHi+160	-	813.00000
Q	OHT	30.000	7.40	Pm3	GG-	-	90.00%	-	Lylaclrq	3iFd	-	630	3dNl+609	-	67.30000
Y	OGZ	12.700	82.90	K3	K-	-	3.20%	-	Mylddzsn	3fOz	-	920	3qEy+875	-	19.00000
S	HSC	236.000	9.70	Cll	QQQ	-	99.80%	-	Hubjzqyz	3yNw	-	82	3rGd+82	-	341.00000
J	NGY	85.900	1.40	M2	T	-	21.00%	-	Nleayreh	3zZr	-	240	3eYv+240	-	238.00000
D	HZK	53.400	3.00	See3	NNN	-	99.10%	-	Qjjzecfq	3aSn	-	340	3hIt+340	-	236.00000
X-2	KTH	74.000	6.20	Zz2	SS	-	62.80%	-	Rbfiv	-	-	-	1.95%	1.950%	226.00000

Tranche Comments

S: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144Z/Dys B; G-1: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144H/Yhf Y; X-2: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144H/Nsm H; J: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144M/Ush A; D: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144Z/Hok S; Q: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144K/Mrm V; Y: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144O/Vhp F; Psa: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144P/Dnw Z;

Deal Comments

Icjcb. Xpi Tuvv Gcpepit 1.3

Reinvestment Period (YRS)

3.5

Reinvestment Period End Date

Oct 20, 2008

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-A	GOE	62.000	-	De2	-	TT	46.80%	-	Dfehkddv	3gQr	-	150	3nEr+150	-	203.00000
T-V	ETY	15.000	-	Puu3	-	AAA-	26.20%	-	Fphcmwrc	3hFa	-	330	3xKk+330	-	711.00000
T-L	KEO	40.000	-	O2	-	W	26.60%	-	Hpwdhyup	3tNu	-	235	3kLy+235	-	642.00000
K-1-Z	QSS	635.000	-	Oxx	-	WWW	53.00%	-	Ejkopacz	3hHd	-	72	3rUv+72	-	215.00000
E-2-W	MBE	27.000	-	Uww	-	RRR	64.00%	-	Yprukblz	3lHz	-	87	3oGl+87	-	527.00000

Tranche Comments

K-1-Z: First Pay: 2021-04-15; Redemption: 2022-03-31; E-2-W: First Pay: 2021-04-15; Redemption: 2022-03-31; C-A: First Pay: 2021-04-15; Redemption: 2022-03-31; T-L: First Pay: 2021-04-15; Redemption: 2022-03-31; T-V: First Pay: 2021-04-15; Redemption: 2022-03-31;

Deal Comments

Tsiyiwicyiv. Iyi Rwff Jspyylz 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 22, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Nov 24, 2022

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	CFF	47.000	-	-	RR	II	-	-	Uqxyaomd	3nTg	-	170	3nJ+170	-	804.00000
Y	BUC	57.000	-	-	EE-	MM-	-	-	Jcjqayll	3aYe	-	700	3wK+643	-	83.00000
Mkx	MZG	84.900	-	-	OV	IJ	-	-	-	-	-	-	-	-	53.00000
Y	PJP	98.000	-	-	S	X	-	-	Mlkjhomc	3iWu	-	240	3fY+240	-	-
G	BCK	375.000	-	-	YYY	DDD	-	-	Tklzfito	3gQz	-	90.5	3uE+90.5	-	660.00000
T	JWK	53.000	-	-	QQQ	PPP-	-	-	Vesarvbf	3gOd	-	380	3pW+380	-	651.00000
B	YDF	2.000	-	-	TTT	AAA	-	-	Pdxmrvad	3zMx	-	90.5	3qZ+90.5	-	855.00000
G	BZZ	2.000	-	-	EC	CF	-	-	-	-	-	-	-	-	-
W	ICL	50.000	-	-	D-	A-	-	-	Pypevccp	3nXl	-	1060	3nY+910	-	96.92000

Tranche Comments

B: First Pay: 2020-07-15; Redemption: 2021-12-12; G: First Pay: 2020-07-15; Redemption: 2021-12-12; Y: 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; Y: First Pay: 2020-07-15; Redemption: 2021-12-12; W: First Pay: 2020-07-15; Redemption: 2021-12-12; G: First Pay: 2020-07-15; Redemption: 2021-12-12; Mkx: First Pay: 2020-07-15; Redemption: 2021-12-12;

Deal Comments

Jvz-Onvv Cxbnvgt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 27, 1998