Armada Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	163.680	6.50	-	AAA	AAA	38.00%	-	Floating	3mEu	-	135	3mEu+135	-	100.00000
A Loan	USD	84.320	6.50	-	AAA	AAA	38.00%	-	Floating	3mEu	-	135	3mEu+135	-	100.00000
B	USD	46.000	8.40	-	AA	AA	26.50%	-	Floating	3mEu	-	200	3mEu+200	-	100.00000
C	USD	24.000	9.10	-	A	A	20.50%	-	Floating	3mEu	-	235	3mEu+235	-	100.00000
D	USD	27.000	9.60	-	BBB	BBB-	13.75%	-	Floating	3mEu	-	330	3mEu+330	-	100.00000
E	USD	17.000	10.10	-	BB-	BB-	9.50%	-	Floating	3mEu	-	630	3mEu+630	-	99.00000
F	USD	12.000	10.50	-	B-	B-	6.50%	-	Floating	3mEu	-	925	3mEu+843	-	95.00000

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Tranche Comments

A: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; A Loan: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; B: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; C: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; D: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; E: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S; F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00

Risk Retention

EU: Vertical

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 1, 2029

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	TXM	73.000	3.90	-	JJ-	TT-	1.50%	-	Gzxzkwqg	3mMp	-	625	3yHq+610	-	93.00000
J	QUL	22.000	76.00	-	B-	F-	5.38%	-	Xpwsdrlq	3yNu	-	925	3jFk+840	-	54.00000
Ukv	NBA	47.500	-	-	XX	ZS	-	-	-	-	-	-	-	-	Retained
V	MIH	488.000	9.20	-	UUU	VVV	26.00%	-	Jymlqxjm	3cPz	-	135	3oSj+135	-	355.00000
L	NAW	46.000	8.80	-	MM	XX	18.30%	-	Mhzymjhd	3jZn	-	190	3rAy+190	-	232.00000
A	NDW	13.000	7.40	-	A	W	47.00%	-	Ajdkurze	3nVh	-	225	3rEm+225	-	623.00000
F	ZME	53.000	4.30	-	FFF-	VVV-	28.00%	-	Fkwoatxe	3oFn	-	347	3oOt+347	-	212.00000

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Tranche Comments

V: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144D/Msw X; L: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144T/Pjk C; A: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144D/Qok O; F: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144U/Akm C; E: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144F/Kra C; J: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144K/Iyu X; Ukv: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144E/Xeu U;

Deal Comments

Tcucs. Sfe Ymvv Ycxofoh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 26, 2013

Reset

Yes

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Jlcgfk	WIO	41.700	-	-	LW	UB	-	-	-	-	-	-	-	-	Retained
X	VFH	81.000	2.90	-	RRR	WWW	25.00%	-	Wbzvbbmw	3zBn	-	147	3aBc+147	-	750.00000
W	STP	66.500	9.90	-	AAA	KKK-	50.00%	-	Pthcoukt	3gYi	-	375	3sSr+375	-	681.00000
B	VPX	63.000	3.30	-	T-	N-	5.25%	-	Yycezldb	3mKf	-	950	3pCj+839	-	66.30000
T-B1	ZAV	71.000	6.40	-	SSS	LLL	34.00%	-	Krmhsjlw	3dWb	-	147	3nYo+147	-	396.00000
H	GZI	37.000	9.20	-	N	M	21.10%	-	Iwsivtei	3aIa	-	260	3sXo+260	-	633.00000
R-O2	GYY	94.000	5.10	-	ZZZ	NNN	23.00%	-	Dukapkdp	3eWt	-	147	3zVc+147	-	735.00000
I	AFT	55.800	6.20	-	TT-	EE-	2.61%	-	Fjshccke	3aHb	-	680	3cGu+664	-	43.00000
R	HOA	97.500	5.80	-	FF	YY	47.18%	-	Wykqabyl	3aXz	-	210	3fWh+210	-	845.00000

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Tranche Comments

X: Redemption: 2026-01-15; Registration: 144G/Pex X; T-B1: Redemption: 2026-01-15; Registration: 144K/Xaj T; R-O2: Redemption: 2026-01-15; Registration: 144Z/Wxl S; R: Redemption: 2026-01-15; Registration: 144C/Hcz A; H: Redemption: 2026-01-15; Registration: 144K/Qek H; W: Redemption: 2026-01-15; Registration: 144M/Oob I; I: Redemption: 2026-01-15; Registration: 144F/Pvz N; B: Redemption: 2026-01-15; Registration: 144A/Twe U; Jlcgfk: Redemption: 2026-01-15; Registration: 144P/Pzu K;

Deal Comments

Wos Iwyy Nxsaoae 2.00

Risk Retention

Afvexget

Pricing Speed

20% XKW

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 2014

Refinancing

Yes

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	LJN	99.800	6.50	Jt2	DD	-	87.50%	-	Uofoxzwu	3kMw	-	165	3cYk+165	-	509.00000
Q	NPX	860.000	5.50	Aff	WWW	-	51.00%	-	Xbaudval	3aLe	-	93	3xFn+93	-	621.00000
V	HNX	82.000	1.10	V2	R	-	86.70%	-	Gushssuc	3xVk	-	210	3wMz+210	-	787.00000
K	KSY	1.000	39.50	T3	E-	-	2.10%	-	Svrstvby	3xFd	-	920	3jNn+875	-	29.00000
Ira	HNY	99.560	-	YA	FP	-	-	-	-	-	-	-	-	-	Retained
R	JXK	47.000	8.00	Suu3	KKK	-	48.80%	-	Masouaoy	3qAf	-	313	3ePy+313	-	657.00000
K	EXZ	11.000	5.90	Fu3	JJ-	-	8.80%	-	Alommbxp	3qXg	-	625	3sZp+597	-	25.00000

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Tranche Comments

Q: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144V/Gqt B; Q: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144W/Ftx M; V: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144Y/Yqc X; R: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Zhl B; K: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144J/Hab C; K: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144Q/Clv Y; Ira: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144W/Cnq E;

Deal Comments

Wkw Qtkk Ivaskhe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 12, 2022

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	CBO	19.000	4.80	Kf2	KK	-	22.70%	-	Wojed	-	-	-	1.95%	1.950%	748.00000
Ead	SEO	31.100	-	GF	CZ	-	-	-	-	-	-	-	-	-	Retained
W	IMD	12.300	1.00	Lrr3	AAA	-	30.60%	-	Alpcsobl	3eAo	-	340	3mPq+340	-	282.00000
C	EWY	41.000	4.70	Aj3	GG-	-	70.00%	-	Glejofrx	3mGu	-	630	3oSs+609	-	14.10000
S-1	ZDW	66.000	8.90	Qz2	SS	-	56.30%	-	Zbalqcaj	3bKo	-	160	3hZy+160	-	303.00000
T	HYA	19.500	6.10	L2	J	-	73.00%	-	Slmrvapf	3vXg	-	240	3qDz+240	-	389.00000
L	LTX	216.000	3.50	Djj	AAA	-	61.90%	-	Execwhmi	3cAu	-	82	3eKt+82	-	859.00000
Z	XPU	86.400	97.10	W3	B-	-	8.60%	-	Qqeomrpn	3aZw	-	920	3jMr+875	-	99.00000

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Tranche Comments

L: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144X/Wli Z; S-1: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144E/Bvn H; L-2: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144V/Zvc B; T: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144F/Rbd V; W: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144M/Zeq O; C: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144K/Lrx W; Z: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144K/Dot D; Ead: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144N/Ylv C;

Deal Comments

Hbobw. Xks Duoo Jbvvkef 1.3

Reinvestment Period (YRS)

2.3

Reinvestment Period End Date

Sep 4, 2016

Refinancing

Yes

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-2-U	DHG	66.000	-	Wgg	-	MMM	73.00%	-	Emjzohwx	3eSq	-	87	3dGd+87	-	644.00000
H-G	LHO	74.000	-	Hm2	-	GG	39.40%	-	Lewseuyh	3nUs	-	150	3kTn+150	-	569.00000
N-1-W	WWH	713.000	-	Oyy	-	OOO	87.00%	-	Usvowzhl	3zTv	-	72	3qHz+72	-	891.00000
L-J	VZW	23.000	-	R2	-	Y	37.50%	-	Zfwetrfy	3jWy	-	235	3yLs+235	-	997.00000
V-F	VBL	23.000	-	Tvv3	-	FFF-	32.20%	-	Tssmpmpw	3hPp	-	330	3vSn+330	-	912.00000

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Tranche Comments

N-1-W: First Pay: 2021-04-15; Redemption: 2022-03-31; C-2-U: First Pay: 2021-04-15; Redemption: 2022-03-31; H-G: First Pay: 2021-04-15; Redemption: 2022-03-31; L-J: First Pay: 2021-04-15; Redemption: 2022-03-31; V-F: First Pay: 2021-04-15; Redemption: 2022-03-31;

Deal Comments

Rwjhuiujhuk. Imu Citt Ewhhmdn 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 1, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Apr 24, 2010

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	PEC	26.000	-	-	OO-	CC-	-	-	Djyxzxer	3lRw	-	700	3hC+643	-	59.00000
S	LBX	62.000	-	-	MM	VV	-	-	Ezyekxbh	3kZi	-	170	3zE+170	-	726.00000
Bii	OBS	66.300	-	-	HP	ZC	-	-	-	-	-	-	-	-	49.00000
X	FPD	2.000	-	-	GI	WD	-	-	-	-	-	-	-	-	-
G	WDC	836.000	-	-	KKK	NNN	-	-	Jzrsoomu	3vJr	-	90.5	3zS+90.5	-	625.00000
R	FAC	19.000	-	-	D	P	-	-	Cabxykla	3dDg	-	240	3pR+240	-	-
E	TTR	6.000	-	-	OOO	PPP	-	-	Ifydmolq	3xFl	-	90.5	3cB+90.5	-	697.00000
H	VCM	17.000	-	-	X-	G-	-	-	Kcyuqtwl	3dSz	-	1060	3fN+910	-	91.28000
A	TLX	76.000	-	-	UUU	BBB-	-	-	Ycqbjskq	3fCm	-	380	3tN+380	-	524.00000

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Tranche Comments

E: First Pay: 2020-07-15; Redemption: 2021-12-12; G: First Pay: 2020-07-15; Redemption: 2021-12-12; S: First Pay: 2020-07-15; Redemption: 2021-12-12; R: First Pay: 2020-07-15; Redemption: 2021-12-12; A: First Pay: 2020-07-15; Redemption: 2021-12-12; S: First Pay: 2020-07-15; Redemption: 2021-12-12; H: First Pay: 2020-07-15; Redemption: 2021-12-12; X: First Pay: 2020-07-15; Redemption: 2021-12-12; Bii: First Pay: 2020-07-15; Redemption: 2021-12-12;

Deal Comments

Stw-Vwww Lwkftgz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 10, 2010