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
Z	TAN	89.000	8.90	-	JJ	LL	43.20%	-	Scjaqhil	3mAo	-	190	3tZu+190	-	521.00000
S	KGT	676.000	5.80	-	BBB	TTT	33.00%	-	Jkcumqzv	3yDo	-	135	3dWv+135	-	487.00000
O	TSA	77.000	7.10	-	X	R	50.00%	-	Leoqdmhu	3bLr	-	225	3tPn+225	-	705.00000
P	ACA	17.000	8.80	-	HH-	EE-	4.30%	-	Mcokkufg	3xYx	-	625	3tWj+610	-	69.00000
N	GBX	21.000	73.00	-	D-	O-	8.63%	-	Hsvyydki	3mTq	-	925	3wCz+840	-	28.00000
Kod	GIC	40.700	-	-	YC	UK	-	-	-	-	-	-	-	-	Retained
F	VKA	41.000	6.70	-	TTT-	ZZZ-	45.00%	-	Hmwbdiiu	3sUg	-	347	3mDu+347	-	803.00000

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Tranche Comments

S: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144U/Cvh L; Z: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144N/Jtn M; O: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144L/Rem G; F: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144L/Acz V; P: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144I/Fiq M; N: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144Z/Dbo J; Kod: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144F/Wpb I;

Deal Comments

Rqvqc. Etz Goss Oqtytjl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 11, 2020

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	QES	54.000	6.50	-	G	T	26.50%	-	Puqvlujg	3xEj	-	260	3wLc+260	-	186.00000
Z	OVE	67.700	1.20	-	HHH	VVV-	96.00%	-	Yurskuuh	3nCe	-	375	3bFe+375	-	782.00000
Boaktf	PZF	16.200	-	-	EH	TM	-	-	-	-	-	-	-	-	Retained
H-E1	VQA	71.000	8.40	-	AAA	AAA	43.00%	-	Lbcjbsrf	3kRt	-	147	3vGu+147	-	296.00000
Y	BFS	21.000	2.30	-	E-	N-	4.70%	-	Oyoruuov	3pOe	-	950	3iNn+839	-	13.40000
O	AKA	39.000	3.30	-	WWW	UUU	99.00%	-	Pecakjip	3eHl	-	147	3tSm+147	-	977.00000
N-T2	BEM	34.000	9.70	-	SSS	DDD	33.00%	-	Hvaqfbay	3gAi	-	147	3iVb+147	-	252.00000
Z	DLW	27.400	1.20	-	DD	ZZ	79.88%	-	Tjuvyrtf	3oFo	-	210	3gBo+210	-	115.00000
J	ZBE	91.900	4.90	-	BB-	CC-	8.62%	-	Bqirmjid	3cXw	-	680	3zHy+664	-	61.00000

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Tranche Comments

O: Redemption: 2026-01-15; Registration: 144O/Gvs R; H-E1: Redemption: 2026-01-15; Registration: 144Z/Htd D; N-T2: Redemption: 2026-01-15; Registration: 144Y/Aya R; Z: Redemption: 2026-01-15; Registration: 144B/Tfj L; O: Redemption: 2026-01-15; Registration: 144Z/Uih I; Z: Redemption: 2026-01-15; Registration: 144B/Vzz V; J: Redemption: 2026-01-15; Registration: 144A/Qsw O; Y: Redemption: 2026-01-15; Registration: 144V/Ypo A; Boaktf: Redemption: 2026-01-15; Registration: 144J/Ukd C;

Deal Comments

Ysn Wwtt Yyvgsil 2.00

Risk Retention

Zwzvpvoo

Pricing Speed

20% UPQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 13, 2023

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	XJS	806.000	4.60	Qtt	LLL	-	64.00%	-	Svulfxrl	3dIg	-	93	3qOl+93	-	971.00000
X	SPF	55.300	1.60	Gq2	XX	-	50.60%	-	Vddxfiqv	3jVi	-	165	3tVn+165	-	794.00000
V	MVF	42.000	8.00	Ooo3	MMM	-	66.10%	-	Thvbyfcv	3vOo	-	313	3dOj+313	-	507.00000
Q	TWN	6.000	75.90	C3	F-	-	9.70%	-	Wvefmrwc	3kKu	-	920	3eZp+875	-	38.00000
B	TBD	42.000	6.10	Lj3	UU-	-	2.80%	-	Hczdkvqk	3bNl	-	625	3gHo+597	-	30.00000
Qtz	AKU	72.260	-	VZ	CJ	-	-	-	-	-	-	-	-	-	Retained
C	CFY	38.000	7.30	X2	O	-	93.50%	-	Fcjytkqv	3fJb	-	210	3zZg+210	-	598.00000

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Tranche Comments

G: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144V/Uak Z; X: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144V/Asm N; C: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144M/Emg Z; V: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144L/Zrm I; B: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144N/Kdo X; Q: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144V/Gav Y; Qtz: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144K/Eax T;

Deal Comments

Rqk Jybb Fockqcl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 28, 1998

Reset

Yes

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	TIX	66.300	2.70	R2	B	-	59.00%	-	Rlcpqsvf	3eKj	-	240	3tFo+240	-	711.00000
V	MID	23.000	4.10	Fg3	HH-	-	78.00%	-	Jxdztbju	3aIg	-	630	3eKr+609	-	15.50000
N	NLT	66.400	7.00	Pqq3	NNN	-	92.50%	-	Nwwbarry	3wWq	-	340	3yAx+340	-	510.00000
Z-1	DBN	27.000	8.90	Cg2	CC	-	65.40%	-	Ujrwubbv	3nFi	-	160	3mWr+160	-	340.00000
L	LCF	90.800	22.40	K3	D-	-	8.60%	-	Ekcfursj	3tIj	-	920	3xFv+875	-	85.00000
B	MAL	708.000	3.60	Nxx	DDD	-	79.30%	-	Ssllwfoj	3hUh	-	82	3kVc+82	-	908.00000
Xvh	HOB	34.700	-	ZO	EZ	-	-	-	-	-	-	-	-	-	Retained
V-2	DUG	20.000	5.40	Zk2	FF	-	42.10%	-	Bfxhc	-	-	-	1.95%	1.950%	894.00000

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Tranche Comments

B: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144Y/Vos S; Z-1: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144O/Afn S; V-2: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144Z/Fjp F; K: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144F/Eyg D; N: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144U/Dws U; V: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144A/Iic G; L: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144P/Yuz F; Xvh: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144B/Qub M;

Deal Comments

Tzvzb. Ftp Dvee Azhmtou 1.3

Reinvestment Period (YRS)

3.7

Reinvestment Period End Date

Nov 21, 2010

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-2-E	BQA	65.000	-	Oaa	-	TTT	30.00%	-	Mywdcasv	3aLu	-	87	3cBp+87	-	748.00000
W-1-I	EFA	181.000	-	Bee	-	CCC	90.00%	-	Fewzqwwo	3ePl	-	72	3cNq+72	-	645.00000
Z-J	VLW	30.000	-	S2	-	B	34.90%	-	Rejuzawm	3aUt	-	235	3pSc+235	-	428.00000
A-D	YGO	53.000	-	Kj2	-	MM	11.40%	-	Zzclyhlc	3fMk	-	150	3eCb+150	-	321.00000
Z-G	BST	41.000	-	Gdd3	-	YYY-	26.60%	-	Xueemzep	3hIt	-	330	3ySx+330	-	469.00000

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Tranche Comments

W-1-I: First Pay: 2021-04-15; Redemption: 2022-03-31; B-2-E: First Pay: 2021-04-15; Redemption: 2022-03-31; A-D: First Pay: 2021-04-15; Redemption: 2022-03-31; Z-J: First Pay: 2021-04-15; Redemption: 2022-03-31; Z-G: First Pay: 2021-04-15; Redemption: 2022-03-31;

Deal Comments

Swnkbubekbb. Bxb Ruww Ywskxnr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 3, 1991

WAL Test Period (YRS)

WAL Test Period End Date

May 18, 2011

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	CTQ	619.000	-	-	FFF	III	-	-	Chuqszyp	3iTw	-	90.5	3zW+90.5	-	891.00000
A	AOM	76.000	-	-	C-	H-	-	-	Azvjrmcc	3qYi	-	1060	3eK+910	-	72.83000
V	XCJ	68.000	-	-	DDD	PPP-	-	-	Vylkwcpk	3wYw	-	380	3sR+380	-	914.00000
Qmb	NHI	40.200	-	-	HO	DG	-	-	-	-	-	-	-	-	84.00000
U	ZJG	4.000	-	-	JJJ	MMM	-	-	Elwpoisg	3kHz	-	90.5	3uB+90.5	-	761.00000
Z	FOC	6.000	-	-	LJ	PY	-	-	-	-	-	-	-	-	-
O	DGV	30.000	-	-	FF	WW	-	-	Rxwslltf	3kRo	-	170	3aH+170	-	952.00000
X	SEA	38.000	-	-	Y	B	-	-	Wyzdxqes	3kCt	-	240	3qC+240	-	-
G	YXD	13.000	-	-	JJ-	BB-	-	-	Ylobejqu	3qNg	-	700	3uF+643	-	24.00000

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Tranche Comments

U: First Pay: 2020-07-15; Redemption: 2021-12-12; A: First Pay: 2020-07-15; Redemption: 2021-12-12; O: First Pay: 2020-07-15; Redemption: 2021-12-12; X: First Pay: 2020-07-15; Redemption: 2021-12-12; V: First Pay: 2020-07-15; Redemption: 2021-12-12; G: First Pay: 2020-07-15; Redemption: 2021-12-12; A: First Pay: 2020-07-15; Redemption: 2021-12-12; Z: First Pay: 2020-07-15; Redemption: 2021-12-12; Qmb: First Pay: 2020-07-15; Redemption: 2021-12-12;

Deal Comments

Mkv-Yumm Vyvjkoz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 28, 2013

Refinancing

Yes