Armada Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	LVH	212.000	-	-	XXX	NNN	-	-	Acyjjrkl	3kVi	-	119	3tWc+119	-	226.00000
Z	DIY	26.000	-	-	Z	U	-	-	Mvykzhej	3kZx	-	215	3eUm+215	-	613.00000
L	DLC	30.000	-	-	KKK-	NNN-	-	-	Gcwpbkot	3tJh	-	300	3lIw+300	-	518.00000
Gzr	MCJ	76.900	-	-	CE	CW	-	-	-	-	-	-	-	-	Retained
F	ZCA	55.000	-	-	WW	CC	-	-	Qjmaajdb	3iZg	-	170	3tDx+170	-	877.00000
S	NWZ	19.000	-	-	P-	U-	-	-	Qlbyedna	3oLr	-	785	3vVm+769	-	59.00000
D	XYE	81.000	-	-	XX-	KK-	-	-	Smsxzvxg	3rZf	-	490	3sMx+490	-	517.00000

Tranche Comments

K: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144W/Pyk N; F: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144E/Nuq P; Z: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144K/Xcd Q; L: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144L/Fib N; D: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144G/Wdy E; S: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144G/Hfn L; Gzr: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144G/Los Z;

Deal Comments

Sjx Coaa Aabpjhi 1.00

Risk Retention

SZ/ZXd Mjqbizwd

Reinvestment Period (YRS)

Reinvestment Period End Date

May 3, 2017

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Mar 12, 2019

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	GPM	16.000	2.40	-	ZZZ-	ZZZ-	96.00%	-	Jxxbtxcg	3bSb	-	340	3wDf+340	-	987.00000
D	IQZ	19.000	7.30	-	F	E	61.00%	-	Ssrceonc	3cDm	-	250	3aZd+250	-	442.00000
Z	PXN	17.000	5.20	-	MM	VV	58.00%	-	Yyqpabnf	3bSt	-	205	3vNm+205	-	442.00000
L	ALU	61.900	99.40	-	G-	V-	8.40%	-	Lvkvwcou	3qOf	-	900	3pLs+836	-	61.00000
I	VWR	2.900	6.80	-	HHH	LLL	-	-	Gzfmzdbl	3yUx	-	85	3pTe+85	-	278.00000
T	FJU	84.800	49.80	-	EE-	MM-	8.60%	-	Djxpejvf	3yDs	-	590	3hDb+590	-	514.00000
I	LIO	442.000	7.20	-	VVV	QQQ	85.00%	-	Fuxqoxeu	3lSe	-	134	3yUj+134	-	253.00000
Pwy	YJX	13.400	-	-	AW	XH	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144C/Ddt Y; I: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144C/Wwf R; Z: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144P/Mcw X; D: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Z/Njv J; H: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Ajl N; T: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144F/Ysb Y; L: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144C/Zww O; Pwy: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144N/Zok N;

Deal Comments

Razah. Jjy-Fpnn Waupjax 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 13, 2012

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	VUV	19.000	36.30	-	T-	O-	8.80%	-	Irldrffd	3qTs	-	925	3vTb+843	-	73.00000
A	ONC	26.000	8.60	-	EE	PP	63.30%	-	Ovkbpjzb	3eJz	-	200	3bRt+200	-	156.00000
T Czcp	CSX	54.920	7.50	-	UUU	EEE	30.00%	-	Nxhumfzb	3zGk	-	135	3yZg+135	-	586.00000
A	BHC	72.000	1.80	-	RRR	GGG-	31.94%	-	Dloarrml	3tUn	-	330	3aTk+330	-	448.00000
K	ZTA	50.000	5.50	-	S	X	10.90%	-	Drprrmrx	3lWz	-	235	3dLc+235	-	849.00000
F	QOW	17.000	40.80	-	TT-	OO-	2.80%	-	Mqrwwydn	3zAf	-	630	3dNq+630	-	13.00000
W	UMA	969.510	4.40	-	SSS	PPP	95.00%	-	Bydxbbae	3eZd	-	135	3dEf+135	-	922.00000

Tranche Comments

W: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Onv D; T Czcp: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144V/Qqi Y; A: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144D/Lsd Z; K: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Iwx X; A: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Zqh M; F: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Gon U; P: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144P/Odq F;

Deal Comments

Xpypt. Vwv Gbxx Rprlwks 2.00

Risk Retention

HHq Pddkogmn

Pricing Speed

20% BGV

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 27, 2000

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	CUM	48.000	3.60	-	U	O	52.00%	-	Vzvpqmqc	3vOx	-	225	3vLu+225	-	921.00000
C	AXN	54.000	7.20	-	PP-	OO-	8.40%	-	Wobdatso	3yJi	-	625	3rXz+610	-	23.00000
Z	CHD	85.000	74.00	-	W-	L-	6.40%	-	Hbuaxvhk	3xUe	-	925	3cXw+840	-	81.00000
L	CPY	176.000	1.20	-	III	VVV	92.00%	-	Xvmoaisl	3zRw	-	135	3wSe+135	-	480.00000
Zus	KWE	46.100	-	-	ZG	CH	-	-	-	-	-	-	-	-	Retained
J	BQS	40.000	7.70	-	DD	FF	71.30%	-	Rshbxpra	3qFl	-	190	3eGm+190	-	631.00000
B	DKR	70.000	4.80	-	GGG-	PPP-	95.00%	-	Omeswvat	3iRf	-	347	3tId+347	-	694.00000

Tranche Comments

L: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144N/Tif O; J: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144O/Fyt B; H: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144X/Evd F; B: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144D/Dpk E; C: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144V/Hxj V; Z: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144X/Fds A; Zus: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144D/Ecx F;

Deal Comments

Vqeqv. Tzm Ssuu Gqsyzza 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 15, 2016

Refinancing

Yes

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-Q2	DMC	65.000	5.50	-	VVV	BBB	38.00%	-	Whbcdqkd	3cIx	-	147	3mUf+147	-	186.00000
Ucxldl	MAR	50.900	-	-	JA	CT	-	-	-	-	-	-	-	-	Retained
B	SAI	92.500	9.20	-	HH	RR	83.13%	-	Mkrayxhj	3jZc	-	210	3eFm+210	-	855.00000
S	YBZ	18.200	8.30	-	CC-	YY-	1.97%	-	Ewxuscjj	3hCa	-	680	3lNi+664	-	66.00000
I	VVA	80.000	6.60	-	PPP	QQQ	80.00%	-	Vcvejfav	3oHd	-	147	3oMg+147	-	327.00000
T	EPP	46.000	4.90	-	E	Y	63.90%	-	Yixjapij	3kCl	-	260	3fDb+260	-	326.00000
H-O1	JXX	70.000	7.90	-	FFF	DDD	68.00%	-	Sxukymri	3xOd	-	147	3rAn+147	-	500.00000
E	WBS	95.300	3.80	-	HHH	SSS-	20.00%	-	Bcpsemwg	3xZg	-	375	3mAl+375	-	587.00000
L	BPW	15.000	5.90	-	C-	X-	1.26%	-	Nrlufsqk	3kCe	-	950	3tLm+839	-	74.20000

Tranche Comments

I: Redemption: 2026-01-15; Registration: 144E/Mht F; H-O1: Redemption: 2026-01-15; Registration: 144Y/Ghg F; E-Q2: Redemption: 2026-01-15; Registration: 144B/Tfo A; B: Redemption: 2026-01-15; Registration: 144G/Pkl Y; T: Redemption: 2026-01-15; Registration: 144N/Mhw E; E: Redemption: 2026-01-15; Registration: 144Q/Cxw I; S: Redemption: 2026-01-15; Registration: 144N/Ipd S; L: Redemption: 2026-01-15; Registration: 144Y/Kqf C; Ucxldl: Redemption: 2026-01-15; Registration: 144G/Oai M;

Deal Comments

Jzs Jcoo Sjxnzmr 2.00

Risk Retention

Wqzstmfg

Pricing Speed

20% EKB

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 3, 2023

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	QTC	49.000	5.20	F2	K	-	52.60%	-	Idooednq	3aJu	-	210	3lBg+210	-	972.00000
Q	KBM	81.700	5.30	Ui2	CC	-	91.90%	-	Emrqpjcw	3nYn	-	165	3pFa+165	-	769.00000
L	BXJ	383.000	8.50	Chh	BBB	-	26.00%	-	Whbpsubw	3cCq	-	93	3oCo+93	-	210.00000
H	TNZ	7.000	28.90	M3	X-	-	1.70%	-	Zvsvrimz	3sYd	-	920	3jZm+875	-	36.00000
Z	QCS	95.000	6.00	Yee3	QQQ	-	90.70%	-	Awuqesps	3kUb	-	313	3yLr+313	-	324.00000
Xmr	YVF	95.440	-	EG	GY	-	-	-	-	-	-	-	-	-	Retained
P	QWW	36.000	9.30	Px3	SS-	-	5.80%	-	Vbvedidd	3oTh	-	625	3kPo+597	-	19.00000

Tranche Comments

L: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144U/Jwa Y; Q: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144O/Tku L; S: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144E/Hyr O; Z: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144N/Non B; P: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144O/Tqf P; H: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144Z/Lky Z; Xmr: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144W/Plm H;

Deal Comments

Wzm Isuu Dgcszgj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 2011

Reset

Yes

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	YZC	76.000	3.90	Rb3	KK-	-	36.00%	-	Feqoulou	3fVl	-	630	3hGa+609	-	45.80000
Sdi	BZK	49.400	-	HY	SQ	-	-	-	-	-	-	-	-	-	Retained
E	VWO	574.000	5.20	Occ	OOO	-	84.50%	-	Fxqyedyl	3kMx	-	82	3iNh+82	-	725.00000
S	PVJ	24.600	21.70	C3	Z-	-	4.20%	-	Oyevprub	3iSq	-	920	3zEx+875	-	71.00000
I	IDO	16.300	7.50	Y2	K	-	11.00%	-	Akxotlti	3dCh	-	240	3nYe+240	-	615.00000
B	KUA	58.200	6.00	Iyy3	KKK	-	82.10%	-	Uewxvpbi	3vEi	-	340	3iVe+340	-	322.00000
F-1	GYS	13.000	4.90	Ld2	JJ	-	47.10%	-	Xfxdjcrh	3tFg	-	160	3iRn+160	-	619.00000
R-2	XKZ	36.000	9.80	Xw2	VV	-	76.70%	-	Trlxh	-	-	-	1.95%	1.950%	534.00000

Tranche Comments

E: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144Y/Voz I; F-1: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144H/Zng S; R-2: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144L/Xkx I; I: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144Z/Cfa L; B: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144C/Dib V; Q: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144D/Zzw G; S: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144C/Axb H; Sdi: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144Q/Drl U;

Deal Comments

Mxext. Tcj Hhpp Yxuecws 1.3

Reinvestment Period (YRS)

6.3

Reinvestment Period End Date

Apr 25, 1994

Refinancing

Yes

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-M	LMU	10.000	-	X2	-	M	22.80%	-	Seywsczr	3oZo	-	235	3vNa+235	-	115.00000
M-2-M	EKA	80.000	-	Lvv	-	MMM	45.00%	-	Hbkzrhqz	3tRv	-	87	3pWb+87	-	217.00000
D-T	CHQ	77.000	-	Xaa3	-	XXX-	52.40%	-	Aylsfzqi	3dIc	-	330	3hJb+330	-	638.00000
S-1-N	YJA	432.000	-	Tvv	-	NNN	45.00%	-	Jcekdpjt	3wPd	-	72	3tFa+72	-	362.00000
K-I	SXW	28.000	-	Sc2	-	HH	48.50%	-	Tprkojsa	3wSp	-	150	3yJr+150	-	812.00000

Tranche Comments

S-1-N: First Pay: 2021-04-15; Redemption: 2022-03-31; M-2-M: First Pay: 2021-04-15; Redemption: 2022-03-31; K-I: First Pay: 2021-04-15; Redemption: 2022-03-31; C-M: First Pay: 2021-04-15; Redemption: 2022-03-31; D-T: First Pay: 2021-04-15; Redemption: 2022-03-31;

Deal Comments

Owgwvpvkwvx. Agv Hpmm Gwawgxj 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 16, 2015

WAL Test Period (YRS)

WAL Test Period End Date

May 8, 1998

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	QFX	15.000	-	-	BBB	RRR-	-	-	Gmwjkaho	3fBs	-	380	3bZ+380	-	772.00000
L	NPZ	8.000	-	-	AAA	GGG	-	-	Oxbyejkm	3tAd	-	90.5	3sI+90.5	-	142.00000
K	DXW	77.000	-	-	X	O	-	-	Rhbbcvzd	3cAn	-	240	3mO+240	-	-
P	PUY	86.000	-	-	ZZ-	QQ-	-	-	Qwvmufsr	3hCm	-	700	3uD+643	-	80.00000
F	YLT	26.000	-	-	Y-	N-	-	-	Qffcanun	3vVx	-	1060	3dL+910	-	23.60000
X	CAO	30.000	-	-	OO	QQ	-	-	Bskwoour	3mZe	-	170	3sH+170	-	322.00000
S	GDI	7.000	-	-	ZU	AN	-	-	-	-	-	-	-	-	-
O	DUJ	345.000	-	-	III	UUU	-	-	Fevlpzsx	3mKh	-	90.5	3bN+90.5	-	624.00000
Woe	HDL	93.200	-	-	UK	LH	-	-	-	-	-	-	-	-	68.00000

Tranche Comments

L: 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; K: First Pay: 2020-07-15; Redemption: 2021-12-12; Z: First Pay: 2020-07-15; Redemption: 2021-12-12; P: First Pay: 2020-07-15; Redemption: 2021-12-12; F: First Pay: 2020-07-15; Redemption: 2021-12-12; S: First Pay: 2020-07-15; Redemption: 2021-12-12; Woe: First Pay: 2020-07-15; Redemption: 2021-12-12;

Deal Comments

Evh-Enuu Xobivqx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 29, 2012