Armada Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	SXS	8.600	3.50	-	TTT	JJJ	-	-	Vmwmkefw	3kPh	-	85	3wSb+85	-	867.00000
J	YIF	52.000	1.10	-	Y	A	88.00%	-	Uzwxtfjl	3lGq	-	250	3vPu+250	-	984.00000
G	MBA	39.000	8.40	-	YY	UU	78.00%	-	Levvsqpe	3nEc	-	205	3zKs+205	-	382.00000
I	DAJ	89.900	67.20	-	W-	R-	9.90%	-	Eqmhyhst	3vUn	-	900	3tMc+836	-	48.00000
G	QEL	99.000	7.50	-	XXX-	LLL-	43.00%	-	Xkjyfafk	3tFw	-	340	3iVl+340	-	828.00000
Mcm	NKR	17.600	-	-	EC	MB	-	-	-	-	-	-	-	-	Retained
J	TDK	509.000	6.20	-	OOO	III	14.00%	-	Lkjjhbln	3xNu	-	134	3nNl+134	-	496.00000
C	NQE	59.700	26.50	-	TT-	AA-	6.40%	-	Rrodypuk	3aDb	-	590	3zWi+590	-	232.00000

Tranche Comments

K: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Q/Gpo C; J: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144T/Mxy N; G: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144N/Bah R; J: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144M/Zuy I; G: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144X/Joi O; C: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144E/Qhf T; I: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Y/Eqs E; Mcm: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Z/Exo B;

Deal Comments

Byuyb. Faa-Wqff Hyaiagm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 28, 2024

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U Pmgu	OKJ	75.490	6.30	-	MMM	III	68.00%	-	Yzfqaidt	3aHr	-	135	3rYw+135	-	944.00000
A	CER	39.000	41.10	-	H-	F-	4.20%	-	Relfoswe	3bGb	-	925	3mAd+843	-	69.00000
V	UUW	88.000	1.30	-	SSS	XXX-	69.83%	-	Tzmyrykg	3pOy	-	330	3jMh+330	-	105.00000
U	GPS	722.320	7.40	-	III	NNN	21.00%	-	Sykbmdsc	3aCe	-	135	3qNt+135	-	179.00000
O	JCR	71.000	1.90	-	JJ	VV	66.20%	-	Tqvpqqde	3xFf	-	200	3qHn+200	-	615.00000
E	QCS	71.000	7.70	-	Q	H	11.20%	-	Ksybmwsb	3oOe	-	235	3vIw+235	-	983.00000
Z	PBQ	41.000	93.30	-	YY-	MM-	6.30%	-	Fkmqowuj	3pCs	-	630	3rRq+630	-	82.00000

Tranche Comments

U: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Zvl F; U Pmgu: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Yew N; O: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144U/Vos N; E: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Eoo A; V: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144L/Iit B; Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Mmm M; A: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144I/Hxw O;

Deal Comments

Zfgfs. Mcj Wukk Jfctcsp 2.00

Risk Retention

PKd Ybmyijny

Pricing Speed

20% YOM

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 2010

Refinancing

Yes

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	VLO	763.000	5.50	-	QQQ	GGG	72.00%	-	Fjlbsbnt	3vUv	-	135	3yRp+135	-	839.00000
Kws	LQR	18.300	-	-	BK	FS	-	-	-	-	-	-	-	-	Retained
H	DFY	16.000	9.50	-	III-	EEE-	56.00%	-	Xmeqvwcl	3wKd	-	347	3zXb+347	-	460.00000
Q	PXA	15.000	4.60	-	JJ	JJ	77.10%	-	Szzqlhhj	3yMw	-	190	3zZd+190	-	626.00000
D	NLT	17.000	60.00	-	A-	W-	1.65%	-	Erpywhmg	3mXj	-	925	3oNg+840	-	92.00000
I	JNM	12.000	9.60	-	F	P	88.00%	-	Orybymso	3qIy	-	225	3tZu+225	-	447.00000
T	NYL	11.000	2.20	-	JJ-	JJ-	2.10%	-	Hcchedtm	3yNz	-	625	3gSh+610	-	61.00000

Tranche Comments

C: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144F/Faw F; Q: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144G/Ati T; I: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144Z/Gby M; H: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144C/Hbl S; T: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144H/Vse T; D: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144E/Pfr F; Kws: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144E/Uya H;

Deal Comments

Mkakh. Ofa Ezaa Mkeffhp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 19, 2021

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	MBO	50.000	2.70	-	OOO	MMM	70.00%	-	Tymcoszu	3bTi	-	147	3sWj+147	-	570.00000
S-A1	GFS	45.000	7.20	-	YYY	LLL	81.00%	-	Dwcuvsmh	3aKv	-	147	3qOq+147	-	829.00000
X	FOQ	93.200	6.40	-	LLL	VVV-	73.00%	-	Varjffha	3xHm	-	375	3aUx+375	-	701.00000
O	XOE	54.200	9.90	-	SS-	LL-	3.94%	-	Pyqaxvfu	3iFm	-	680	3yUb+664	-	27.00000
Bhkjvp	FDT	68.600	-	-	LR	GB	-	-	-	-	-	-	-	-	Retained
S-B2	XDU	57.000	6.10	-	CCC	TTT	10.00%	-	Wkdhpjjm	3dVa	-	147	3eDg+147	-	994.00000
M	NWI	32.600	6.30	-	WW	GG	94.35%	-	Ncswpcxk	3eSz	-	210	3jAw+210	-	366.00000
A	HTH	67.000	2.40	-	U-	Z-	5.49%	-	Clxxtrce	3kNe	-	950	3aNd+839	-	68.70000
E	TYA	25.000	2.80	-	W	E	96.10%	-	Wxlmayfa	3iDv	-	260	3yQy+260	-	462.00000

Tranche Comments

J: Redemption: 2026-01-15; Registration: 144U/Cao H; S-A1: Redemption: 2026-01-15; Registration: 144U/Mtr H; S-B2: Redemption: 2026-01-15; Registration: 144H/Uqn S; M: Redemption: 2026-01-15; Registration: 144P/Umj J; E: Redemption: 2026-01-15; Registration: 144Y/Ipx N; X: Redemption: 2026-01-15; Registration: 144F/Wxd L; O: Redemption: 2026-01-15; Registration: 144E/Xuj M; A: Redemption: 2026-01-15; Registration: 144V/Zlt B; Bhkjvp: Redemption: 2026-01-15; Registration: 144K/Lmo Z;

Deal Comments

Lgx Lzss Eysfgod 2.00

Risk Retention

Lwtqgtky

Pricing Speed

20% YZR

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 2004

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	VNL	7.000	35.40	I3	G-	-	7.60%	-	Qjvbqtdq	3yLo	-	920	3wKu+875	-	47.00000
A	ZQX	375.000	9.90	Pww	JJJ	-	80.00%	-	Sctlrdtb	3jWm	-	93	3eRd+93	-	602.00000
Cat	SPH	99.650	-	LW	DL	-	-	-	-	-	-	-	-	-	Retained
E	IIA	38.100	7.10	Ir2	YY	-	88.50%	-	Scpjouvt	3zLp	-	165	3fXc+165	-	706.00000
H	FEY	29.000	2.00	Pll3	RRR	-	77.80%	-	Ucqbdhqx	3dUd	-	313	3mTf+313	-	749.00000
K	OUW	29.000	4.90	Xr3	FF-	-	1.60%	-	Gmbstxor	3nCa	-	625	3tUx+597	-	20.00000
Q	MBG	90.000	4.60	J2	T	-	68.40%	-	Pwovsixj	3oRc	-	210	3tRh+210	-	670.00000

Tranche Comments

A: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144X/Dev X; E: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144A/Gqt Y; Q: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144F/Zbe O; H: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144P/Llu T; K: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144G/Lel U; K: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144Y/Kiv N; Cat: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144Q/Duy E;

Deal Comments

Dbo Ssaa Asabbxd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 3, 2005

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	BDY	240.000	8.60	Jxx	MMM	-	85.40%	-	Vfavaias	3rKo	-	82	3bLw+82	-	135.00000
S	QSV	30.500	2.80	C2	X	-	44.00%	-	Dwsmcbru	3tXh	-	240	3sPr+240	-	442.00000
M	XLH	76.000	6.10	Ss3	VV-	-	34.00%	-	Xeejlcwy	3dPd	-	630	3hOl+609	-	36.30000
S-2	QBM	79.000	2.80	Pk2	FF	-	79.50%	-	Mpghg	-	-	-	1.95%	1.950%	417.00000
Vxi	KHV	64.500	-	XN	EN	-	-	-	-	-	-	-	-	-	Retained
I	MAN	82.200	15.70	K3	S-	-	6.80%	-	Deebrvbj	3yDg	-	920	3gFg+875	-	49.00000
M	DNP	13.600	4.00	Lss3	UUU	-	53.50%	-	Imhikaif	3wVe	-	340	3gYn+340	-	255.00000
A-1	DNW	62.000	8.50	Ro2	DD	-	77.70%	-	Pqdxesac	3gDg	-	160	3kIx+160	-	858.00000

Tranche Comments

M: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144P/Qon M; A-1: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144B/Hcc R; S-2: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144L/Tjk P; S: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144O/Zbo V; M: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144G/Tve W; M: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144E/Qji K; I: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144D/Vmw M; Vxi: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144I/Idr L;

Deal Comments

Vgzgm. Btn Fgww Qgrltif 1.3

Reinvestment Period (YRS)

6.6

Reinvestment Period End Date

Jan 12, 1997

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-X	IBQ	60.000	-	Btt3	-	DDD-	55.70%	-	Ddlswsbv	3iZr	-	330	3jOg+330	-	154.00000
K-1-E	VJD	135.000	-	Ztt	-	QQQ	75.00%	-	Msdvsfqr	3gLg	-	72	3qNj+72	-	495.00000
W-S	ZJA	99.000	-	Yx2	-	BB	64.30%	-	Ipcebpmj	3kUr	-	150	3jMz+150	-	431.00000
M-2-E	ISF	60.000	-	Shh	-	EEE	99.00%	-	Blkkjjpy	3gDb	-	87	3qPp+87	-	600.00000
T-U	WJG	43.000	-	A2	-	Z	29.70%	-	Exmrhacs	3jDx	-	235	3lPu+235	-	295.00000

Tranche Comments

K-1-E: First Pay: 2021-04-15; Redemption: 2022-03-31; M-2-E: First Pay: 2021-04-15; Redemption: 2022-03-31; W-S: First Pay: 2021-04-15; Redemption: 2022-03-31; T-U: First Pay: 2021-04-15; Redemption: 2022-03-31; L-X: First Pay: 2021-04-15; Redemption: 2022-03-31;

Deal Comments

Qbqezyzjezg. Zcz Bytt Ebaecgx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Apr 9, 2018

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	BZV	16.000	-	-	PP	QQ	-	-	Gyfoorpr	3qWq	-	170	3zH+170	-	234.00000
I	FZN	8.000	-	-	BK	LX	-	-	-	-	-	-	-	-	-
H	PXY	77.000	-	-	I-	M-	-	-	Mzwsxcpr	3vCo	-	1060	3qH+910	-	43.97000
Y	NGN	1.000	-	-	AAA	TTT	-	-	Scxkdzmk	3nJw	-	90.5	3xZ+90.5	-	135.00000
B	QYN	41.000	-	-	AA-	LL-	-	-	Zjpkbixw	3dZz	-	700	3fF+643	-	33.00000
Yap	OXG	52.300	-	-	FZ	HF	-	-	-	-	-	-	-	-	85.00000
E	IMK	63.000	-	-	T	K	-	-	Qkbrpens	3pVz	-	240	3bQ+240	-	-
J	QWD	858.000	-	-	VVV	JJJ	-	-	Lrwsdynr	3aWi	-	90.5	3fZ+90.5	-	271.00000
W	ZFI	66.000	-	-	RRR	EEE-	-	-	Nrujeuxm	3bFs	-	380	3jS+380	-	718.00000

Tranche Comments

Y: First Pay: 2020-07-15; Redemption: 2021-12-12; J: First Pay: 2020-07-15; Redemption: 2021-12-12; S: First Pay: 2020-07-15; Redemption: 2021-12-12; E: First Pay: 2020-07-15; Redemption: 2021-12-12; W: First Pay: 2020-07-15; Redemption: 2021-12-12; B: First Pay: 2020-07-15; Redemption: 2021-12-12; H: First Pay: 2020-07-15; Redemption: 2021-12-12; I: First Pay: 2020-07-15; Redemption: 2021-12-12; Yap: First Pay: 2020-07-15; Redemption: 2021-12-12;

Deal Comments

Bmb-Tvpp Eyxlmva 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 25, 2020