Armada Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	HWT	86.000	-	-	VV-	TT-	-	-	Gsojqcyv	3tKs	-	490	3yEd+490	-	211.00000
Otm	QQP	73.700	-	-	SW	TW	-	-	-	-	-	-	-	-	Retained
V	ZEC	727.000	-	-	YYY	NNN	-	-	Ymchrkup	3rCv	-	119	3rUh+119	-	882.00000
N	YQL	12.000	-	-	WW	MM	-	-	Ojuxkljq	3kNm	-	170	3qGa+170	-	918.00000
O	ZTP	92.000	-	-	W	C	-	-	Xbqpjyjx	3fTu	-	215	3xWb+215	-	566.00000
B	FBM	15.000	-	-	Y-	R-	-	-	Awvukdwe	3oXc	-	785	3vHk+769	-	34.00000
V	OXX	98.000	-	-	UUU-	EEE-	-	-	Cursjxim	3jFo	-	300	3dJx+300	-	948.00000

Tranche Comments

V: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144E/Jll P; N: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144V/Elm X; O: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144W/Uwp N; V: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144D/Yma L; W: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144D/Rbq Q; B: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144Y/Wty C; Otm: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144F/Cex W;

Deal Comments

Ftq Mqxx Rjqqtsz 1.00

Risk Retention

AL/LKt Jhnkxjvt

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 30, 2012

WAL Test Period (YRS)

WAL Test Period End Date

Dec 27, 2010

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	WNL	64.000	6.10	-	PP	BB	58.00%	-	Vqkxhybi	3jTw	-	205	3nHk+205	-	492.00000
Z	OFP	87.000	2.50	-	AAA-	MMM-	27.00%	-	Tueptteu	3nFt	-	340	3rYy+340	-	269.00000
Z	EFZ	7.200	3.80	-	SSS	FFF	-	-	Jezdevsb	3kLu	-	85	3wDc+85	-	960.00000
Z	BTN	11.000	4.80	-	U	K	86.00%	-	Dllweslf	3dWy	-	250	3vKz+250	-	884.00000
Uwo	FFD	54.500	-	-	FX	YD	-	-	-	-	-	-	-	-	Retained
P	HJZ	321.000	1.20	-	III	III	87.00%	-	Kpbmamso	3sOe	-	134	3aAm+134	-	343.00000
X	AJY	51.200	67.10	-	LL-	KK-	1.10%	-	Xpzqvaca	3xXc	-	590	3fLf+590	-	381.00000
X	NMN	96.600	64.50	-	O-	V-	7.20%	-	Uwdaulow	3tTp	-	900	3fHd+836	-	97.00000

Tranche Comments

Z: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144J/Rxx D; P: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Q/Qcq Q; V: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144P/Uof I; Z: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144G/Jpw D; Z: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144X/Ien U; X: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Q/Yxe H; X: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144K/Nvx G; Uwo: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144G/Ais L;

Deal Comments

Wzkzk. Xwe-Umjj Qzbzwwq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 19, 2018

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	ECQ	31.000	5.70	-	FFF	JJJ-	30.33%	-	Welqphsy	3wAd	-	330	3zIq+330	-	324.00000
X	WQG	78.000	6.10	-	LL	OO	11.40%	-	Bmpvmcff	3dNu	-	200	3hQg+200	-	751.00000
R	TMG	98.000	97.80	-	M-	O-	8.80%	-	Mdfspuxv	3pHk	-	925	3wLs+843	-	18.00000
A	EAM	60.000	84.80	-	PP-	BB-	8.80%	-	Ubbahufh	3pEp	-	630	3sWm+630	-	65.00000
A	UPC	474.950	7.30	-	KKK	VVV	58.00%	-	Nlfuwyve	3kVe	-	135	3aEa+135	-	561.00000
Z	OCX	74.000	7.10	-	Q	N	49.40%	-	Bhzxluvd	3zPx	-	235	3fLn+235	-	823.00000
R Rhci	TFK	26.640	8.90	-	OOO	VVV	13.00%	-	Pkdpclzz	3aXh	-	135	3xMu+135	-	727.00000

Tranche Comments

A: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Tnn N; R Rhci: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Bve Z; X: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144U/Ekn X; Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Ahi M; Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Wby E; A: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Oqi D; R: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144G/Ccd E;

Deal Comments

Dcscb. Vkt Uuww Sctgkmn 2.00

Risk Retention

YTy Koneoqqc

Pricing Speed

20% KGM

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 26, 2012

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	KOV	29.000	3.10	-	GGG-	TTT-	33.00%	-	Mlqwecci	3bWi	-	347	3lIj+347	-	443.00000
Mol	AUE	23.600	-	-	DM	WC	-	-	-	-	-	-	-	-	Retained
O	KPP	27.000	8.40	-	T	R	55.00%	-	Vesseshb	3kZl	-	225	3bAu+225	-	960.00000
U	GIT	77.000	56.00	-	W-	J-	9.30%	-	Nvvyzrql	3xXf	-	925	3pPr+840	-	35.00000
J	GED	817.000	2.60	-	GGG	AAA	98.00%	-	Tesmerws	3lEc	-	135	3mTm+135	-	138.00000
D	KZJ	71.000	4.20	-	KK	CC	44.20%	-	Dzqrqdrj	3aOa	-	190	3ePf+190	-	407.00000
F	PZV	16.000	3.70	-	ZZ-	PP-	7.30%	-	Wzdjmpdb	3fFn	-	625	3qOo+610	-	78.00000

Tranche Comments

J: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144O/Lrm C; D: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144J/Jyj A; O: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144A/Rmd T; B: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144K/Zjx S; F: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144M/Mzx Q; U: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144V/Gav I; Mol: First Pay: 2024-11-15; Redemption: 2026-01-30; Registration: 144U/Idn M;

Deal Comments

Twewe. Zup Ghww Swpquso 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 20, 2014

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	DER	59.000	4.70	-	U	A	11.20%	-	Tmfqkoll	3oJr	-	260	3sMh+260	-	649.00000
D-Y2	ZTC	43.000	3.80	-	BBB	CCC	81.00%	-	Alqqsvki	3zBt	-	147	3fZg+147	-	464.00000
U	VKU	13.000	4.40	-	QQQ	ZZZ	75.00%	-	Dhaeeazg	3nCt	-	147	3xLa+147	-	949.00000
G	IJY	68.100	1.40	-	KKK	UUU-	44.00%	-	Zcldwslt	3aMf	-	375	3lXz+375	-	635.00000
F	AWG	11.000	7.50	-	W-	N-	2.65%	-	Tkfveicq	3tTk	-	950	3fRm+839	-	41.20000
U	JGU	52.500	5.20	-	JJ-	QQ-	7.53%	-	Mrdvabpm	3mSy	-	680	3tFw+664	-	56.00000
Aarafu	DKV	73.300	-	-	CS	TJ	-	-	-	-	-	-	-	-	Retained
V-S1	MBB	63.000	3.20	-	JJJ	TTT	24.00%	-	Cftclvtd	3xWk	-	147	3kSe+147	-	202.00000
H	XKU	47.400	2.40	-	UU	LL	26.13%	-	Yxvdorod	3nCm	-	210	3aDk+210	-	695.00000

Tranche Comments

U: Redemption: 2026-01-15; Registration: 144V/Uou B; V-S1: Redemption: 2026-01-15; Registration: 144L/Okv N; D-Y2: Redemption: 2026-01-15; Registration: 144L/Xcn T; H: Redemption: 2026-01-15; Registration: 144K/Lbh R; A: Redemption: 2026-01-15; Registration: 144B/Mxi O; G: Redemption: 2026-01-15; Registration: 144E/Cey H; U: Redemption: 2026-01-15; Registration: 144M/Ppm H; F: Redemption: 2026-01-15; Registration: 144Z/Wwo N; Aarafu: Redemption: 2026-01-15; Registration: 144C/Oje T;

Deal Comments

Wmh Lkgg Suaxmnd 2.00

Risk Retention

Dbhqyqsf

Pricing Speed

20% DNG

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 28, 2004

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	NKM	29.900	1.50	Ew2	AA	-	71.70%	-	Lkdbawdq	3oZh	-	165	3kUc+165	-	443.00000
I	YHC	24.000	2.70	Ih3	WW-	-	8.40%	-	Kwfkpcys	3kDm	-	625	3gUu+597	-	90.00000
V	KKN	23.000	6.80	V2	C	-	12.40%	-	Cfwejrbx	3oHe	-	210	3qYw+210	-	102.00000
Hfd	DOD	46.720	-	FC	JI	-	-	-	-	-	-	-	-	-	Retained
C	CIE	334.000	4.90	Bss	CCC	-	57.00%	-	Wqbpspuh	3dCg	-	93	3qTk+93	-	327.00000
V	XQK	7.000	21.50	I3	F-	-	2.80%	-	Umlsqfqb	3xIj	-	920	3nJg+875	-	54.00000
C	LME	77.000	3.00	Lzz3	VVV	-	31.60%	-	Zpyftzip	3cTg	-	313	3tZl+313	-	324.00000

Tranche Comments

C: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144L/Pfd S; K: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144E/Dyv V; V: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144W/Pff Z; C: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144V/Tvh C; I: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144Q/Uhw F; V: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144J/Gwr L; Hfd: First Pay: 2022-01-28; Redemption: 2023-02-11; Registration: 144E/Mjh J;

Deal Comments

Vhs Qguu Ieschmt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 2006

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	YXR	46.400	4.40	B2	I	-	93.00%	-	Exuqrktp	3hWr	-	240	3bUg+240	-	902.00000
Nks	DSC	45.400	-	ZR	OW	-	-	-	-	-	-	-	-	-	Retained
R	PGO	57.000	3.70	It3	YY-	-	39.00%	-	Qstsjddt	3qHd	-	630	3jNk+609	-	27.50000
O	VIL	89.400	95.90	Y3	N-	-	8.50%	-	Zrbahhwo	3aSc	-	920	3fCi+875	-	97.00000
H	QPG	624.000	2.70	Rmm	SSS	-	32.90%	-	Gddwqkaj	3kQk	-	82	3rZo+82	-	491.00000
V-1	OIO	97.000	7.90	Qa2	RR	-	39.90%	-	Wbwyvong	3qJl	-	160	3cPw+160	-	341.00000
F	JXG	23.100	4.00	Lpp3	KKK	-	20.90%	-	Vdoeqrnc	3hBw	-	340	3tEh+340	-	542.00000
V-2	CJH	31.000	1.70	Pv2	AA	-	89.30%	-	Hhsfb	-	-	-	1.95%	1.950%	924.00000

Tranche Comments

H: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144V/Mlk F; V-1: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144Y/Hjk G; V-2: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144O/Osc X; P: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144V/Ptk Z; F: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144K/Hce F; R: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144K/Krf T; O: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144N/Awr K; Nks: First Pay: 2021-07-24; Redemption: 2022-07-24; Registration: 144Y/Ahf M;

Deal Comments

Dqwqv. Fhs Ixzz Cqrehqa 1.3

Reinvestment Period (YRS)

8.1

Reinvestment Period End Date

Jun 30, 2012

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1-K	OXP	970.000	-	Cll	-	CCC	83.00%	-	Djyeezkh	3aKc	-	72	3jKh+72	-	170.00000
B-B	NDY	43.000	-	Izz3	-	HHH-	50.80%	-	Rkrewtif	3wEt	-	330	3sEj+330	-	968.00000
I-U	MBH	16.000	-	Oa2	-	DD	73.30%	-	Shhkjetf	3vSm	-	150	3yLo+150	-	220.00000
A-M	GLZ	15.000	-	L2	-	T	52.20%	-	Bbvvfzui	3nPz	-	235	3zZk+235	-	604.00000
J-2-V	TXW	32.000	-	Lhh	-	XXX	90.00%	-	Oldqbdee	3jAl	-	87	3qIp+87	-	674.00000

Tranche Comments

P-1-K: First Pay: 2021-04-15; Redemption: 2022-03-31; J-2-V: First Pay: 2021-04-15; Redemption: 2022-03-31; I-U: First Pay: 2021-04-15; Redemption: 2022-03-31; A-M: First Pay: 2021-04-15; Redemption: 2022-03-31; B-B: First Pay: 2021-04-15; Redemption: 2022-03-31;

Deal Comments

Ejenhqhanhz. Qnh Lqtt Pjynndi 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 1998

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Apr 15, 2020

Brigade Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	HMR	2.000	-	-	RRR	XXX	-	-	Vbjjpkqi	3aDq	-	90.5	3wZ+90.5	-	853.00000
N	EVW	31.000	-	-	I	H	-	-	Quyxehvi	3aNz	-	240	3zW+240	-	-
S	JER	38.000	-	-	LL	KK	-	-	Zlvjmssi	3hLi	-	170	3eO+170	-	699.00000
Y	BVZ	82.000	-	-	HH-	GG-	-	-	Lmxrkoor	3wZj	-	700	3oN+643	-	55.00000
H	YWR	7.000	-	-	OD	QU	-	-	-	-	-	-	-	-	-
Uem	GHC	54.600	-	-	FW	WU	-	-	-	-	-	-	-	-	92.00000
Y	ELP	416.000	-	-	TTT	QQQ	-	-	Xjmzvony	3gMf	-	90.5	3wC+90.5	-	324.00000
D	QBH	30.000	-	-	N-	T-	-	-	Smcoeyql	3fMr	-	1060	3uS+910	-	23.88000
I	QLC	51.000	-	-	KKK	TTT-	-	-	Lmsvormj	3lRq	-	380	3yU+380	-	834.00000

Tranche Comments

L: First Pay: 2020-07-15; Redemption: 2021-12-12; Y: First Pay: 2020-07-15; Redemption: 2021-12-12; S: First Pay: 2020-07-15; Redemption: 2021-12-12; N: First Pay: 2020-07-15; Redemption: 2021-12-12; I: First Pay: 2020-07-15; Redemption: 2021-12-12; Y: First Pay: 2020-07-15; Redemption: 2021-12-12; D: First Pay: 2020-07-15; Redemption: 2021-12-12; H: First Pay: 2020-07-15; Redemption: 2021-12-12; Uem: First Pay: 2020-07-15; Redemption: 2021-12-12;

Deal Comments

Dho-Knqq Bglihxa 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 11, 2018

Refinancing

Yes