2019-2

Black Diamond CLO Ltd (BLACK) 2019-2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Black Diamond Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Q	HPI	96.500	9.30	-	HH-	-	-	-	9.40%	-	Skhwvbxj	3vJ	-	-	-	3tG+693	-	-
T-2	ERR	73.680	4.00	-	KK	-	-	-	70.54%	-	Vsbvhidq	3jO	-	-	215	3kO+215	-	500.00000
Z-1Z	INN	994.000	1.50	All	VVV	-	-	-	91.00%	-	Feeukvmj	3iI	-	-	143	3tL+143	-	556.00000
C-1D	TKK	28.000	6.20	Xtt	-	-	-	-	85.00%	-	Sdhsuxcb	3wM	-	-	175	3aT+175	-	292.00000
V	YKX	67.300	1.20	-	ZZZ-	-	-	-	33.00%	-	Hfijjdui	3aP	-	-	407	3cY+400	-	64.40000
D	TPM	32.770	6.80	-	E	-	-	-	15.80%	-	Czqbpdzp	3aI	-	-	305	3rF+305	-	164.00000
Dad	XVN	31.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

Z-1Z: First Pay: 2020-01-23; Redemption: 7/22/2021; C-1D: First Pay: 2020-01-23; Redemption: 7/22/2021; T-2: First Pay: 2020-01-23; Redemption: 7/22/2021; D: First Pay: 2020-01-23; Redemption: 7/22/2021; V: First Pay: 2020-01-23; Redemption: 7/22/2021; Q: First Pay: 2020-01-23; Redemption: 7/22/2021; Dad: First Pay: 2020-01-23; Redemption: 7/22/2021;

Reinvestment Period End Date

Jul 12, 2018