Black Diamond CLO DAC (BLACK) 2019-1(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1EUR187.000-AaaAAA---Floating3mEu-983mEu+98-100.00000
A-2USD34.360-AaaAAA---Floating3mL-1393mL+139-100.00000
A-3USD25.000-AaaAAA---FixedYLD--2.500%2.500%100.00000
B-1EUR27.000-Aa2AA---Floating3mEu-1853mEu+185-100.00000
B-2EUR25.000-Aa2AA---FixedYLD--2.500%2.500%100.00000
CEUR22.000-A2A---Floating3mEu-2603mEu+260-100.00000
DEUR25.000-Baa3BBB----Floating3mEu-3753mEu+375-100.00000
Tranche Comments
A-1: Redemption: 2023-07-22; Registration: 144A/Reg S; A-2: Redemption: 2023-07-22; Registration: 144A/Reg S; A-3: Redemption: 2023-07-22; Registration: 144A/Reg S; B-1: Redemption: 2023-07-22; Registration: 144A/Reg S; B-2: Redemption: 2023-07-22; Registration: 144A/Reg S; C: Redemption: 2023-07-22; Registration: 144A/Reg S; D: Redemption: 2023-07-22; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 2.00
Risk Retention
Horizontal
Volcker Compliance
Voting/Non-voting/Exchangeable
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 15, 2023
Refinancing
Yes