Black Diamond CLO DAC (BLACK) 2017-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1EUR142.000-AaaAAA-42.00%-Floating3mEu-863mEu+86-100.00000
A2USD55.800-AaaAAA-42.00%-Floating3mL-1303mL+130-100.00000
A3EUR30.000-AaaAAA-42.00%-FixedYLD--1.220%1.220%100.00000
A4USD14.000-AaaAAA-42.00%-FixedYLD--3.400%3.400%100.00000
BEUR56.000-Aa2AA-28.00%-Floating3mEu-1403mEu+140-100.00000
CEUR30.900-A2A-20.28%-Floating3mEu-1953mEu+195-100.00000
DEUR23.000-Baa2BBB-14.53%-Floating3mEu-2953mEu+295-100.00000
EEUR18.000-Ba2BB-10.03%-Floating3mEu-5703mEu+510-96.31000
FEUR12.100-B2B--7.00%-Floating3mEu-7753mEu+690-95.13000
M1EUR21.500------------Retained
M2USD23.600------------Retained
Originator(s)
Black Diamond Commercial Finance LLC