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
H-1H	BXC	511.000	7.10	Joo	DDD	-	-	-	16.00%	-	Kuqpzrwm	3fP	-	-	143	3yY+143	-	146.00000
D	WPI	48.610	1.20	-	V	-	-	-	65.90%	-	Nwosaecd	3zD	-	-	305	3hH+305	-	401.00000
Rkn	UQQ	85.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C	VAL	18.700	1.20	-	CCC-	-	-	-	62.00%	-	Njffmtsk	3lF	-	-	407	3fE+400	-	14.90000
I-2	IPC	66.690	9.00	-	YY	-	-	-	67.72%	-	Wlbycflt	3tY	-	-	215	3oI+215	-	529.00000
U-1A	XMR	60.000	6.70	Xll	-	-	-	-	92.00%	-	Nsayeeab	3kD	-	-	175	3uO+175	-	549.00000
N	MEY	99.900	1.80	-	RR-	-	-	-	2.60%	-	Ndermaru	3nV	-	-	-	3fA+693	-	-

Tranche Comments

H-1H: First Pay: 2020-01-23; Redemption: 7/22/2021; U-1A: First Pay: 2020-01-23; Redemption: 7/22/2021; I-2: First Pay: 2020-01-23; Redemption: 7/22/2021; D: First Pay: 2020-01-23; Redemption: 7/22/2021; C: First Pay: 2020-01-23; Redemption: 7/22/2021; N: First Pay: 2020-01-23; Redemption: 7/22/2021; Rkn: First Pay: 2020-01-23; Redemption: 7/22/2021;

Reinvestment Period End Date

Sep 1, 2005