Black Diamond CLO DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Black Diamond Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
A-2	OHK	36.110	-	Ghh	OOO	-	-	-	Rlxjwvdc	3uK	-	-	139	3oK+139	-	360.00000
R	MYE	46.000	-	Xdd3	TTT-	-	-	-	Lffurruc	3jQv	-	-	375	3nBc+375	-	955.00000
Z-3	BGG	34.000	-	Ptt	SSS	-	-	-	Ftshq	ZZB	-	-	-	2.500%	2.500%	434.00000
A	IQZ	48.000	-	J2	O	-	-	-	Ukrdblum	3hTb	-	-	260	3dJc+260	-	191.00000
U-1	EBU	131.000	-	Eii	LLL	-	-	-	Ywvvqeym	3oZa	-	-	98	3nPz+98	-	379.00000
P-1	EHS	12.000	-	Hg2	TT	-	-	-	Odrssfkg	3aXa	-	-	185	3aIc+185	-	941.00000
G-2	TWO	11.000	-	Sm2	MM	-	-	-	Hmcpf	FNC	-	-	-	2.500%	2.500%	347.00000

Tranche Comments

U-1: Redemption: 2023-07-22; Registration: 144C/Apk U; A-2: Redemption: 2023-07-22; Registration: 144M/Wab Z; Z-3: Redemption: 2023-07-22; Registration: 144H/Dfc Z; P-1: Redemption: 2023-07-22; Registration: 144M/Fjh R; G-2: Redemption: 2023-07-22; Registration: 144W/Lla D; A: Redemption: 2023-07-22; Registration: 144U/Bab N; R: Redemption: 2023-07-22; Registration: 144N/Fci Q;

Deal Comments

Zwwvhmhavhg. Rhh Emuu Ewqvhjt 2.00

Risk Retention

Ruxmfuhbxh

Volcker Compliance

Twsmrk/Lwr-jwsmrk/Xkkwdrkideqi

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 21, 2013