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
R-2	FOK	85.620	-	Iee	NNN	-	-	-	Xzykxwja	3uO	-	-	139	3yF+139	-	571.00000
S-3	URV	20.000	-	Xjj	CCC	-	-	-	Jcjgt	SJP	-	-	-	2.500%	2.500%	714.00000
I	IJE	64.000	-	Hii3	KKK-	-	-	-	Ewrzcbun	3yLr	-	-	375	3tGu+375	-	643.00000
V	TXU	57.000	-	Q2	M	-	-	-	Tzywuyhw	3wFs	-	-	260	3pEi+260	-	248.00000
P-2	LIW	73.000	-	Gt2	HH	-	-	-	Uwtfl	XQL	-	-	-	2.500%	2.500%	577.00000
P-1	DQD	216.000	-	Paa	JJJ	-	-	-	Pmzkxybf	3gQi	-	-	98	3nDk+98	-	235.00000
N-1	AJO	93.000	-	Ud2	OO	-	-	-	Ddmvupwk	3tEp	-	-	185	3dUh+185	-	275.00000

Tranche Comments

P-1: Redemption: 2023-07-22; Registration: 144V/Uod D; R-2: Redemption: 2023-07-22; Registration: 144E/Ahs L; S-3: Redemption: 2023-07-22; Registration: 144U/Zqp H; N-1: Redemption: 2023-07-22; Registration: 144N/Ykx Y; P-2: Redemption: 2023-07-22; Registration: 144U/Mof N; V: Redemption: 2023-07-22; Registration: 144J/Mjy Q; I: Redemption: 2023-07-22; Registration: 144B/Qfo W;

Deal Comments

Utyviwizvik. Sqi Vwii Qttvqdj 2.00

Risk Retention

Hougboyeed

Volcker Compliance

Vwszmm/Owm-owszmm/Ifbbimmxiabx

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 1999