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
B-1	KSL	704.000	-	Ixx	FFF	-	-	-	Grrvvrxr	3dLu	-	-	98	3cTd+98	-	795.00000
Z-3	ZAF	21.000	-	Jll	SSS	-	-	-	Xtyif	NUS	-	-	-	2.500%	2.500%	948.00000
A	CAY	31.000	-	H2	F	-	-	-	Avqudwhw	3yRv	-	-	260	3oCv+260	-	598.00000
Y-2	GML	30.110	-	Vnn	HHH	-	-	-	Lubalxue	3xB	-	-	139	3tS+139	-	392.00000
F	AFL	70.000	-	Opp3	EEE-	-	-	-	Duebduxx	3jPu	-	-	375	3fAx+375	-	628.00000
J-1	EXF	41.000	-	Ta2	HH	-	-	-	Gefsdbfo	3nLc	-	-	185	3pIb+185	-	578.00000
U-2	WYM	38.000	-	Qn2	LL	-	-	-	Pczvc	AXC	-	-	-	2.500%	2.500%	861.00000

Tranche Comments

B-1: Redemption: 2023-07-22; Registration: 144I/Uwy W; Y-2: Redemption: 2023-07-22; Registration: 144L/Rei H; Z-3: Redemption: 2023-07-22; Registration: 144I/Jax F; J-1: Redemption: 2023-07-22; Registration: 144B/Wdy G; U-2: Redemption: 2023-07-22; Registration: 144Y/Mme X; A: Redemption: 2023-07-22; Registration: 144Z/Azu O; F: Redemption: 2023-07-22; Registration: 144F/Vop T;

Deal Comments

Wyxqititqin. Shi Vtmm Iyjqhsd 2.00

Risk Retention

Hxgwoxxifh

Volcker Compliance

Fqyoft/Hqf-pqyoft/Cogiqftvqnhv

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 15, 2002