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
E-1	XVX	180.000	-	Ggg	YYY	-	-	-	Cczxhipm	3vZl	-	-	98	3jTy+98	-	783.00000
C-1	VER	50.000	-	Dg2	QQ	-	-	-	Sydzmqsg	3nJv	-	-	185	3qQc+185	-	154.00000
A	VCY	89.000	-	K2	W	-	-	-	Evmxkvax	3fLr	-	-	260	3kXi+260	-	669.00000
X	MLZ	99.000	-	Lgg3	DDD-	-	-	-	Qskoashv	3pOa	-	-	375	3nCw+375	-	581.00000
K-2	KYX	82.000	-	Zg2	YY	-	-	-	Tpfrx	PNJ	-	-	-	2.500%	2.500%	492.00000
E-2	JNI	90.880	-	Qyy	MMM	-	-	-	Hmbxxofd	3uE	-	-	139	3mQ+139	-	303.00000
Z-3	BXN	11.000	-	Ntt	GGG	-	-	-	Boqoi	XYN	-	-	-	2.500%	2.500%	644.00000

Tranche Comments

E-1: Redemption: 2023-07-22; Registration: 144G/Nux K; E-2: Redemption: 2023-07-22; Registration: 144K/Gmy H; Z-3: Redemption: 2023-07-22; Registration: 144H/Wfi G; C-1: Redemption: 2023-07-22; Registration: 144V/Ffi Q; K-2: Redemption: 2023-07-22; Registration: 144T/Wcf U; A: Redemption: 2023-07-22; Registration: 144W/Uqn A; X: Redemption: 2023-07-22; Registration: 144W/Jle E;

Deal Comments

Jkfjzszujzz. Qwz Bsnn Ikfjwkt 2.00

Risk Retention

Qyeojyntnm

Volcker Compliance

Rqpmzt/Hqz-vqpmzt/Lojneztueefu

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 8, 2013