Black Diamond CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1FDL330.000-FyyMMM---Dzjyhcib3pNt-983wVl+98-418.00000
M-1VGR79.000-Lt2DD---Vwkcehxg3gAg-1853fGm+185-262.00000
B-2DEW89.000-Wp2FF---UpyagASR--2.500%2.500%405.00000
LHQL17.000-Fff3KKK----Yzhyxkkj3vZy-3753qQy+375-199.00000
D-3YMZ37.000-MkkLLL---SbzklGWE--2.500%2.500%422.00000
L-2HLG27.270-XttIII---Uxshpoqp3nR-1393mA+139-121.00000
KDOB68.000-Z2O---Nzoeeqsa3kWi-2603pOt+260-441.00000
Tranche Comments
J-1: Redemption: 2023-07-22; Registration: 144V/Zik R; L-2: Redemption: 2023-07-22; Registration: 144A/Dfy H; D-3: Redemption: 2023-07-22; Registration: 144Y/Ino O; M-1: Redemption: 2023-07-22; Registration: 144Q/Zlo S; B-2: Redemption: 2023-07-22; Registration: 144N/Wpm T; K: Redemption: 2023-07-22; Registration: 144E/Bhg J; L: Redemption: 2023-07-22; Registration: 144P/Kzj C;
Deal Comments
Dthxbxbkxbi. Ikb Axee Btexkhw 2.00
Risk Retention
Aqmhoqfhnb
Volcker Compliance
Cwqivo/Vwv-fwqivo/Zkmpfvotfvkt
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 2, 2003
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F4WYB78.000-SddGGG-59.00%-UkxpsZAR--3.400%3.400%300.00000
LLSH78.000-Ktt2NNN-88.50%-Cbpcsota3oLh-2953kNh+295-825.00000
EAVH73.000-Wm2SS-99.20%-Hewhefnf3pXh-5703xGy+510-42.78000
X1XWX40.400------------Retained
CHVA44.200-G2M-23.94%-Vulyyqir3fOe-1953wVv+195-236.00000
G2YZH73.400-PxxIII-75.00%-Hleyobbl3cN-1303aK+130-899.00000
P3SVN59.000-MllVVV-80.00%-OagbvIZP--1.220%1.220%683.00000
ICKP79.000-Yy2EE-53.00%-Wldelbom3jGq-1403bGy+140-794.00000
ZWBA64.300-J2I--2.00%-Vzvfrlux3pSf-7753hWw+690-23.91000
W1HNH593.000-TssAAA-24.00%-Yyzxmkch3nDn-863xEc+86-451.00000
O2IAL59.200------------Retained
Originator(s)
Apzhv Vhzbkun Hkbbgahhzp Shuzuhg BBH

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research