Black Diamond CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1EUR187.000-AaaAAA---Floating3mEu-983mEu+98-100.00000
A-2USD34.360-AaaAAA---Floating3mL-1393mL+139-100.00000
A-3USD25.000-AaaAAA---FixedYLD--2.500%2.500%100.00000
B-1EUR27.000-Aa2AA---Floating3mEu-1853mEu+185-100.00000
B-2EUR25.000-Aa2AA---FixedYLD--2.500%2.500%100.00000
CEUR22.000-A2A---Floating3mEu-2603mEu+260-100.00000
DEUR25.000-Baa3BBB----Floating3mEu-3753mEu+375-100.00000
Tranche Comments
A-1: Redemption: 2023-07-22; Registration: 144A/Reg S; A-2: Redemption: 2023-07-22; Registration: 144A/Reg S; A-3: Redemption: 2023-07-22; Registration: 144A/Reg S; B-1: Redemption: 2023-07-22; Registration: 144A/Reg S; B-2: Redemption: 2023-07-22; Registration: 144A/Reg S; C: Redemption: 2023-07-22; Registration: 144A/Reg S; D: Redemption: 2023-07-22; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 2.00
Risk Retention
Horizontal
Volcker Compliance
Voting/Non-voting/Exchangeable
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 15, 2023
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DSDO64.000-Zzz2TTT-20.85%-Gqxwaeue3lXh-2953cLq+295-371.00000
N2MAA89.700-YssSSS-41.00%-Xbhoczuz3qW-1303tJ+130-657.00000
T1DDX442.000-MddTTT-28.00%-Obozyhns3lYo-863dVr+86-900.00000
S3FFT40.000-HuuLLL-42.00%-IfmjhRFS--1.220%1.220%393.00000
T4WUP55.000-DjjAAA-12.00%-IzcexVSW--3.400%3.400%713.00000
RZHS63.200-L2V--5.00%-Slwvmyol3xCt-7753hZd+690-56.49000
SECN71.300-P2V-88.85%-Adxroyqy3bJk-1953wLe+195-490.00000
GAXV52.000-Kz2AA-54.30%-Ywdwpqop3zGa-5703kWm+510-39.29000
CPCK85.000-Dw2KK-70.00%-Iropffbq3hHz-1403aSg+140-635.00000
O1BPW52.700------------Retained
A2BJE17.600------------Retained
Originator(s)
Wthat Oyhvoag Kovvafayht Eyahaaa EEK

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