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Market Overview
Collateralized Loans (CLOs)
Broadly Syndicated
Parent Companies
Black Diamond Capital Management
Black Diamond CLO Ltd
2016-1(R)
Black Diamond CLO Ltd (BLACK) 2016-1(R)
ABS
CLOS
BLACK 2016-1(R) (USD 35m)
Black Diamond Capital Management
GSC
USOA
Sep 3, 2020
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
A-2j-E2
VCI
13.000
9.96
-
NN
-
-
-
25.78%
-
Fapbu
Hkxdq
T+245 w
-
2.85%
-
-
N-1s-F2
QQH
99.170
7.00
-
FFF
-
-
-
57.70%
-
Zlllu
Xwwez
A+190 r
-
2.50%
-
-
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Tranche Comments
N-1s-F2: First Pay: 2020-10-26; Registration: 144L Wfpi; A-2j-E2: First Pay: 2020-10-26; Registration: 144K Tazu;
Deal Comments
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Reinvestment Period (YRS)
4.2
WAL Test Period (YRS)
3.1
B&I
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