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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
L-1l-J2
JUV
52.100
2.00
-
YYY
-
-
-
78.83%
-
Tjpmb
Wxogh
E+190 b
-
2.50%
-
-
L-2p-A2
IIG
92.000
5.94
-
AA
-
-
-
38.18%
-
Bnwip
Qkqrm
O+245 h
-
2.85%
-
-
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Tranche Comments
L-1l-J2: First Pay: 2020-10-26; Registration: 144V Wzkh; L-2p-A2: First Pay: 2020-10-26; Registration: 144W Oqff;
Deal Comments
Cpztjpy Aiwjjpjvjjg
Reinvestment Period (YRS)
7.2
WAL Test Period (YRS)
2.5
B&I
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