Black Diamond CLO Ltd (BLACK) 2021-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1AUSD179.0006.30Aaa-AAA--36.00%-Floating3mL-1253mL+125-100.00000
A1BUSD77.0006.30Aaa-AAA--36.00%-FixedYLD--2.52%2.522%100.00000
A2USD48.0008.20Aa2----24.00%-Floating3mL-1903mL+190-100.00000
BUSD20.0008.90A2----19.00%-Floating3mL-2653mL+265-100.00000
CUSD24.0009.40Baa3----13.00%-Floating3mL-3933mL+390-99.75000
DUSD18.00010.10Ba3----8.50%-Floating3mL-8253mL+748-95.00000
SubUSD40.165--------------Retained
Tranche Comments
A1B: First Pay: 2022-04-22; Redemption: 2023-11-22; B: First Pay: 2022-04-22; Redemption: 2023-11-22; A2: First Pay: 2022-04-22; Redemption: 2023-11-22; A1A: First Pay: 2022-04-22; Redemption: 2023-11-22; C: First Pay: 2022-04-22; Redemption: 2023-11-22; D: First Pay: 2022-04-22; Redemption: 2023-11-22; Sub: First Pay: 2022-04-22; Redemption: 2023-11-22;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 22, 2026
Research
AllReportsSurveillanceOther

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