Black Diamond CLO Ltd (BLACK) 2022-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD2.010-Aaa------FloatingSOFR-200SOFR+200--
A-1aUSD135.000-AaaAAA---38.70%-FloatingSOFR-250SOFR+250--
A-1bUSD95.000-AaaAAA---38.70%-Fixed-250-6.319%--
BUSD51.250--AA---25.00%-FloatingSOFR350a285SOFR+285--
CUSD22.500--A----19.00%-FloatingSOFR-450SOFR+450--
D-1aUSD3.000--BBB+---16.90%-FloatingSOFR-596SOFR+596--
D-1bUSD5.000--BBB+---16.90%-Fixed---9.350%--
D-2USD8.750--BBB----14.50%-FloatingSOFR-708SOFR+708--
EUSD7.000--BB----12.70%-FloatingSOFR-750SOFR+750--
SubUSD42.500--------------Retained
Tranche Comments
X: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; A-1a: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; A-1b: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; B: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; C: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; D-1a: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; D-1b: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; D-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; E: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; Sub: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 3.00
Risk Retention
EU: Horizontal
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 25, 2027
WAL Test Period (YRS)
9
WAL Test Period End Date
Oct 25, 2031
Research
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