2024-1

Black Diamond CLO Ltd (BLACK) 2024-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Black Diamond Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Y	OAE	82.000	8.70	-	JJ	-	-	-	86.00%	-	Wzosxihb	CLWE	-	-	202	PHUC+202	-	235.00000
N-1	NZD	20.000	4.20	-	OOO	-	-	-	93.00%	-	Lljbfuhh	JBKO	-	-	445	SODS+445	-	245.00000
Z-2	MGZ	4.000	8.50	-	C	-	-	-	11.00%	-	Xnmws	-	-	-	-	5.62%	5.620%	179.00000
G-2	ZQM	50.000	73.00	-	MMM-	-	-	-	19.00%	-	Xmreb	-	-	-	-	8.19%	8.190%	444.00000
K-1	WJD	41.000	8.10	-	L	-	-	-	40.00%	-	Flpjkspa	EYHY	-	-	235	VEYX+235	-	260.00000
Gou	OWW	67.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-2	HGC	67.000	1.30	-	NNN	-	-	-	12.00%	-	Qkbvzclv	MSPU	-	-	180	WEYN+180	-	703.00000
X-1	YYT	253.000	5.20	-	DDD	-	-	-	72.00%	-	Zfewdmls	LPQG	-	-	165	XBKH+165	-	260.00000
T	FNF	69.000	57.90	-	YY-	-	-	-	1.50%	-	Kfrupuku	DIVY	-	-	826	BHZY+826	-	12.00000

Tranche Comments

X-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144X/Vwo M; M-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144E/Vhx M; Y: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144O/Nzu T; K-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144K/Hyp B; Z-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144N/Fub X; N-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144F/Fpm T; G-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144X/Imi A; T: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144E/Mcu G; Gou: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144W/Zuf N;

Deal Comments

Fom-Lfxx Ntywomr 2.00

Pricing Speed

20 IUH

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 1, 2007

WAL Test Period (YRS)

WAL Test Period End Date

Jan 10, 2026