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
D-1	QBU	77.000	9.30	-	T	-	-	-	61.00%	-	Kblywmlv	POYF	-	-	235	YYED+235	-	374.00000
E-1	TVE	994.000	1.10	-	TTT	-	-	-	17.00%	-	Wzywcuua	IVFB	-	-	165	BGLG+165	-	390.00000
E	GJA	63.000	6.20	-	DD	-	-	-	56.00%	-	Avofujvw	LYAY	-	-	202	JBBW+202	-	219.00000
S-2	QEW	3.000	3.40	-	T	-	-	-	33.00%	-	Jrrtc	-	-	-	-	5.62%	5.620%	496.00000
R-2	VUE	61.000	6.30	-	ZZZ	-	-	-	25.00%	-	Semesrev	ZNOM	-	-	180	KMON+180	-	231.00000
R-2	YZX	94.000	44.00	-	III-	-	-	-	96.00%	-	Sscoa	-	-	-	-	8.19%	8.190%	690.00000
Arf	JRS	61.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	NRC	82.000	10.50	-	AA-	-	-	-	6.10%	-	Affrcuwt	CXLV	-	-	826	PIST+826	-	73.00000
P-1	IQE	66.000	4.10	-	UUU	-	-	-	39.00%	-	Cxjxvwqb	JVVY	-	-	445	DZWJ+445	-	880.00000

Tranche Comments

E-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Y/Nmt T; R-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144F/Gzg X; E: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144K/Aet B; D-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144G/Tzd B; S-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144W/Vhg F; P-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144E/Nko N; R-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Hob J; O: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Z/Qme L; Arf: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144D/Icg J;

Deal Comments

Buw-Etgg Gayauys 2.00

Pricing Speed

20 MMM

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 21, 2015

WAL Test Period (YRS)

WAL Test Period End Date

May 28, 2010