2021-1(R)

Black Diamond CLO Ltd (BLACK) 2021-1(R)

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
T-1t	QGI	99.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-Q	GPF	97.000	6.70	Xaa3	-	-	-	-	54.00%	-	-	-	-	325-330	-	-	-	-
Y-1d-E	TZZ	660.000	4.80	Sgg	-	-	-	-	63.20%	-	-	-	-	122-127	-	-	-	-
V-2-K	QKM	12.000	1.50	Yl2	-	-	-	-	67.30%	-	-	-	-	170-175	-	-	-	-
B-Y	ZVO	47.000	6.80	O2	-	-	-	-	24.40%	-	-	-	-	195-200	-	-	-	-
J-O	KAO	87.000	8.80	Op3	-	-	-	-	2.20%	-	-	-	-	675-700	-	-	-	-
Prf	ESP	90.880	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-1d-E: First Pay: 2025-10-22; Registration: 144T/Nrj G; T-1t: First Pay: 2025-10-22; Registration: 144N/Yck E; V-2-K: First Pay: 2025-10-22; Registration: 144X/Kdw W; B-Y: First Pay: 2025-10-22; Registration: 144N/Wju F; A-Q: First Pay: 2025-10-22; Registration: 144U/Txx N; J-O: First Pay: 2025-10-22; Registration: 144U/Asx I; Prf: First Pay: 2025-10-22; Registration: 144Y/Xjx F;

Deal Comments

Qhqbxaxtbxc. Asx-Wazz Nhbbsei 1.00

Risk Retention

JI -Jzr

Reinvestment Period (YRS)

4.60

Reinvestment Period End Date

Jan 2, 2016