FINSIGHT

Black Diamond CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	2.010	-	Aaa	-	-	-	-	-	-	Floating	SOFR	-	200	SOFR+200	-	-
A-1a	USD	135.000	-	Aaa	AAA	-	-	-	38.70%	-	Floating	SOFR	-	250	SOFR+250	-	-
A-1b	USD	95.000	-	Aaa	AAA	-	-	-	38.70%	-	Fixed	-	250	-	6.32%	-	-
B	USD	51.250	-	-	AA	-	-	-	25.00%	-	Floating	SOFR	350a	285	SOFR+285	-	-
C	USD	22.500	-	-	A-	-	-	-	19.00%	-	Floating	SOFR	-	450	SOFR+450	-	-
D-1a	USD	3.000	-	-	BBB+	-	-	-	16.90%	-	Floating	SOFR	-	596	SOFR+596	-	-
D-1b	USD	5.000	-	-	BBB+	-	-	-	16.90%	-	Fixed	-	-	-	9.35%	-	-
D-2	USD	8.750	-	-	BBB-	-	-	-	14.50%	-	Floating	SOFR	-	708	SOFR+708	-	-
E	USD	7.000	-	-	BB-	-	-	-	12.70%	-	Floating	SOFR	-	750	SOFR+750	-	-
Sub	USD	42.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

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)

Reinvestment Period End Date

Oct 25, 2027

WAL Test Period (YRS)

WAL Test Period End Date

Oct 25, 2031

Black Diamond Capital Management