Black Diamond CLO Ltd

Deals

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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HpsVLU65.917--------------Retained
UUOQ82.0007.70L2----67.00%-Woqafboa3wE-2653qJ+265-480.00000
I1IJFR856.0002.50Bgg-NNN--92.00%-Mdbfksnd3nX-1253dL+125-489.00000
X1RLEI38.0004.20Xzz-SSS--17.00%-CrvuaIXF--2.52%2.522%700.00000
LNNN95.0001.10Ogg3----31.00%-Ilpkedyt3iJ-3933gN+390-81.38000
AEKX71.00065.90To3----6.60%-Kppxlvdv3gO-8253hL+748-95.00000
S2JEF30.0002.40Gm2----60.00%-Gzfwctvf3sW-1903sD+190-400.00000
Tranche Comments
X1R: First Pay: 2022-04-22; Redemption: 2023-11-22; U: First Pay: 2022-04-22; Redemption: 2023-11-22; S2: First Pay: 2022-04-22; Redemption: 2023-11-22; I1I: First Pay: 2022-04-22; Redemption: 2023-11-22; L: First Pay: 2022-04-22; Redemption: 2023-11-22; A: First Pay: 2022-04-22; Redemption: 2023-11-22; Hps: First Pay: 2022-04-22; Redemption: 2023-11-22;
Deal Comments
Xcq Dkff Smezcna 2.00
Risk Retention
DT - Qhb
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1HTMU2.0008.87B2----24.10%-Quzxcdzp3aV-2303dC+230-355.00000
W1WQMZV145.8007.12CwwQQQ---26.60%-Ahjqathj3aO-1053jN+105-119.00000
P2RHYO19.2006.66Op1----26.50%-Gpbjsrvb3lI-1653iW+165-106.00000
Tranche Comments
A1H: First Pay: 2021-10-25; Redemption: 2022-01-26; P2R: First Pay: 2021-10-25; Redemption: 2022-01-26; W1WQ: First Pay: 2021-10-25; Redemption: 2022-01-26;
Deal Comments
Jevtibintix. Wni Xbww Mestnaf 1.00
Risk Retention
TO - Deq
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1h-CYZQ11.0001.60Wtt----24.87%-Xmqwy-220d-2.50%--
B-2v-QGXP13.0009.83Xu2----52.10%-Kgvtt-250o-3.14%--
V-2-RWYJ43.0002.18I3----35.21%-Iijhs-280z-3.85%--
Tranche Comments
B-2v-Q: First Pay: 2021-01-25; Registration: 144Q/Lzz R; V-2-R: First Pay: 2021-01-25; Registration: 144C/Mun M; A-1h-C: First Pay: 2021-01-25; Registration: 144P/Noi Y;
Deal Comments
Sqvpsqx Dpisuqufsut. cFsu Pqxx Spvssvj Y-1a-D, F-2-Dj 1.00b Y-2a-Dj 0.75
Reinvestment Period (YRS)
5.60
WAL Test Period (YRS)
5.39
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2c-J2IHZ14.0007.21-XX---68.21%-DqtgxLklgtL+245 k-2.85%--
H-1w-K2HJJ30.7703.00-KKK---73.58%-WwmyoLcbtkY+190 a-2.50%--
Tranche Comments
H-1w-K2: First Pay: 2020-10-26; Registration: 144B Judm; L-2c-J2: First Pay: 2020-10-26; Registration: 144D Hxsu;
Deal Comments
Hvxkmvi Ojammvmfmmd
Reinvestment Period (YRS)
1.6
WAL Test Period (YRS)
6.7
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-2GWL30.5508.00-SS---45.91%-Fzfzupsk3mZ-2153jE+215-460.00000
RgiLHG63.000---------------
IRGN45.2007.20-V---85.80%-Tjxalwcw3kH-3053cN+305-366.00000
QIIB55.7005.80-OO----3.50%-Ywfxlxof3rS--3hQ+693--
LYXS84.8007.80-BBB----55.00%-Cdyvedss3bZ-4073bY+400-46.90000
I-1ITWD398.0006.50FssRRR---63.00%-Vpyjepvv3zF-1433yH+143-682.00000
X-1ZEVT61.0001.60Sqq----45.00%-Dueocenj3bA-1753pE+175-301.00000
Tranche Comments
Rgi: First Pay: 2020-01-23; Redemption: 7/22/2021; I: First Pay: 2020-01-23; Redemption: 7/22/2021; X-1Z: First Pay: 2020-01-23; Redemption: 7/22/2021; L: First Pay: 2020-01-23; Redemption: 7/22/2021; Q: First Pay: 2020-01-23; Redemption: 7/22/2021; R-2: First Pay: 2020-01-23; Redemption: 7/22/2021; I-1I: First Pay: 2020-01-23; Redemption: 7/22/2021;
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1ZEAMF18.000-Orr------Evxhg---0.038%--
E-2Z-IFAY47.000--------Kfkso---0.046%--
M-VROX32.000--------Sekbuzna3kP--3tX+198--
E-1ERJNE403.000-Kaa------Qwbylrle3mY--3hU+103--
H-GGBG93.400--------Ovpodkwx3xY--3uY+560--
J-2JEZOA61.900--------Oyzcdsyo3hW--3xJ+175--
T-PAXV10.100--------Wyrhwixd3gP--3wW+300--
Deal Comments
Rsdkuwubkue
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1CZIC73.200--W-----Oewxqjkq3tI--3oH+245--
H-VULH11.500--UUU-----Xvfpckrb3yQ--3sT+360--
N-2EVQP79.000--W-----Dtstmipt3qT--3sP+245--
Q2XEPI80.200--YY-----Zxhczvll3sQ--3dW+155--
K-1IRUX516.200-NppRRR-----Zhoucjeb3zA--3uK+115--
Deal Comments
Rbzetituetq
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P2PXCB14.500--QQ-----Qymlajxw3dX--3iO+145--
X-LPRD63.100--FFF-----Rlokfafb3zA--3uD+345--
B-QIRL60.900--U-----Pmdqafae3oQ--3yE+250--
I-1SPLR961.400-PggWWW-----Qbvmjeql3cH--3yL+105--
Deal Comments
Slwrvivfrvi
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A2XBTX12.000-Th2------Jmugb---0.038%--
EPEV44.000-Nw3------Eqfqudww3kC--3yU+740--
R-1RMGB890.100-MccMMM-----Csbuymys3hG--3vZ+129--
F-1DKIB55.000-CeeVVV-----Fuqzo---0.033%--
K-1JVW4.000-A2------Tkejxmop3sT--3oI+287--
K-2HBP36.000-Q2------Muhea---0.048%--
PsjjexJPM32.400---------------
JUZB50.000-Err3------Acdjxvtv3sH--3yS+410--
H-2HRUI79.100-El2------Wessohkv3jA--3lZ+180--
HXOB6.600-TccJJJ-----Sreoafdj3bY--3gN+100--
Refinancing
Yes

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