| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1R | USD | 202.767 | 0.93 | - | AAA | - | - | - | 55.29% | - | Floating | 3mL | - | 120 | 3mL+120 | - | 100.00000 |
| A-2R | USD | 37.375 | 2.21 | - | AAA | - | - | - | 47.05% | - | Floating | 3mL | - | 145 | 3mL+145 | - | 100.00000 |
| B-R | USD | 34.500 | 2.51 | - | AA | - | - | - | 39.44% | - | Floating | 3mL | - | 170 | 3mL+170 | - | 100.00000 |
| C-R | USD | 51.750 | 3.05 | - | A | - | - | - | 28.03% | - | Floating | 3mL | - | 240 | 3mL+240 | - | 100.00000 |
| D-R | USD | 34.500 | 3.70 | - | BBB- | - | - | - | 20.42% | - | Floating | 3mL | - | 340 | 3mL+340 | - | 100.00000 |
| Equity | USD | 64.915 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1R: Registration: 144A/Reg S;
A-2R: Registration: 144A/Reg S;
B-R: Registration: 144A/Reg S;
C-R: Registration: 144A/Reg S;
D-R: Registration: 144A/Reg S;
Equity: Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 0.5
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Black Diamond CLO 2022-1: Post-re WAL pass rule signals stricter Black Diamond deal | Scorecard | Dealscribe | Jan 25, 2023
|