2022-1

Black Diamond CLO Ltd (BLACK) 2022-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1w	TKM	8.000	-	-	QQQ+	-	-	-	67.60%	-	Rcxqw	-	-	-	9.350%	-	-
E	EUP	44.500	-	-	C-	-	-	-	12.00%	-	Ukbcfkxp	KUES	-	450	AJXG+450	-	-
W-2	ZJW	3.590	-	-	NNN-	-	-	-	89.10%	-	Oyexslve	LXYW	-	708	QNXO+708	-	-
I-1i	ZSJ	334.000	-	Laa	JJJ	-	-	-	81.80%	-	Uhzhuowc	IJTY	-	250	UJMS+250	-	-
J	BBR	2.000	-	-	CC-	-	-	-	25.70%	-	Pbxzdjhr	UXKB	-	750	UEUA+750	-	-
W-1j	LHJ	59.000	-	Xtt	DDD	-	-	-	92.70%	-	Asciv	-	250	-	6.319%	-	-
Xsz	XFH	16.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	QXU	30.950	-	-	VV	-	-	-	76.00%	-	Xdcwhjlx	AGPR	350k	285	CZMS+285	-	-
B-1r	ITC	7.000	-	-	WWW+	-	-	-	98.20%	-	Ibsbvlwx	GXMH	-	596	VWBZ+596	-	-
Y	LAC	3.800	-	Roo	-	-	-	-	-	-	Pcevrdfx	HIKK	-	200	MZDO+200	-	-

Tranche Comments

Y: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144F/Wdl D; I-1i: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144F/Ifb D; W-1j: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144O/Bjt M; M: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144K/Ykx M; E: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144N/Zkn D; B-1r: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144V/Fky H; D-1w: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144G/Evc Z; W-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144P/Ukv P; J: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144M/Oef W; Xsz: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144K/Tss N;

Deal Comments

Aco Ljll Nwznceu 3.00

Risk Retention

BWw Esxkjsbmnb

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 5, 1999

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)