2022-1

Black Diamond CLO Ltd (BLACK) 2022-1

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
I-1y	FGQ	1.000	-	-	ZZZ+	-	-	-	82.10%	-	Hyyqzrjt	NSGN	-	-	596	QHNN+596	-	-
C-1u	GAG	713.000	-	Baa	QQQ	-	-	-	93.80%	-	Nxqqztqt	GSHA	-	-	250	EYYU+250	-	-
U	VJW	39.100	-	-	H-	-	-	-	97.00%	-	Typylkxh	TVYR	-	-	450	XIOS+450	-	-
H-1l	FAF	76.000	-	Fjj	FFF	-	-	-	41.10%	-	Gibmc	-	-	250	-	6.319%	-	-
L	KIW	75.700	-	-	YY	-	-	-	23.00%	-	Jdfycmui	DOPT	-	350s	285	WOVS+285	-	-
E	TVY	8.200	-	Yww	-	-	-	-	-	-	Mjbyxady	HIIG	-	-	200	GJTL+200	-	-
Z-2	WAF	8.870	-	-	FFF-	-	-	-	87.90%	-	Mylsojit	AYBF	-	-	708	BKFZ+708	-	-
H	EAG	9.000	-	-	OO-	-	-	-	97.80%	-	Mhqhfesu	AZVF	-	-	750	LAOU+750	-	-
Aga	BHN	87.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-1q	HFC	9.000	-	-	III+	-	-	-	20.10%	-	Ocyyj	-	-	-	-	9.350%	-	-

Tranche Comments

E: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144W/Usq N; C-1u: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144C/Fnx I; H-1l: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144G/Dcj L; L: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144P/Mps C; U: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144L/Qip R; I-1y: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Q/Nig A; W-1q: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144P/Ytl E; Z-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144P/Zpa R; H: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Ndx V; Aga: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144X/Vld R;

Deal Comments

Vbh Huaa Zsnmbhe 3.00

Risk Retention

RTs Zpbmbpvmyw

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 29, 2023

WAL Test Period (YRS)

WAL Test Period End Date

Sep 3, 2025