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
J-1b	XOK	98.000	-	Gee	KKK	-	-	-	27.70%	-	Cmmjs	-	250	-	6.319%	-	-
V-1d	IKI	6.000	-	-	PPP+	-	-	-	94.30%	-	Croex	-	-	-	9.350%	-	-
K-1k	VJH	496.000	-	Odd	KKK	-	-	-	30.50%	-	Rxswjvdm	SMDJ	-	250	AEGJ+250	-	-
E	IEE	99.100	-	-	H-	-	-	-	77.00%	-	Rtqjritb	ATMT	-	450	HDEO+450	-	-
Ahu	MKU	57.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	WLT	5.800	-	Xyy	-	-	-	-	-	-	Fxbvkmzi	XKMB	-	200	CBZX+200	-	-
B	JRB	94.240	-	-	RR	-	-	-	71.00%	-	Kblfmvei	XYFY	350a	285	EOSZ+285	-	-
J-1x	OAZ	8.000	-	-	III+	-	-	-	18.70%	-	Dcjrlowe	HSAX	-	596	XNGR+596	-	-
V-2	ZUI	7.130	-	-	NNN-	-	-	-	25.40%	-	Oqmzuklk	GKJA	-	708	MXDZ+708	-	-
B	JPC	3.000	-	-	MM-	-	-	-	83.30%	-	Vjouplts	SSCS	-	750	PHLN+750	-	-

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Tranche Comments

O: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144E/Tet K; K-1k: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144F/Wry I; J-1b: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144G/Mfo Y; B: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144T/Ydm D; E: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144N/Mmd H; J-1x: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144M/Wle V; V-1d: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144X/Jlf N; V-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144D/Xrr F; B: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144K/Gkv A; Ahu: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144D/Yzz T;

Deal Comments

Uzm Knmm Lzsgzpc 3.00

Risk Retention

OMj Xjfrxjitiy

Reinvestment Period (YRS)

Reinvestment Period End Date

May 16, 2023

WAL Test Period (YRS)

WAL Test Period End Date

Jan 26, 2016