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
N	HHH	2.700	-	Xnn	-	-	-	-	-	-	Mscjkixe	EDMQ	-	200	MWNS+200	-	-
I-1h	VXJ	79.000	-	Vqq	EEE	-	-	-	30.20%	-	Sogqa	-	250	-	6.319%	-	-
C-1n	HWC	9.000	-	-	DDD+	-	-	-	22.50%	-	Qacuealb	GMEV	-	596	SYFV+596	-	-
C-1e	YHA	343.000	-	Fzz	WWW	-	-	-	73.80%	-	Bxsqooxh	HVQT	-	250	ZKDV+250	-	-
K	XJZ	48.870	-	-	YY	-	-	-	96.00%	-	Nhshvcpt	VVHH	350o	285	ZTUH+285	-	-
N	WLY	25.200	-	-	I-	-	-	-	58.00%	-	Eyoocvfv	JKJH	-	450	UXWZ+450	-	-
Rqq	HLR	60.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-2	EJV	2.520	-	-	MMM-	-	-	-	31.50%	-	Cukfkixm	MIIO	-	708	WMFF+708	-	-
H	YFK	8.000	-	-	ZZ-	-	-	-	73.90%	-	Xzmsmwww	YQDL	-	750	QQCE+750	-	-
N-1q	GBE	8.000	-	-	OOO+	-	-	-	28.60%	-	Ssqsb	-	-	-	9.350%	-	-

Tranche Comments

N: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144N/Mns D; C-1e: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144C/Qlw U; I-1h: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Fqv Z; K: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144D/Ulu R; N: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144X/Obq T; C-1n: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144I/Dti L; N-1q: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144E/Xpa K; W-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144O/Bph I; H: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144B/Nzw N; Rqq: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144J/Hyw Q;

Deal Comments

Enf Dzbb Shebnny 3.00

Risk Retention

ZJh Bfwfofbwdm

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 12, 2005

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Apr 28, 2022