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
Euu	GPS	25.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	ALP	6.900	-	Axx	-	-	-	-	-	-	Armuyhdv	BDYZ	-	200	PMGH+200	-	-
X-2	CVE	8.230	-	-	YYY-	-	-	-	16.50%	-	Szoljdmd	UZKM	-	708	GVYK+708	-	-
R-1d	HFM	425.000	-	Loo	TTT	-	-	-	38.20%	-	Iszszhhp	QSUF	-	250	LACG+250	-	-
M-1x	FST	45.000	-	Qaa	WWW	-	-	-	96.20%	-	Anrzj	-	250	-	6.319%	-	-
N	MHA	88.630	-	-	CC	-	-	-	16.00%	-	Wwcwojvm	XLVV	350y	285	UYCX+285	-	-
K-1b	VZH	9.000	-	-	KKK+	-	-	-	67.90%	-	Swrlxuew	ASFT	-	596	AIVL+596	-	-
L-1p	XMJ	7.000	-	-	MMM+	-	-	-	42.60%	-	Vazxd	-	-	-	9.350%	-	-
R	GXG	73.300	-	-	E-	-	-	-	52.00%	-	Dlwmqhca	KQNZ	-	450	PTTK+450	-	-
B	FTD	8.000	-	-	XX-	-	-	-	85.50%	-	Wdqqmift	CEJO	-	750	LDMH+750	-	-

Tranche Comments

U: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144M/Awu Q; R-1d: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144K/Dvd N; M-1x: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Q/Gld N; N: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Q/Xal F; R: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144O/Uvr G; K-1b: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144D/Arf C; L-1p: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144X/Zdn H; X-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144V/Jvm I; B: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Z/Psv C; Euu: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144L/Wmn T;

Deal Comments

Wby Xxgg Kpmiblw 3.00

Risk Retention

GQm Nbohxbibfv

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 8, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Jun 14, 2017