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
Y	HME	12.650	-	-	RR	-	-	-	93.00%	-	Vwzmwwnb	AAQV	-	350a	285	HNES+285	-	-
C	TUB	94.900	-	-	X-	-	-	-	96.00%	-	Jqhmjmaf	EXBD	-	-	450	GJIU+450	-	-
B-1r	FPO	1.000	-	-	HHH+	-	-	-	56.10%	-	Bcpmk	-	-	-	-	9.350%	-	-
Q	BTZ	5.100	-	Moo	-	-	-	-	-	-	Fflpduuy	ZZSZ	-	-	200	QMQN+200	-	-
F-1b	QPW	866.000	-	Nee	FFF	-	-	-	56.90%	-	Yzoqauht	TLNY	-	-	250	ZOJJ+250	-	-
I-1z	XUO	11.000	-	Bzz	III	-	-	-	27.70%	-	Mwlch	-	-	250	-	6.319%	-	-
V-1r	YSD	2.000	-	-	PPP+	-	-	-	40.70%	-	Ibphqewj	MSKU	-	-	596	IECR+596	-	-
L-2	FYA	2.800	-	-	KKK-	-	-	-	46.30%	-	Kafdmhab	XSNE	-	-	708	HWNP+708	-	-
B	RTN	5.000	-	-	II-	-	-	-	70.10%	-	Pqvbzajq	CYBL	-	-	750	DKQC+750	-	-
Ixp	PCJ	25.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144N/Hum Z; F-1b: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144X/Rub Y; I-1z: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144B/Ric X; Y: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144V/Bsv E; C: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144O/Qun U; V-1r: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144M/Jlc X; B-1r: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144W/Njm V; L-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144X/Ayj H; B: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144C/Ldy C; Ixp: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Bmg E;

Deal Comments

Mqn Ixzz Ouqfqwy 3.00

Risk Retention

DAo Juphoumqro

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 2, 1997

WAL Test Period (YRS)

WAL Test Period End Date

Feb 23, 2012