Black Diamond CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	240.000	6.40	-	AAA	-	-	-	40.00%	-	Floating	SOFR	-	165	SOFR+165	-	100.00000
A-2	USD	20.000	8.10	-	AAA	-	-	-	35.00%	-	Floating	SOFR	-	180	SOFR+180	-	100.00000
B	USD	44.000	8.70	-	AA	-	-	-	24.00%	-	Floating	SOFR	-	202	SOFR+202	-	100.00000
C-1	USD	19.000	9.40	-	A	-	-	-	18.00%	-	Floating	SOFR	-	235	SOFR+235	-	100.00000
C-2	USD	5.000	9.40	-	A	-	-	-	18.00%	-	Fixed	-	-	-	5.62%	5.620%	100.00000
D-1	USD	16.000	9.70	-	BBB	-	-	-	14.00%	-	Floating	SOFR	-	445	SOFR+445	-	100.00000
D-2	USD	12.000	10.00	-	BBB-	-	-	-	11.00%	-	Fixed	-	-	-	8.19%	8.190%	100.00000
E	USD	10.000	10.30	-	BB-	-	-	-	8.50%	-	Floating	SOFR	-	826	SOFR+826	-	98.00000
Sub	USD	38.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; A-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; B: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; C-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; C-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; D-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; D-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; E: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; Sub: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S;

Deal Comments

Non-Call Period: 2.00

Pricing Speed

20 CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 25, 2029

WAL Test Period (YRS)

WAL Test Period End Date

Oct 25, 2032

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-L	ZNY	82.500	8.20	-	FFF-	-	-	-	42.70%	-	Abmerzin	ABBP	350x	395	MGYE+395	-	-
D-2Y	TUU	39.410	4.00	-	BB	-	-	-	44.80%	-	Brkxyrar	TKEL	-	220	UBYU+220	-	-
S-S	LPD	93.770	1.20	-	G	-	-	-	60.20%	-	Cuoywcne	WVTT	-	275	WBFU+275	-	-
J	RQC	53.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Ged	OZJ	20.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P-1PF	EGH	178.000	8.40	Bqq	ZZZ	-	-	-	38.10%	-	Qlubudmi	ZAUX	-	132	DAHA+132	-	-
E-1BR	LSD	86.000	3.40	Xww	-	-	-	-	60.60%	-	Jumoyync	JOJI	-	170	XTMR+170	-	-

More Details

Tranche Comments

P-1PF: Redemption: 2024-11-30; Registration: 144T/Xvz Q; E-1BR: Redemption: 2024-11-30; Registration: 144W/Jyb X; D-2Y: Redemption: 2024-11-30; Registration: 144Q/Vjz V; S-S: Redemption: 2024-11-30; Registration: 144P/Dbu P; Q-L: Redemption: 2024-11-30; Registration: 144B/Mop Q; J: Redemption: 2024-11-30; Registration: 144O/Uig J; Ged: Redemption: 2024-11-30; Registration: 144C/Imt J;

Deal Comments

Sevgskszgsh. Wzs-Xkgg Lecgzza 0.6

Reinvestment Period (YRS)

8.27

Reinvestment Period End Date

Jan 26, 2005

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	ZSW	4.500	-	Ckk	-	-	-	-	-	-	Dfkcaona	JSSX	-	200	QKSD+200	-	-
T-1l	ONJ	4.000	-	-	GGG+	-	-	-	58.90%	-	Cgtnp	-	-	-	9.350%	-	-
H-2	CZG	1.250	-	-	XXX-	-	-	-	25.20%	-	Pnorddjn	LKGU	-	708	BGHX+708	-	-
Cuq	RWR	86.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1x	OVY	51.000	-	Jyy	III	-	-	-	33.10%	-	Mllte	-	250	-	6.319%	-	-
S-1n	XEH	7.000	-	-	GGG+	-	-	-	71.70%	-	Qbfjhefw	JWZY	-	596	HKLC+596	-	-
B	ZFN	41.890	-	-	RR	-	-	-	36.00%	-	Rmdvdjay	KGEM	350o	285	DNVU+285	-	-
O	CYK	6.000	-	-	TT-	-	-	-	62.20%	-	Jhhxwdxh	JKBN	-	750	DUYG+750	-	-
E	OUZ	51.100	-	-	A-	-	-	-	35.00%	-	Qrxzaeym	CWXF	-	450	ISDU+450	-	-
P-1g	YWS	218.000	-	Bkk	RRR	-	-	-	61.60%	-	Eqzuytax	EAYV	-	250	JKBD+250	-	-

More Details

Tranche Comments

E: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Pdo X; P-1g: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144I/Trz W; S-1x: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144I/Ebv P; B: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144W/Qlv I; E: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144O/Msd U; S-1n: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144B/Frz S; T-1l: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Y/Kor T; H-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144E/Zre P; O: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144P/Dpj D; Cuq: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144H/Ieg F;

Deal Comments

Lzp Bgjj Vumtzyv 3.00

Risk Retention

TMm Zyfdkyifyo

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 30, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Aug 25, 2013

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	IMS	99.000	1.30	Qww3	-	-	-	-	99.00%	-	Kubchlrs	3rJ	-	393	3qK+390	-	78.14000
V	FTR	54.000	52.40	Vc3	-	-	-	-	9.40%	-	Pmayfafa	3oU	-	825	3dZ+748	-	12.00000
F1F	GOX	266.000	9.90	Dff	-	BBB	-	-	43.00%	-	Jovolrej	3eN	-	125	3vW+125	-	345.00000
W2	CQF	41.000	5.70	Sp2	-	-	-	-	69.00%	-	Mvswjqvc	3zO	-	190	3aN+190	-	391.00000
Jcj	EVR	91.149	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F1N	BVE	30.000	2.10	Fqq	-	ZZZ	-	-	92.00%	-	Emhwp	OVP	-	-	2.52%	2.522%	481.00000
T	AYO	74.000	7.60	B2	-	-	-	-	57.00%	-	Fqrouvlg	3qR	-	265	3eJ+265	-	163.00000

More Details

Tranche Comments

F1N: First Pay: 2022-04-22; Redemption: 2023-11-22; T: First Pay: 2022-04-22; Redemption: 2023-11-22; W2: First Pay: 2022-04-22; Redemption: 2023-11-22; F1F: First Pay: 2022-04-22; Redemption: 2023-11-22; K: First Pay: 2022-04-22; Redemption: 2023-11-22; V: First Pay: 2022-04-22; Redemption: 2023-11-22; Jcj: First Pay: 2022-04-22; Redemption: 2023-11-22;

Deal Comments

Qfq Eujj Mvotfah 2.00

Risk Retention

KC - Hgh

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 16, 2014

Reset

Yes

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B1E	XKB	5.000	8.84	E2	-	-	-	-	19.80%	-	Cveecctg	3cX	-	230	3sF+230	-	872.00000
C1CM	IZM	859.500	2.11	Pbb	RRR	-	-	-	20.70%	-	Auejpkzv	3pG	-	105	3hB+105	-	127.00000
E2X	QLU	44.400	7.78	Ir1	-	-	-	-	60.50%	-	Cymczhew	3uW	-	165	3lV+165	-	223.00000

More Details

Tranche Comments

B1E: First Pay: 2021-10-25; Redemption: 2022-01-26; E2X: First Pay: 2021-10-25; Redemption: 2022-01-26; C1CM: First Pay: 2021-10-25; Redemption: 2022-01-26;

Deal Comments

Uomikzknike. Yyk Xzww Uoniyou 1.00

Risk Retention

HH - Opg

Reinvestment Period End Date

Dec 7, 2010

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2m-W	FUT	98.000	3.41	Cr2	-	-	-	-	52.90%	-	Zmbbo	-	250i	-	3.14%	-	-
Z-1l-O	NJT	95.000	3.60	Ncc	-	-	-	-	11.19%	-	Etnca	-	220u	-	2.50%	-	-
I-2-B	EQE	10.000	5.60	U3	-	-	-	-	24.78%	-	Wszwr	-	280i	-	3.85%	-	-

More Details

Tranche Comments

K-2m-W: First Pay: 2021-01-25; Registration: 144U/Dwu D; I-2-B: First Pay: 2021-01-25; Registration: 144J/Apk D; Z-1l-O: First Pay: 2021-01-25; Registration: 144Q/Cdb I;

Deal Comments

Mjykkjs Ezvkjjjukjq. fQtj Ljss Mzyktso U-1w-E, D-2-Eo 1.00p U-2w-Eo 0.75

Reinvestment Period (YRS)

8.69

WAL Test Period (YRS)

9.49

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1g-A2	RHD	72.700	5.00	-	CCC	-	-	-	74.43%	-	Rzkqb	Zidam	O+190 h	-	2.50%	-	-
E-2e-M2	HWR	98.000	3.51	-	NN	-	-	-	84.93%	-	Cypgn	Dkbwy	B+245 w	-	2.85%	-	-

More Details

Tranche Comments

W-1g-A2: First Pay: 2020-10-26; Registration: 144G Gnfk; E-2e-M2: First Pay: 2020-10-26; Registration: 144T Kvxf;

Deal Comments

Bopjiob Kuoidodvida

Reinvestment Period (YRS)

3.3

Refinancing

Yes

WAL Test Period (YRS)

6.5

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Cdg	BMO	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A	AGE	38.280	9.40	-	U	-	-	-	78.10%	-	Izyzqwqs	3yJ	-	305	3bP+305	-	250.00000
N-1O	QPS	61.000	2.30	Rjj	-	-	-	-	32.00%	-	Qxwujbug	3kB	-	175	3wG+175	-	219.00000
T-2	GWG	11.740	1.00	-	CC	-	-	-	75.24%	-	Tfbkwcwl	3qQ	-	215	3eQ+215	-	722.00000
U	LQW	77.300	6.60	-	MM-	-	-	-	9.80%	-	Bamvpawf	3jP	-	-	3vL+693	-	-
J-1J	OHI	814.000	8.30	Kjj	HHH	-	-	-	58.00%	-	Ypoucebx	3zB	-	143	3jU+143	-	883.00000
Z	BNS	96.300	3.70	-	BBB-	-	-	-	40.00%	-	Iqoqvztm	3bW	-	407	3uR+400	-	64.80000

More Details

Tranche Comments

Cdg: First Pay: 2020-01-23; Redemption: 7/22/2021; A: First Pay: 2020-01-23; Redemption: 7/22/2021; N-1O: First Pay: 2020-01-23; Redemption: 7/22/2021; Z: First Pay: 2020-01-23; Redemption: 7/22/2021; U: First Pay: 2020-01-23; Redemption: 7/22/2021; T-2: First Pay: 2020-01-23; Redemption: 7/22/2021; J-1J: First Pay: 2020-01-23; Redemption: 7/22/2021;

Reinvestment Period End Date

Jun 16, 1996

Reset

Yes

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1WC	FFE	876.000	-	Vss	-	-	-	-	-	-	Lhdzcxeg	3dQ	-	-	3fB+103	-	-
T-1HK	MSU	55.000	-	Kff	-	-	-	-	-	-	Darwr	-	-	-	0.038%	-	-
C-W	MWD	67.000	-	-	-	-	-	-	-	-	Thhcxwum	3xW	-	-	3vK+198	-	-
N-Q	PRE	63.200	-	-	-	-	-	-	-	-	Cvwcdpou	3hP	-	-	3eK+300	-	-
Z-2O-C	TWZ	53.000	-	-	-	-	-	-	-	-	Cwtir	-	-	-	0.046%	-	-
C-2CU	UIV	98.500	-	-	-	-	-	-	-	-	Yfwobacp	3rD	-	-	3aP+175	-	-
J-V	VOC	45.600	-	-	-	-	-	-	-	-	Llzaykqh	3oX	-	-	3cY+560	-	-

More Details

Deal Comments

Gmtiywyiiyh

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1S	CLF	65.300	-	-	B	-	-	-	-	-	Dwjhudmr	3tG	-	-	3hE+245	-	-
I2Q	MWC	74.100	-	-	XX	-	-	-	-	-	Pwuubyjz	3qU	-	-	3gM+155	-	-
U-1L	UGN	198.300	-	Itt	DDD	-	-	-	-	-	Hewvqmib	3mF	-	-	3wG+115	-	-
S-2U	XVC	48.000	-	-	Z	-	-	-	-	-	Zlhqecpi	3pK	-	-	3gS+245	-	-
H-C	IEH	10.800	-	-	CCC	-	-	-	-	-	Uoydhyjo	3eA	-	-	3iT+360	-	-