Black Diamond CLO Ltd

Deals

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
T-S	GTW	11.000	7.30	Rx3	-	-	-	-	3.10%	-	Jhyorzvl	XZNT	-	675-700	750	PXMP+750	-	-
T-L	GFY	68.000	8.20	Q2	-	-	-	-	15.40%	-	Zwoybdso	ZPIQ	-	195-200	220	KGBB+220	-	-
Bvv	UQT	67.673	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-2-L	FFA	48.000	2.90	Og2	-	-	-	-	21.70%	-	Gyqajwzb	ALLC	-	170-175	185	AVOB+185	-	-
U-1s-U	AQK	301.000	5.10	Uuu	-	-	-	-	11.90%	-	Vsqcpano	PYZG	-	122-127	125	GGGE+125	-	-
A-1y	NEJ	34.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-O	XVF	43.000	8.60	Dtt3	-	-	-	-	12.00%	-	Prpikahi	WBYW	-	325-330	390	PQDX+390	-	-

Tranche Comments

U-1s-U: First Pay: 2025-10-22; Redemption: 2026-07-29; Registration: 144A/Uth M; A-1y: First Pay: 2025-10-22; Registration: 144X/Enl D; Comments: Bxh Mvqosxsbvx; A-2-L: First Pay: 2025-10-22; Registration: 144E/Kdu R; T-L: First Pay: 2025-10-22; Registration: 144I/Fci H; Y-O: First Pay: 2025-10-22; Registration: 144Q/Xce N; T-S: First Pay: 2025-10-22; Registration: 144O/Cqz A; Bvv: First Pay: 2025-10-22; Registration: 144I/Xoh G;

Deal Comments

Ikxvfifzvfc. Asf-Lijj Mkfvspw 1.00

Risk Retention

MB - Xjx

Reinvestment Period (YRS)

7.6

Reinvestment Period End Date

Jun 10, 2010