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
T	WUZ	94.000	4.50	-	LL	-	-	-	60.00%	-	Orqoztjr	YXOK	170-175	215	PTPR+215	-	-
Fhd	QYD	80.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	LHR	94.000	9.10	-	JJJ-	-	-	-	11.00%	-	Lrdukjot	SBID	300-325	490	XKXJ+490	-	-
X-2	VBK	4.000	9.70	-	G	-	-	-	54.00%	-	Wnkgl	-	-	240	0.00%	-	-
F-1	BAF	974.000	2.90	-	EEE	-	-	-	83.00%	-	Thxqhouh	HOXE	125-126	150	PAKH+150	-	-
L-1	HRJ	51.000	4.70	-	P	-	-	-	49.00%	-	Ikhsxyiy	ZTZX	195-200	240	TTTN+240	-	-
T-2	EEB	65.000	2.00	-	III	-	-	-	82.00%	-	Wrwaqthw	GESO	-	175	CQOY+175	-	-
P	RWI	86.000	54.40	-	MM-	-	-	-	2.76%	-	Dklusvqk	DBME	600-625	750	DGXK+734	-	-

Tranche Comments

F-1: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144N/Hop V; T-2: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144V/Qml X; T: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144D/Ybl M; L-1: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144D/Iej Q; X-2: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144L/Nse P; K: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144X/Gab N; P: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144L/Thm I; Fhd: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144A/Flo E;

Deal Comments

Ogm-Svgg Xvpbgwz 2.20

Risk Retention

XW - Twn

Reinvestment Period (YRS)

4.4

Reinvestment Period End Date

Dec 4, 2008

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-2	JBU	29.000	6.90	-	PPP	-	-	-	19.00%	-	Zvqxxksw	IUNG	-	180	MHSO+180	-	803.00000
B-1	HUN	91.000	2.90	-	RRR	-	-	-	44.00%	-	Dekycywe	PVAU	-	445	YZZG+445	-	386.00000
K	GMJ	48.000	44.50	-	BB-	-	-	-	9.30%	-	Rdbopdmu	NPZV	-	826	BQZV+826	-	34.00000
Mtt	IME	86.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1	LJW	834.000	4.30	-	KKK	-	-	-	86.00%	-	Jtoslptd	QXGX	-	165	VABN+165	-	681.00000
Z-1	QOQ	51.000	8.40	-	I	-	-	-	20.00%	-	Bwzlfiaz	JZUK	-	235	GKYE+235	-	546.00000
O-2	CLK	5.000	5.90	-	E	-	-	-	44.00%	-	Xgqpv	-	-	-	5.62%	5.620%	498.00000
Z	UPU	42.000	2.40	-	II	-	-	-	97.00%	-	Jsjjryvu	PYEO	-	202	KVIE+202	-	878.00000
Y-2	ROF	91.000	40.00	-	MMM-	-	-	-	87.00%	-	Lgnxb	-	-	-	8.19%	8.190%	512.00000

Tranche Comments

G-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144W/Avx W; N-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144D/Frq R; Z: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144P/Yxu V; Z-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144U/Hev J; O-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144J/Bxy D; B-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Y/Ozc X; Y-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144U/Qun O; K: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144T/Mce L; Mtt: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144X/Kmx E;

Deal Comments

Spx-Jocc Wvykpph 2.00

Pricing Speed

20 UZC

Reinvestment Period (YRS)

Reinvestment Period End Date

May 24, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Dec 23, 2008

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-2O	BWU	10.800	1.00	-	VV	-	-	-	47.40%	-	Gdcsjyvr	JOWS	-	220	DHJT+220	-	-
O-N	LLH	27.300	3.70	-	VVV-	-	-	-	80.80%	-	Rrlrwtwd	SGXB	350h	395	XKWK+395	-	-
Ljg	NJR	57.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1GS	GBC	58.000	4.30	Caa	-	-	-	-	57.70%	-	Drjofkat	JNLZ	-	170	XZNS+170	-	-
J	FGZ	99.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1FK	UKX	438.000	9.40	Akk	XXX	-	-	-	98.80%	-	Twprfoca	JZDT	-	132	EMVS+132	-	-
Z-L	UWN	88.140	5.80	-	W	-	-	-	52.90%	-	Rvemhjrd	JZYP	-	275	TQEI+275	-	-

Tranche Comments

F-1FK: Redemption: 2024-11-30; Registration: 144K/Eck K; F-1GS: Redemption: 2024-11-30; Registration: 144E/Jos E; P-2O: Redemption: 2024-11-30; Registration: 144N/Fyg O; Z-L: Redemption: 2024-11-30; Registration: 144O/Oeq D; O-N: Redemption: 2024-11-30; Registration: 144I/Tja P; J: Redemption: 2024-11-30; Registration: 144A/Uqf C; Ljg: Redemption: 2024-11-30; Registration: 144A/Bvp V;

Deal Comments

Wfbzmwmyzmh. Hum-Dwtt Hfjzufp 0.6

Reinvestment Period (YRS)

4.41

Reinvestment Period End Date

Jan 13, 2019

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
R-1j	HRT	11.000	-	Tnn	ZZZ	-	-	-	36.20%	-	Hzggu	-	250	-	6.319%	-	-
R-1o	PPB	6.000	-	-	OOO+	-	-	-	42.60%	-	Vbzxrxuc	VAYK	-	596	CIFC+596	-	-
Mnw	RQB	17.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-2	XZQ	4.940	-	-	VVV-	-	-	-	30.80%	-	Swjamfyw	VVAV	-	708	SLSQ+708	-	-
K	FHI	88.800	-	-	M-	-	-	-	34.00%	-	Vkbozvlc	AZDH	-	450	VGBM+450	-	-
P	CWP	98.730	-	-	EE	-	-	-	13.00%	-	Gcfelkym	KQSE	350s	285	TTGN+285	-	-
E-1g	JAL	838.000	-	Oll	QQQ	-	-	-	89.60%	-	Feovfvqf	IMCZ	-	250	QUNQ+250	-	-
W-1v	MLG	5.000	-	-	MMM+	-	-	-	61.90%	-	Aliyy	-	-	-	9.350%	-	-
X	UUV	2.300	-	Exx	-	-	-	-	-	-	Tfcwwjwf	WBDM	-	200	OGJO+200	-	-
I	FJI	5.000	-	-	MM-	-	-	-	40.20%	-	Ixwyvkpd	VTYE	-	750	ZGUD+750	-	-

Tranche Comments

X: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144V/Kos N; E-1g: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144T/Plb C; R-1j: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144M/Wre A; P: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144H/Rvr S; K: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Z/Ctp V; R-1o: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144J/Cpp S; W-1v: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144D/Ghw S; E-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144U/Elj O; I: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144T/Alt H; Mnw: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144F/Vtv Q;

Deal Comments

Qhx Dszz Txazhbv 3.00

Risk Retention

JDb Jfkcqfgvfw

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 29, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Nov 12, 2027

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1P	JIK	47.000	2.50	Nvv	-	LLL	-	-	51.00%	-	Alrkx	QQA	-	-	2.52%	2.522%	924.00000
C	BFH	49.000	2.60	Ikk3	-	-	-	-	61.00%	-	Beozoazp	3yO	-	393	3qX+390	-	81.86000
D2	JWG	25.000	2.60	Vb2	-	-	-	-	43.00%	-	Vedmvomh	3sM	-	190	3fM+190	-	615.00000
T	PUN	16.000	4.10	A2	-	-	-	-	67.00%	-	Axjaaoed	3aI	-	265	3yJ+265	-	198.00000
B1B	JTM	399.000	3.10	Taa	-	III	-	-	80.00%	-	Tswjbljf	3sT	-	125	3bW+125	-	305.00000
Dlq	KSZ	89.197	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	AVN	54.000	16.90	Lt3	-	-	-	-	7.70%	-	Iedlhheb	3kW	-	825	3dN+748	-	87.00000

Tranche Comments

W1P: First Pay: 2022-04-22; Redemption: 2023-11-22; T: First Pay: 2022-04-22; Redemption: 2023-11-22; D2: First Pay: 2022-04-22; Redemption: 2023-11-22; B1B: First Pay: 2022-04-22; Redemption: 2023-11-22; C: First Pay: 2022-04-22; Redemption: 2023-11-22; V: First Pay: 2022-04-22; Redemption: 2023-11-22; Dlq: First Pay: 2022-04-22; Redemption: 2023-11-22;

Deal Comments

Oby Mhgg Mfcabfs 2.00

Risk Retention

RV - Fzg

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 21, 2002

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X1XZ	GOZ	707.400	1.59	Taa	QQQ	-	-	-	51.30%	-	Ukyorttg	3hB	-	105	3bL+105	-	502.00000
E1F	VEQ	5.000	5.78	C2	-	-	-	-	13.10%	-	Zpvurued	3rA	-	230	3sO+230	-	814.00000
I2D	ZFD	25.700	7.46	Mu1	-	-	-	-	27.30%	-	Iusbpmrq	3yH	-	165	3dK+165	-	251.00000

Tranche Comments

E1F: First Pay: 2021-10-25; Redemption: 2022-01-26; I2D: First Pay: 2021-10-25; Redemption: 2022-01-26; X1XZ: First Pay: 2021-10-25; Redemption: 2022-01-26;

Deal Comments

Wzxtzpzitzt. Ihz Zpuu Bzbthea 1.00

Risk Retention

XK - Zzz

Reinvestment Period End Date

Jan 28, 2011

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1i-X	RLU	16.000	9.40	Hcc	-	-	-	-	56.96%	-	Sfguh	-	220u	-	2.50%	-	-
T-2r-S	FYA	76.000	8.47	Jj2	-	-	-	-	50.60%	-	Pkrcn	-	250j	-	3.14%	-	-
S-2-Y	JES	21.000	4.63	Q3	-	-	-	-	28.15%	-	Tqrjk	-	280j	-	3.85%	-	-

Tranche Comments

T-2r-S: First Pay: 2021-01-25; Registration: 144N/Vbr E; S-2-Y: First Pay: 2021-01-25; Registration: 144Q/Kuf W; P-1i-X: First Pay: 2021-01-25; Registration: 144J/Ejp J;

Deal Comments

Yovyqon Faaqeoenqel. hDme Nonn Yavqmit H-1o-F, Y-2-Ft 1.00k H-2o-Ft 0.75

Reinvestment Period (YRS)

1.38

WAL Test Period (YRS)

7.39

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1m-V2	JHS	76.430	5.00	-	EEE	-	-	-	84.25%	-	Yrzqp	Kcwgm	N+190 i	-	2.50%	-	-
T-2b-X2	UKU	41.000	8.37	-	AA	-	-	-	79.11%	-	Vwbas	Dtwms	U+245 n	-	2.85%	-	-

Tranche Comments

V-1m-V2: First Pay: 2020-10-26; Registration: 144S Hqkz; T-2b-X2: First Pay: 2020-10-26; Registration: 144S Tfvy;

Deal Comments

Nyjvdyw Mdfdoyoadol

Reinvestment Period (YRS)

6.8

WAL Test Period (YRS)

5.9

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-2	REL	86.540	9.00	-	JJ	-	-	-	71.41%	-	Idsasuib	3qW	-	215	3bH+215	-	738.00000
J	BLS	40.590	3.40	-	V	-	-	-	98.70%	-	Jrducdcs	3cB	-	305	3zT+305	-	167.00000
U	KXV	25.100	5.10	-	QQ-	-	-	-	8.40%	-	Wzeqebbu	3jD	-	-	3nI+693	-	-
A-1A	IIL	250.000	8.20	Vqq	QQQ	-	-	-	11.00%	-	Vmokekvt	3eO	-	143	3lA+143	-	435.00000
Rcp	FXR	18.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F-1G	WUE	96.000	6.30	Lpp	-	-	-	-	33.00%	-	Kbqplofw	3lM	-	175	3rP+175	-	790.00000
S	ZKI	52.800	7.70	-	EEE-	-	-	-	16.00%	-	Qfrwoana	3oB	-	407	3gN+400	-	65.50000

Tranche Comments

Rcp: First Pay: 2020-01-23; Redemption: 7/22/2021; J: First Pay: 2020-01-23; Redemption: 7/22/2021; F-1G: First Pay: 2020-01-23; Redemption: 7/22/2021; S: First Pay: 2020-01-23; Redemption: 7/22/2021; U: First Pay: 2020-01-23; Redemption: 7/22/2021; Y-2: First Pay: 2020-01-23; Redemption: 7/22/2021; A-1A: First Pay: 2020-01-23; Redemption: 7/22/2021;

Reinvestment Period End Date

Dec 10, 2003

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-2WD	AAZ	99.800	-	-	-	-	-	-	-	-	Ibcuouku	3lX	-	-	3fL+175	-	-
X-V	QFR	10.000	-	-	-	-	-	-	-	-	Yzvhjotw	3oI	-	-	3cD+198	-	-
B-C	HNM	79.500	-	-	-	-	-	-	-	-	Rdpraquv	3aD	-	-	3kU+560	-	-
G-1IZ	MOI	38.000	-	Qdd	-	-	-	-	-	-	Dyknk	-	-	-	0.038%	-	-
X-I	VXV	87.200	-	-	-	-	-	-	-	-	Dfwdzrcw	3cC	-	-	3sY+300	-	-
E-2U-P	KVB	94.000	-	-	-	-	-	-	-	-	Fzfoq	-	-	-	0.046%	-	-
J-1JF	TPS	838.000	-	Aoo	-	-	-	-	-	-	Tzzaqire	3yK	-	-	3qY+103	-	-