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
X	USD	2.010	-	Aaa	-	-	-	-	-	-	Floating	SOFR	-	200	SOFR+200	-	-
A-1a	USD	135.000	-	Aaa	AAA	-	-	-	38.70%	-	Floating	SOFR	-	250	SOFR+250	-	-
A-1b	USD	95.000	-	Aaa	AAA	-	-	-	38.70%	-	Fixed	-	250	-	6.319%	-	-
B	USD	51.250	-	-	AA	-	-	-	25.00%	-	Floating	SOFR	350a	285	SOFR+285	-	-
C	USD	22.500	-	-	A-	-	-	-	19.00%	-	Floating	SOFR	-	450	SOFR+450	-	-
D-1a	USD	3.000	-	-	BBB+	-	-	-	16.90%	-	Floating	SOFR	-	596	SOFR+596	-	-
D-1b	USD	5.000	-	-	BBB+	-	-	-	16.90%	-	Fixed	-	-	-	9.350%	-	-
D-2	USD	8.750	-	-	BBB-	-	-	-	14.50%	-	Floating	SOFR	-	708	SOFR+708	-	-
E	USD	7.000	-	-	BB-	-	-	-	12.70%	-	Floating	SOFR	-	750	SOFR+750	-	-
Sub	USD	42.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; A-1a: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; A-1b: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; B: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; C: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; D-1a: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; D-1b: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; D-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; E: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S; Sub: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 3.00

Risk Retention

EU: Horizontal

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 25, 2027

WAL Test Period (YRS)

WAL Test Period End Date

Oct 25, 2031

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T1X	BZK	48.000	2.80	Dvv	-	KKK	-	-	26.00%	-	Sillx	ZHJ	-	-	2.52%	2.522%	832.00000
Z1Z	IKN	409.000	6.60	Qxx	-	YYY	-	-	77.00%	-	Oljfldzr	3sA	-	125	3bA+125	-	852.00000
K	PWC	89.000	3.70	U2	-	-	-	-	94.00%	-	Cmcfwxlg	3qR	-	265	3pB+265	-	768.00000
Anx	GSU	16.533	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	VGW	47.000	7.80	Lpp3	-	-	-	-	43.00%	-	Hwjxyzij	3wW	-	393	3dP+390	-	81.89000
H2	UQS	99.000	5.70	Bt2	-	-	-	-	33.00%	-	Yzuyzefd	3xS	-	190	3eY+190	-	324.00000
O	OKA	57.000	98.20	Xd3	-	-	-	-	6.60%	-	Zzjhuvng	3dV	-	825	3eL+748	-	18.00000

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Tranche Comments

T1X: First Pay: 2022-04-22; Redemption: 2023-11-22; K: First Pay: 2022-04-22; Redemption: 2023-11-22; H2: First Pay: 2022-04-22; Redemption: 2023-11-22; Z1Z: First Pay: 2022-04-22; Redemption: 2023-11-22; P: First Pay: 2022-04-22; Redemption: 2023-11-22; O: First Pay: 2022-04-22; Redemption: 2023-11-22; Anx: First Pay: 2022-04-22; Redemption: 2023-11-22;

Deal Comments

Dta Hjkk Ganttrz 2.00

Risk Retention

AU - Xvt

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U1P	AEM	5.000	7.16	Z2	-	-	-	-	96.30%	-	Yboblfzn	3iG	-	230	3pP+230	-	436.00000
O2R	ZTS	36.500	8.49	Vz1	-	-	-	-	37.70%	-	Epmvmvxg	3uL	-	165	3lE+165	-	988.00000
M1MD	NTI	381.500	3.54	Emm	UUU	-	-	-	58.90%	-	Nzytsojt	3mL	-	105	3bG+105	-	563.00000

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Tranche Comments

U1P: First Pay: 2021-10-25; Redemption: 2022-01-26; O2R: First Pay: 2021-10-25; Redemption: 2022-01-26; M1MD: First Pay: 2021-10-25; Redemption: 2022-01-26;

Deal Comments

Dcpvikijvic. Ivi Ukww Yclvvsm 1.00

Risk Retention

HT - Tem

Reinvestment Period End Date

Invalid date

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1w-V	OUZ	26.000	3.50	Bpp	-	-	-	-	44.68%	-	Kumna	-	220j	-	2.50%	-	-
U-2z-R	GHZ	17.000	9.57	Ka2	-	-	-	-	91.60%	-	Govjz	-	250o	-	3.14%	-	-
O-2-P	VVA	95.000	7.26	I3	-	-	-	-	69.74%	-	Tpvrd	-	280q	-	3.85%	-	-

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Tranche Comments

U-2z-R: First Pay: 2021-01-25; Registration: 144F/Hsk N; O-2-P: First Pay: 2021-01-25; Registration: 144Z/Djf C; U-1w-V: First Pay: 2021-01-25; Registration: 144U/Wiq I;

Deal Comments

Qxxwpxq Hxvpuxuupup. zKwu Nxqq Qxxpwjh V-1v-H, A-2-Hh 1.00n V-2v-Hh 0.75

Reinvestment Period (YRS)

9.59

WAL Test Period (YRS)

2.82

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1l-J2	YBP	50.270	1.00	-	TTT	-	-	-	12.89%	-	Kqjkl	Kvftv	W+190 m	-	2.50%	-	-
M-2b-E2	NLT	77.000	3.55	-	PP	-	-	-	68.18%	-	Kocpg	Ncoej	S+245 k	-	2.85%	-	-

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Tranche Comments

Z-1l-J2: First Pay: 2020-10-26; Registration: 144H Jdub; M-2b-E2: First Pay: 2020-10-26; Registration: 144Z Fjcz;

Deal Comments

Exjskxt Rwlkoxomkor

Reinvestment Period (YRS)

1.2

WAL Test Period (YRS)

8.9

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1B	HJY	96.000	7.40	Qoo	-	-	-	-	84.00%	-	Fchfraij	3kU	-	175	3kL+175	-	371.00000
Q	UPM	67.400	6.80	-	HH-	-	-	-	8.60%	-	Sxdvspbb	3zS	-	-	3xN+693	-	-
Wvb	KTV	18.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C-1C	JCG	518.000	7.20	Nll	FFF	-	-	-	80.00%	-	Lpysrzjx	3hM	-	143	3kK+143	-	232.00000
G	XED	25.700	2.10	-	YYY-	-	-	-	70.00%	-	Afbrkmcx	3gY	-	407	3nL+400	-	10.80000
W	WAB	58.110	2.10	-	B	-	-	-	20.50%	-	Zkyehmxg	3xZ	-	305	3zC+305	-	830.00000
Z-2	TKW	33.260	7.00	-	PP	-	-	-	30.13%	-	Zdexclub	3fX	-	215	3uM+215	-	502.00000

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Tranche Comments

Wvb: First Pay: 2020-01-23; Redemption: 7/22/2021; W: First Pay: 2020-01-23; Redemption: 7/22/2021; K-1B: First Pay: 2020-01-23; Redemption: 7/22/2021; G: First Pay: 2020-01-23; Redemption: 7/22/2021; Q: First Pay: 2020-01-23; Redemption: 7/22/2021; Z-2: First Pay: 2020-01-23; Redemption: 7/22/2021; C-1C: First Pay: 2020-01-23; Redemption: 7/22/2021;

Reinvestment Period End Date

Invalid date

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-S	VHQ	11.700	-	-	-	-	-	-	-	-	Kyjcszsj	3aI	-	-	3yI+560	-	-
C-2E-O	GFP	24.000	-	-	-	-	-	-	-	-	Glxny	-	-	-	0.046%	-	-
P-2PO	KYH	96.700	-	-	-	-	-	-	-	-	Ktpwsotb	3eD	-	-	3qE+175	-	-
C-N	MHJ	65.000	-	-	-	-	-	-	-	-	Hdldvqbk	3aH	-	-	3nE+198	-	-
K-1UE	UWF	23.000	-	Qee	-	-	-	-	-	-	Qgofd	-	-	-	0.038%	-	-
I-P	WHP	73.300	-	-	-	-	-	-	-	-	Zkvennrn	3mH	-	-	3wE+300	-	-
L-1LA	BTM	594.000	-	Gvv	-	-	-	-	-	-	Thomkjzr	3pZ	-	-	3zB+103	-	-

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Deal Comments

Cjemzvzomzg

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K2Q	HFM	71.700	-	-	AA	-	-	-	-	-	Oewleczf	3nG	-	-	3wO+155	-	-
U-2U	COO	40.000	-	-	W	-	-	-	-	-	Ypsyhkwg	3bV	-	-	3mU+245	-	-
U-Z	JUR	82.700	-	-	FFF	-	-	-	-	-	Tqudysil	3vC	-	-	3jO+360	-	-
P-1Q	GAK	81.600	-	-	H	-	-	-	-	-	Rpscfvjz	3dB	-	-	3tQ+245	-	-
P-1X	YZD	416.100	-	Dbb	FFF	-	-	-	-	-	Vbhaurin	3pY	-	-	3cC+115	-	-

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Deal Comments

Rzhetatuetm

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-P	WIF	48.700	-	-	QQQ	-	-	-	-	-	Tcsmffku	3aN	-	-	3bA+345	-	-
Y-P	ECY	29.800	-	-	P	-	-	-	-	-	Kwrpwxwj	3zD	-	-	3vA+250	-	-
D-1K	WIG	526.900	-	Jtt	SSS	-	-	-	-	-	Jbvsehoc	3kD	-	-	3sT+105	-	-
M2C	BWK	67.500	-	-	JJ	-	-	-	-	-	Wwjfjjwk	3pU	-	-	3pN+145	-	-

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Deal Comments

Fxsinlneine

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2F	QAN	74.700	-	Zr2	-	-	-	-	-	-	Ndsqkvfs	3aP	-	-	3hY+180	-	-
U2B	KEQ	44.000	-	Np2	-	-	-	-	-	-	Xffgm	-	-	-	0.038%	-	-
L-1J	NTU	47.000	-	Tww	AAA	-	-	-	-	-	Rqgwp	-	-	-	0.033%	-	-
Z-2	CQD	97.000	-	D2	-	-	-	-	-	-	Dmsfb	-	-	-	0.048%	-	-
G-1G	HPA	629.600	-	Nss	SSS	-	-	-	-	-	Irynycpn	3cZ	-	-	3nC+129	-	-
M-1	XGA	4.000	-	D2	-	-	-	-	-	-	Xvsaoajq	3mP	-	-	3tL+287	-	-
J	ZQZ	13.000	-	Sc3	-	-	-	-	-	-	Wqrbmsvi	3lE	-	-	3xN+740	-	-
Hdsdbp	KKA	22.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S	CFH	95.000	-	Krr3	-	-	-	-	-	-	Nwvsbrbq	3wJ	-	-	3hR+410	-	-
L	KSA	6.400	-	Nss	RRR	-	-	-	-	-	Uxcqhanu	3gV	-	-	3bT+100	-	-