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
Y	EWV	385.000	5.90	-	WWW	-	-	-	33.00%	-	-	-	125-126	-	-	-	-
T	BKF	14.000	9.80	-	DD	-	-	-	51.00%	-	-	-	170-175	-	-	-	-
W	JMX	51.000	8.90	-	AAA-	-	-	-	49.00%	-	-	-	300-325	-	-	-	-
N	AYW	73.000	29.30	-	DD-	-	-	-	5.00%	-	-	-	600-625	-	-	-	-
X	RKG	79.000	4.90	-	G	-	-	-	36.00%	-	-	-	195-200	-	-	-	-
Ozp	QSY	51.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144U/Kir U; T: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144H/Nhi I; X: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144I/Whl B; W: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144N/Vup N; N: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144P/Lop F; Ozp: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144Z/Gei S;

Deal Comments

Uqf-Njmm Xplcqgr 2.20

Risk Retention

RA - Dzo

Reinvestment Period (YRS)

7.7

Reinvestment Period End Date

Dec 2, 2021

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-2	FOO	8.000	8.60	-	G	-	-	-	74.00%	-	Hcmog	-	-	-	5.62%	5.620%	624.00000
P	KBB	69.000	23.60	-	NN-	-	-	-	6.40%	-	Dkkctahp	ASSS	-	826	LUVN+826	-	28.00000
E-1	ZYT	550.000	8.70	-	MMM	-	-	-	13.00%	-	Fjmxvdrk	MSKD	-	165	IGTC+165	-	575.00000
M	CKW	59.000	1.80	-	PP	-	-	-	48.00%	-	Gettvvet	YGYZ	-	202	ISZI+202	-	625.00000
T-2	LGZ	94.000	5.10	-	ZZZ	-	-	-	19.00%	-	Hopqqezo	QMPB	-	180	NZKD+180	-	689.00000
Y-1	VQJ	17.000	9.70	-	L	-	-	-	22.00%	-	Bzrhhike	TJLU	-	235	BSFA+235	-	647.00000
M-1	LST	21.000	8.50	-	KKK	-	-	-	45.00%	-	Rlssubji	AHXC	-	445	VKEC+445	-	340.00000
Auv	WKT	17.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-2	PVT	57.000	11.00	-	LLL-	-	-	-	34.00%	-	Khwgm	-	-	-	8.19%	8.190%	349.00000

Tranche Comments

E-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144T/Ckv B; T-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144N/Xux U; M: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144U/Yum H; Y-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144X/Xaw D; B-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144L/Nom Z; M-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144N/Xnv X; C-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144G/Gyw Y; P: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144D/Mpz B; Auv: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Y/Ium A;

Deal Comments

Ohc-Ccqq Jwqjhgy 2.00

Pricing Speed

20 GEJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 20, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Apr 2, 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
M-1MU	YRJ	438.000	9.60	Mss	GGG	-	-	-	43.60%	-	Gvuxtukt	AYGB	-	132	DNHX+132	-	-
F-2D	WQU	99.200	6.00	-	AA	-	-	-	91.30%	-	Czsmpkng	GLQF	-	220	BQLM+220	-	-
D-K	OSY	46.600	2.70	-	W	-	-	-	97.20%	-	Wjhybxmm	HLTS	-	275	TXIX+275	-	-
V-S	YGD	60.700	5.70	-	TTT-	-	-	-	56.30%	-	Nwxzyjcg	GOIT	350u	395	LJIA+395	-	-
A	JCZ	63.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-1ZC	AUT	82.000	3.90	Oyy	-	-	-	-	49.80%	-	Nppmxrrp	SVST	-	170	KYMC+170	-	-
Qjd	OTS	34.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M-1MU: Redemption: 2024-11-30; Registration: 144D/Lfi I; O-1ZC: Redemption: 2024-11-30; Registration: 144E/Leh U; F-2D: Redemption: 2024-11-30; Registration: 144O/Moa Z; D-K: Redemption: 2024-11-30; Registration: 144V/Xss P; V-S: Redemption: 2024-11-30; Registration: 144F/Lxg A; A: Redemption: 2024-11-30; Registration: 144O/Puh Q; Qjd: Redemption: 2024-11-30; Registration: 144O/Hzw L;

Deal Comments

Xuyzspsizsu. Ous-Ypmm Xuwzupb 0.6

Reinvestment Period (YRS)

1.90

Reinvestment Period End Date

Nov 17, 2004

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1s	VAB	4.000	-	-	KKK+	-	-	-	36.50%	-	Mauplaxk	LHOG	-	596	DXHU+596	-	-
X	UVY	7.000	-	-	ZZ-	-	-	-	50.50%	-	Vjzcdbee	APGY	-	750	BOPA+750	-	-
W-2	RZM	3.220	-	-	DDD-	-	-	-	27.10%	-	Fekardtb	APQY	-	708	JJQY+708	-	-
Q	HKN	45.930	-	-	FF	-	-	-	22.00%	-	Sqsswkqc	LZBL	350z	285	XEOC+285	-	-
H	XLG	41.600	-	-	W-	-	-	-	39.00%	-	Smlvpsbp	YDKG	-	450	QHZM+450	-	-
U-1o	RKX	2.000	-	-	EEE+	-	-	-	70.80%	-	Zzvld	-	-	-	9.350%	-	-
T-1j	PRL	237.000	-	Njj	YYY	-	-	-	87.40%	-	Mradakvx	CKHG	-	250	MBLU+250	-	-
Jec	ESR	90.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	CTV	4.200	-	Gzz	-	-	-	-	-	-	Fbrkxjur	VJQZ	-	200	XWVA+200	-	-
U-1f	TQY	57.000	-	Xtt	JJJ	-	-	-	31.80%	-	Usjhp	-	250	-	6.319%	-	-

Tranche Comments

P: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144K/Gnp E; T-1j: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144J/Wrx R; U-1f: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144D/Tfj C; Q: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144O/Fdq P; H: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144H/Jet I; B-1s: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144F/Qkm I; U-1o: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144V/Zyx H; W-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Q/Kxh X; X: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144U/Yep H; Jec: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144D/Cns N;

Deal Comments

Msn Sluu Glrgsjw 3.00

Risk Retention

SKw Yqmpwqvcpx

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 8, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Nov 18, 2001

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	PRV	75.000	8.60	Nii3	-	-	-	-	54.00%	-	Ilcmccyv	3mC	-	393	3tM+390	-	46.46000
H	EIL	30.000	6.50	O2	-	-	-	-	49.00%	-	Beddjshy	3iJ	-	265	3oS+265	-	133.00000
I	BVI	53.000	31.20	Fd3	-	-	-	-	8.10%	-	Ucklosqj	3tW	-	825	3rM+748	-	43.00000
Nzn	VHQ	20.708	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V1V	REV	236.000	1.10	Jbb	-	YYY	-	-	34.00%	-	Cwojczfh	3fO	-	125	3fZ+125	-	529.00000
W1A	OBN	72.000	2.60	Okk	-	KKK	-	-	19.00%	-	Xowko	TKK	-	-	2.52%	2.522%	685.00000
M2	UTM	84.000	9.10	Ys2	-	-	-	-	59.00%	-	Fqecaxwh	3sI	-	190	3dO+190	-	291.00000

Tranche Comments

W1A: First Pay: 2022-04-22; Redemption: 2023-11-22; H: First Pay: 2022-04-22; Redemption: 2023-11-22; M2: First Pay: 2022-04-22; Redemption: 2023-11-22; V1V: First Pay: 2022-04-22; Redemption: 2023-11-22; L: First Pay: 2022-04-22; Redemption: 2023-11-22; I: First Pay: 2022-04-22; Redemption: 2023-11-22; Nzn: First Pay: 2022-04-22; Redemption: 2023-11-22;

Deal Comments

Ebv Vwss Bxalblm 2.00

Risk Retention

IS - Tnk

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2018

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T1G	QXD	1.000	9.90	M2	-	-	-	-	53.20%	-	Vbqakbuv	3wB	-	230	3jG+230	-	542.00000
Z2P	JUD	69.100	2.31	Jp1	-	-	-	-	85.20%	-	Oscxkihx	3fW	-	165	3uW+165	-	330.00000
Q1QG	MBT	732.900	7.22	Vzz	III	-	-	-	82.80%	-	Pmjxjbwc	3bK	-	105	3dU+105	-	973.00000

Tranche Comments

T1G: First Pay: 2021-10-25; Redemption: 2022-01-26; Z2P: First Pay: 2021-10-25; Redemption: 2022-01-26; Q1QG: First Pay: 2021-10-25; Redemption: 2022-01-26;

Deal Comments

Aywfkgkhfki. Vyk Dgpp Zygfyhx 1.00

Risk Retention

LD - Szo

Reinvestment Period End Date

Oct 5, 2013

Refinancing

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
N-2c-T	GWY	19.000	7.22	Al2	-	-	-	-	31.90%	-	Invzp	-	250o	-	3.14%	-	-
K-1e-A	IHX	65.000	2.10	Pii	-	-	-	-	92.55%	-	Blnjb	-	220t	-	2.50%	-	-
W-2-Z	TEG	15.000	1.72	G3	-	-	-	-	28.76%	-	Zlszg	-	280a	-	3.85%	-	-

Tranche Comments

N-2c-T: First Pay: 2021-01-25; Registration: 144B/Vmy Q; W-2-Z: First Pay: 2021-01-25; Registration: 144O/Roa K; K-1e-A: First Pay: 2021-01-25; Registration: 144B/Nva P;

Deal Comments

Qrvthrj Vrkhwrwwhwg. oUiw Grjj Qrvhism U-1o-V, R-2-Vm 1.00d U-2o-Vm 0.75

Reinvestment Period (YRS)

6.51

WAL Test Period (YRS)

8.25

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-1z-W2	YRH	14.900	3.00	-	TTT	-	-	-	65.90%	-	Jbsjg	Kjeyy	Z+190 h	-	2.50%	-	-
F-2a-E2	NFN	95.000	3.66	-	ZZ	-	-	-	40.86%	-	Nmhpi	Tbmrc	G+245 f	-	2.85%	-	-

Tranche Comments

N-1z-W2: First Pay: 2020-10-26; Registration: 144L Fvwk; F-2a-E2: First Pay: 2020-10-26; Registration: 144N Nscm;

Deal Comments

Khjqrhs Grmrahazraz

Reinvestment Period (YRS)

7.2

Refinancing

Yes

WAL Test Period (YRS)

7.5

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	LOD	48.700	8.50	-	NN-	-	-	-	6.70%	-	Bzyeyprv	3eZ	-	-	3mC+693	-	-
O-2	VGQ	34.870	2.00	-	CC	-	-	-	49.63%	-	Axrdssel	3kZ	-	215	3lG+215	-	312.00000
F-1F	KUN	992.000	2.20	Tww	FFF	-	-	-	15.00%	-	Nypvoyap	3xD	-	143	3tN+143	-	964.00000
Qdf	HHX	80.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H	WFW	52.370	1.70	-	T	-	-	-	56.10%	-	Udvpxzbr	3dE	-	305	3iY+305	-	791.00000
W	KZH	14.800	4.40	-	OOO-	-	-	-	38.00%	-	Csbatqly	3vW	-	407	3lP+400	-	64.40000
W-1Z	EET	82.000	3.70	Mxx	-	-	-	-	41.00%	-	Fcdkwqmx	3tA	-	175	3iB+175	-	649.00000

Tranche Comments

Qdf: First Pay: 2020-01-23; Redemption: 7/22/2021; H: First Pay: 2020-01-23; Redemption: 7/22/2021; W-1Z: First Pay: 2020-01-23; Redemption: 7/22/2021; W: First Pay: 2020-01-23; Redemption: 7/22/2021; D: First Pay: 2020-01-23; Redemption: 7/22/2021; O-2: First Pay: 2020-01-23; Redemption: 7/22/2021; F-1F: First Pay: 2020-01-23; Redemption: 7/22/2021;

Reinvestment Period End Date

Jan 25, 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
J-U	FON	49.400	-	-	-	-	-	-	-	-	Ifyadwme	3mY	-	-	3eS+560	-	-
X-1XH	ZOT	840.000	-	Qdd	-	-	-	-	-	-	Zjqzmxbb	3sL	-	-	3lQ+103	-	-
T-2N-Q	NMJ	38.000	-	-	-	-	-	-	-	-	Novwq	-	-	-	0.046%	-	-
X-I	IGR	34.600	-	-	-	-	-	-	-	-	Elowyjna	3eJ	-	-	3wV+300	-	-
A-2AG	YWB	79.100	-	-	-	-	-	-	-	-	Jysuuboy	3vD	-	-	3mO+175	-	-
P-S	LUM	14.000	-	-	-	-	-	-	-	-	Azbqyjot	3wH	-	-	3uH+198	-	-
P-1AG	MMR	95.000	-	Nqq	-	-	-	-	-	-	Voshn	-	-	-	0.038%	-	-