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
J-2	ARR	5.000	1.10	-	Y	-	-	-	19.00%	-	Qjsqj	-	-	-	5.62%	5.620%	243.00000
M	LFS	29.000	8.30	-	DD	-	-	-	24.00%	-	Bpphfyiu	DNLW	-	202	IUWC+202	-	548.00000
A	CWO	64.000	76.10	-	DD-	-	-	-	8.20%	-	Zfwdyuut	MPBQ	-	826	BJOP+826	-	91.00000
C-2	UTW	53.000	2.70	-	MMM	-	-	-	41.00%	-	Hxyhjycm	MEIA	-	180	SCSM+180	-	399.00000
Q-1	YMD	43.000	8.80	-	D	-	-	-	57.00%	-	Wflcfyww	TYDH	-	235	LCND+235	-	597.00000
Akk	HKB	32.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-1	KGS	582.000	7.40	-	LLL	-	-	-	21.00%	-	Vxelmzor	GYAE	-	165	WXTG+165	-	355.00000
U-2	MTH	32.000	20.00	-	NNN-	-	-	-	97.00%	-	Xlhpg	-	-	-	8.19%	8.190%	962.00000
N-1	YQD	98.000	7.40	-	RRR	-	-	-	74.00%	-	Qyrsmkdl	GTXB	-	445	DMLA+445	-	459.00000

Tranche Comments

U-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144N/Mvc R; C-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Q/Yyy H; M: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144N/Ywd F; Q-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144W/Tiw H; J-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144Y/Nwt O; N-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144P/Zdp T; U-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144J/Crc U; A: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144E/Zwk D; Akk: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144X/Nzo G;

Deal Comments

Rbj-Dacc Tmvsbmp 2.00

Pricing Speed

20 INA

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2015

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 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
C-2D	IZQ	89.470	3.00	-	UU	-	-	-	90.90%	-	Ddcdtpwc	CWLK	-	220	BVDD+220	-	-
V-W	OUH	96.500	9.20	-	XXX-	-	-	-	80.90%	-	Vpvhjsbk	ZSGZ	350m	395	JAVG+395	-	-
H	QLJ	93.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Gnq	XRJ	37.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1SJ	ETJ	23.000	4.20	Frr	-	-	-	-	54.10%	-	Bhysbxrs	MPUV	-	170	CZPI+170	-	-
G-L	WMA	51.930	1.30	-	F	-	-	-	62.10%	-	Erdbfckc	NVNH	-	275	CWZG+275	-	-
Y-1YL	RWH	883.000	1.80	Jvv	OOO	-	-	-	22.10%	-	Bmbdluaf	AAUQ	-	132	UZWL+132	-	-

Tranche Comments

Y-1YL: Redemption: 2024-11-30; Registration: 144P/Asv D; S-1SJ: Redemption: 2024-11-30; Registration: 144W/Cqo T; C-2D: Redemption: 2024-11-30; Registration: 144U/Rir O; G-L: Redemption: 2024-11-30; Registration: 144P/Qsy O; V-W: Redemption: 2024-11-30; Registration: 144L/Kba M; H: Redemption: 2024-11-30; Registration: 144B/Qib I; Gnq: Redemption: 2024-11-30; Registration: 144G/Wbu J;

Deal Comments

Dpevsmsuvsx. Lbs-Ymnn Fprvbwy 0.6

Reinvestment Period (YRS)

2.83

Reinvestment Period End Date

Feb 10, 2020

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	AUW	6.700	-	Sww	-	-	-	-	-	-	Xfhfhzld	WXEB	-	200	PVXW+200	-	-
W-1t	FPQ	371.000	-	Aaa	DDD	-	-	-	23.30%	-	Rjsqumoy	WSSN	-	250	NSBI+250	-	-
B	MVP	30.800	-	-	L-	-	-	-	15.00%	-	Wlwmkmcj	MQLZ	-	450	AGYA+450	-	-
Q	EJJ	90.310	-	-	WW	-	-	-	20.00%	-	Fsxpvuat	TKZE	350f	285	DUZD+285	-	-
S	IPA	4.000	-	-	ZZ-	-	-	-	85.50%	-	Excekctn	XTFO	-	750	IYJR+750	-	-
Dpw	XZM	28.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1u	TPG	8.000	-	-	BBB+	-	-	-	80.90%	-	Nnbzk	-	-	-	9.350%	-	-
O-2	UMP	8.890	-	-	AAA-	-	-	-	18.70%	-	Owmpahra	HNEL	-	708	SLVZ+708	-	-
V-1w	HPK	3.000	-	-	KKK+	-	-	-	23.60%	-	Yhsbhaqn	JYMM	-	596	KYZV+596	-	-
K-1e	WXZ	43.000	-	Tjj	WWW	-	-	-	15.60%	-	Hoocm	-	250	-	6.319%	-	-

Tranche Comments

Y: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144L/Edw J; W-1t: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Q/Ozi Q; K-1e: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144O/Hxw C; Q: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144F/Pwk B; B: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144G/Bhf E; V-1w: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144E/Kqm P; V-1u: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144F/Oyb A; O-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Laf Q; S: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144V/Rcm T; Dpw: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144P/Fry V;

Deal Comments

Dyw Lfss Kvuvyem 3.00

Risk Retention

XTv Muwraujsfa

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Nov 13, 2023

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	KKF	37.000	4.30	N2	-	-	-	-	76.00%	-	Exdhalyw	3uN	-	265	3cR+265	-	345.00000
Rzf	RFP	38.244	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	YUX	78.000	8.60	Knn3	-	-	-	-	52.00%	-	Fdevvaxg	3sM	-	393	3uZ+390	-	90.91000
D1D	PGC	690.000	3.40	Cll	-	CCC	-	-	43.00%	-	Czrqwvlp	3aG	-	125	3lK+125	-	646.00000
R	VCL	43.000	72.20	Zc3	-	-	-	-	8.30%	-	Xykxaatp	3fE	-	825	3sB+748	-	22.00000
V1L	JMB	62.000	4.40	Hww	-	YYY	-	-	34.00%	-	Erqyd	KFV	-	-	2.52%	2.522%	404.00000
I2	VLW	87.000	8.70	Eg2	-	-	-	-	56.00%	-	Tjjskdcz	3cU	-	190	3bV+190	-	486.00000

Tranche Comments

V1L: First Pay: 2022-04-22; Redemption: 2023-11-22; Z: First Pay: 2022-04-22; Redemption: 2023-11-22; I2: First Pay: 2022-04-22; Redemption: 2023-11-22; D1D: First Pay: 2022-04-22; Redemption: 2023-11-22; B: First Pay: 2022-04-22; Redemption: 2023-11-22; R: First Pay: 2022-04-22; Redemption: 2023-11-22; Rzf: First Pay: 2022-04-22; Redemption: 2023-11-22;

Deal Comments

Jkf Ofww Xgxqkod 2.00

Risk Retention

AD - Oel

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2018

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
B1BK	EKB	688.500	8.50	Kcc	YYY	-	-	-	62.40%	-	Icyakqmq	3iN	-	105	3pY+105	-	617.00000
Z2B	ALV	26.600	2.59	Sv1	-	-	-	-	75.70%	-	Arkvlahk	3iS	-	165	3nZ+165	-	677.00000
D1H	HUR	5.000	5.59	S2	-	-	-	-	23.10%	-	Fsmjrjah	3rZ	-	230	3aU+230	-	733.00000

Tranche Comments

D1H: First Pay: 2021-10-25; Redemption: 2022-01-26; Z2B: First Pay: 2021-10-25; Redemption: 2022-01-26; B1BK: First Pay: 2021-10-25; Redemption: 2022-01-26;

Deal Comments

Lyepjajcpjj. Mwj Xaff Nywpwjs 1.00

Risk Retention

CE - Mil

Reinvestment Period End Date

Aug 2, 2008

Refinancing

Yes

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
S-2x-H	WVM	94.000	7.32	Ae2	-	-	-	-	85.10%	-	Tflym	-	250h	-	3.14%	-	-
K-1n-G	IGE	68.000	3.20	Mhh	-	-	-	-	75.62%	-	Tglsa	-	220g	-	2.50%	-	-
L-2-S	OAT	92.000	1.12	H3	-	-	-	-	35.18%	-	Jcfrg	-	280q	-	3.85%	-	-

Tranche Comments

S-2x-H: First Pay: 2021-01-25; Registration: 144K/Dei G; L-2-S: First Pay: 2021-01-25; Registration: 144Y/Nwf U; K-1n-G: First Pay: 2021-01-25; Registration: 144J/Gjp U;

Deal Comments

Ajwyzji Hwfzyjyfzym. uVwy Sjii Awwzwys E-1v-H, A-2-Hs 1.00a E-2v-Hs 0.75

Reinvestment Period (YRS)

5.12

WAL Test Period (YRS)

7.69

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2i-B2	HBQ	90.000	4.76	-	MM	-	-	-	32.21%	-	Gwyis	Yknri	E+245 h	-	2.85%	-	-
N-1j-F2	OGG	10.800	9.00	-	MMM	-	-	-	62.30%	-	Xugsz	Gqyro	J+190 r	-	2.50%	-	-

Tranche Comments

N-1j-F2: First Pay: 2020-10-26; Registration: 144U Wgub; I-2i-B2: First Pay: 2020-10-26; Registration: 144L Dssr;

Deal Comments

Ktdastt Fdwsptphspp

Reinvestment Period (YRS)

5.8

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
G	JUZ	77.400	3.20	-	EE-	-	-	-	9.50%	-	Nkewcdes	3bA	-	-	3gE+693	-	-
J-1J	TFA	445.000	4.40	Taa	JJJ	-	-	-	72.00%	-	Xqlyeknt	3cC	-	143	3uS+143	-	360.00000
V-1L	YCD	85.000	1.40	Nrr	-	-	-	-	74.00%	-	Gfybbjxq	3jY	-	175	3xN+175	-	117.00000
I	PZV	72.200	9.20	-	QQQ-	-	-	-	71.00%	-	Fhfbjvtl	3hJ	-	407	3xH+400	-	40.30000
G	XCV	56.850	4.90	-	D	-	-	-	65.80%	-	Pbrjyahu	3oL	-	305	3fI+305	-	332.00000
Wkz	AKE	82.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K-2	EJU	95.870	7.00	-	AA	-	-	-	71.75%	-	Fvmeezxu	3dP	-	215	3mA+215	-	493.00000

Tranche Comments

Wkz: First Pay: 2020-01-23; Redemption: 7/22/2021; G: First Pay: 2020-01-23; Redemption: 7/22/2021; V-1L: First Pay: 2020-01-23; Redemption: 7/22/2021; I: First Pay: 2020-01-23; Redemption: 7/22/2021; G: First Pay: 2020-01-23; Redemption: 7/22/2021; K-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

Jul 23, 1996

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-N	LLD	74.400	-	-	-	-	-	-	-	-	Sbdahioo	3eA	-	-	3uU+560	-	-
E-2EU	MKG	43.600	-	-	-	-	-	-	-	-	Zxvcdade	3oT	-	-	3iA+175	-	-
T-Q	JUQ	98.600	-	-	-	-	-	-	-	-	Edozpmoi	3tU	-	-	3bV+300	-	-
N-1ND	FGQ	139.000	-	Ejj	-	-	-	-	-	-	Ulyzvinc	3lG	-	-	3qH+103	-	-
W-P	YQU	97.000	-	-	-	-	-	-	-	-	Tbbbfhki	3tM	-	-	3pX+198	-	-
P-1VX	JQN	50.000	-	Hhh	-	-	-	-	-	-	Htkjo	-	-	-	0.038%	-	-
T-2S-F	BCM	22.000	-	-	-	-	-	-	-	-	Xtvhm	-	-	-	0.046%	-	-

Deal Comments

Swleyqyoeyh

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2C	EBE	74.000	-	-	A	-	-	-	-	-	Hkzqprlt	3cJ	-	-	3gG+245	-	-
U2K	AZV	25.500	-	-	AA	-	-	-	-	-	Tmrxxmab	3vA	-	-	3oU+155	-	-
W-L	MHF	66.500	-	-	AAA	-	-	-	-	-	Rrstekmt	3kE	-	-	3bM+360	-	-
O-1G	KWB	48.400	-	-	H	-	-	-	-	-	Dvjdyzzj	3lD	-	-	3dO+245	-	-
I-1N	OPQ	427.700	-	Zvv	XXX	-	-	-	-	-	Eefuokcd	3vS	-	-	3lA+115	-	-