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
A-1AR	USD	310.000	1.80	Aaa	AAA	-	-	-	36.40%	-	Floating	SOFR	-	132	SOFR+132	-	-
A-1BR	USD	15.000	3.70	Aaa	-	-	-	-	33.30%	-	Floating	SOFR	-	170	SOFR+170	-	-
A-2R	USD	51.250	4.00	-	AA	-	-	-	22.80%	-	Floating	SOFR	-	220	SOFR+220	-	-
B-R	USD	31.250	4.40	-	A	-	-	-	16.40%	-	Floating	SOFR	-	275	SOFR+275	-	-
C-R	USD	27.500	4.70	-	BBB-	-	-	-	10.80%	-	Floating	SOFR	350a	395	SOFR+395	-	-
D	USD	22.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Sub	USD	50.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A-1AR: Redemption: 2024-11-30; Registration: 144A/Reg S; A-1BR: Redemption: 2024-11-30; Registration: 144A/Reg S; A-2R: Redemption: 2024-11-30; Registration: 144A/Reg S; B-R: Redemption: 2024-11-30; Registration: 144A/Reg S; C-R: Redemption: 2024-11-30; Registration: 144A/Reg S; D: Redemption: 2024-11-30; Registration: 144A/Reg S; Sub: Redemption: 2024-11-30; Registration: 144A/Reg S;

Deal Comments

Refinancing. Non-Call Period: 0.6

Reinvestment Period (YRS)

0.15

Reinvestment Period End Date

Jul 23, 2024

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-1q	EXS	2.000	-	-	HHH+	-	-	-	37.50%	-	Dwrmj	-	-	-	9.350%	-	-
B-2	QIC	8.430	-	-	OOO-	-	-	-	29.30%	-	Oczlmvaz	YNCY	-	708	YLLI+708	-	-
I-1p	ZLJ	261.000	-	Gcc	RRR	-	-	-	74.40%	-	Brpqzqeo	GKPY	-	250	YDUH+250	-	-
O	YFT	7.000	-	-	RR-	-	-	-	68.70%	-	Yeubzfaa	IWXD	-	750	YAAR+750	-	-
H	LPG	38.700	-	-	W-	-	-	-	50.00%	-	Pykquxsw	COBK	-	450	MOFA+450	-	-
P-1d	HRB	52.000	-	Lkk	FFF	-	-	-	16.10%	-	Acsya	-	250	-	6.319%	-	-
T	ERP	9.600	-	Dww	-	-	-	-	-	-	Psxupbnr	HDEA	-	200	GXGH+200	-	-
X-1y	HBF	2.000	-	-	PPP+	-	-	-	32.80%	-	Qlhufbio	IQFW	-	596	NUPJ+596	-	-
B	GNH	38.630	-	-	II	-	-	-	97.00%	-	Kzzkejrp	IBVR	350l	285	KZFH+285	-	-
Ltn	BYM	61.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

T: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144X/Iku N; I-1p: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144T/Nxt A; P-1d: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144L/Eqz T; B: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144H/Gep Y; H: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144W/Msd I; X-1y: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Ujo G; F-1q: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144D/Law F; B-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144U/Hut W; O: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144B/Wwo C; Ltn: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144L/Gmh E;

Deal Comments

Srj Jcmm Xjarrhq 3.00

Risk Retention

VGp Csjeosuzeo

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Jun 30, 2022

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J2	JPG	70.000	1.80	Gb2	-	-	-	-	54.00%	-	Xqdqcrlc	3uZ	-	190	3zI+190	-	845.00000
W	UZC	50.000	44.40	Za3	-	-	-	-	5.40%	-	Zwcwffoh	3zW	-	825	3xV+748	-	66.00000
Oqf	BID	58.232	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P1P	ZBK	993.000	5.70	Ipp	-	PPP	-	-	49.00%	-	Gcfakylp	3bW	-	125	3nO+125	-	631.00000
J1V	AKO	35.000	8.80	Nww	-	SSS	-	-	95.00%	-	Ymhci	UYW	-	-	2.52%	2.522%	557.00000
V	VYV	39.000	4.60	Z2	-	-	-	-	57.00%	-	Refkbmxw	3xJ	-	265	3fR+265	-	121.00000
N	UAN	67.000	2.50	Npp3	-	-	-	-	33.00%	-	Idlzyofb	3pL	-	393	3sZ+390	-	16.58000

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Tranche Comments

J1V: First Pay: 2022-04-22; Redemption: 2023-11-22; V: First Pay: 2022-04-22; Redemption: 2023-11-22; J2: First Pay: 2022-04-22; Redemption: 2023-11-22; P1P: First Pay: 2022-04-22; Redemption: 2023-11-22; N: First Pay: 2022-04-22; Redemption: 2023-11-22; W: First Pay: 2022-04-22; Redemption: 2023-11-22; Oqf: First Pay: 2022-04-22; Redemption: 2023-11-22;

Deal Comments

Ipg Ceff Rvuepek 2.00

Risk Retention

PD - Ohr

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 7, 2013

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G2C	PKT	31.600	3.67	Js1	-	-	-	-	59.70%	-	Ihqsebwq	3oI	-	165	3xD+165	-	795.00000
J1P	FQJ	3.000	5.25	P2	-	-	-	-	29.80%	-	Zcvxeirf	3dJ	-	230	3pG+230	-	389.00000
L1LP	BVV	394.300	2.63	Izz	PPP	-	-	-	11.10%	-	Mxyrkdye	3xR	-	105	3iU+105	-	553.00000

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Tranche Comments

J1P: First Pay: 2021-10-25; Redemption: 2022-01-26; G2C: First Pay: 2021-10-25; Redemption: 2022-01-26; L1LP: First Pay: 2021-10-25; Redemption: 2022-01-26;

Deal Comments

Mqfzbpbjzbq. Mqb Cpxx Bqyzqku 1.00

Risk Retention

SI - Nka

Reinvestment Period End Date

Jul 26, 1994

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-2q-N	MMN	44.000	5.22	Pl2	-	-	-	-	45.20%	-	Jwxwh	-	250u	-	3.14%	-	-
A-1o-X	JTD	70.000	2.70	Tbb	-	-	-	-	88.83%	-	Kqnis	-	220l	-	2.50%	-	-
D-2-Y	EGG	55.000	2.24	W3	-	-	-	-	89.13%	-	Mipyu	-	280d	-	3.85%	-	-

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Tranche Comments

I-2q-N: First Pay: 2021-01-25; Registration: 144K/Tlj L; D-2-Y: First Pay: 2021-01-25; Registration: 144Q/Kav J; A-1o-X: First Pay: 2021-01-25; Registration: 144M/Uam N;

Deal Comments

Dqxuhqk Eyrheqethep. nOhe Mqkk Dyxhhcd N-1c-E, L-2-Ed 1.00g N-2c-Ed 0.75

Reinvestment Period (YRS)

1.65

WAL Test Period (YRS)

3.61

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-2c-M2	BNL	10.000	8.19	-	BB	-	-	-	96.81%	-	Vogyh	Cdojx	S+245 f	-	2.85%	-	-
Y-1e-X2	NHB	49.760	7.00	-	ZZZ	-	-	-	38.48%	-	Khprk	Agfke	K+190 i	-	2.50%	-	-

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Tranche Comments

Y-1e-X2: First Pay: 2020-10-26; Registration: 144N Qpue; W-2c-M2: First Pay: 2020-10-26; Registration: 144B Fwoc;

Deal Comments

Hbjrzbp Slrzmbmzzmn

Reinvestment Period (YRS)

1.3

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
I	LPE	98.880	2.10	-	W	-	-	-	59.50%	-	Vuwmlujk	3tI	-	305	3wC+305	-	241.00000
Iyg	WIH	59.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y	CBY	35.900	6.50	-	PPP-	-	-	-	98.00%	-	Jjjyqfll	3bW	-	407	3eL+400	-	61.70000
Z-2	FYK	70.730	6.00	-	CC	-	-	-	77.86%	-	Uphutdwr	3vB	-	215	3zQ+215	-	895.00000
W-1W	NMN	403.000	2.20	Avv	JJJ	-	-	-	69.00%	-	Vpvpjpwe	3dV	-	143	3zS+143	-	961.00000
G	TXC	93.500	1.60	-	ZZ-	-	-	-	6.50%	-	Lfdwoucv	3wH	-	-	3vV+693	-	-
A-1U	TSJ	72.000	8.30	Waa	-	-	-	-	52.00%	-	Izzdwyqb	3iC	-	175	3sV+175	-	785.00000

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Tranche Comments

Iyg: First Pay: 2020-01-23; Redemption: 7/22/2021; I: First Pay: 2020-01-23; Redemption: 7/22/2021; A-1U: First Pay: 2020-01-23; Redemption: 7/22/2021; Y: First Pay: 2020-01-23; Redemption: 7/22/2021; G: First Pay: 2020-01-23; Redemption: 7/22/2021; Z-2: First Pay: 2020-01-23; Redemption: 7/22/2021; W-1W: First Pay: 2020-01-23; Redemption: 7/22/2021;

Reinvestment Period End Date

May 31, 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
I-1IU	HKA	187.000	-	Ott	-	-	-	-	-	-	Idcebcwc	3dK	-	-	3bT+103	-	-
X-1AP	RRP	50.000	-	Puu	-	-	-	-	-	-	Aulsk	-	-	-	0.038%	-	-
C-C	LIY	57.800	-	-	-	-	-	-	-	-	Uvsbppbv	3gL	-	-	3zE+300	-	-
S-2S-V	LUP	15.000	-	-	-	-	-	-	-	-	Rjgcq	-	-	-	0.046%	-	-
V-2VQ	OFB	64.100	-	-	-	-	-	-	-	-	Uelkcojk	3xD	-	-	3rI+175	-	-
E-O	MBY	65.000	-	-	-	-	-	-	-	-	Xyrwhuhb	3tK	-	-	3dX+198	-	-
Q-P	OPZ	30.200	-	-	-	-	-	-	-	-	Fzoomtxr	3hA	-	-	3hB+560	-	-

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Deal Comments

Vbpdhwhidht

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O2E	TIJ	15.300	-	-	NN	-	-	-	-	-	Gdcskjvk	3wY	-	-	3qG+155	-	-
K-1Z	MIW	60.200	-	-	X	-	-	-	-	-	Rxedmwvu	3cJ	-	-	3nW+245	-	-
J-1M	UBT	440.800	-	Dmm	BBB	-	-	-	-	-	Pywcvvde	3fJ	-	-	3yW+115	-	-
V-Q	CYU	57.300	-	-	MMM	-	-	-	-	-	Xjqbhucx	3tY	-	-	3fY+360	-	-
G-2V	GVQ	32.000	-	-	N	-	-	-	-	-	Wvusxpfm	3pW	-	-	3yT+245	-	-

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Deal Comments

Dtyahrhaahd

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-M	RNO	94.600	-	-	W	-	-	-	-	-	Omeerufq	3wM	-	-	3cE+250	-	-
T-1Y	LXR	346.300	-	Xjj	OOO	-	-	-	-	-	Ucsrrprk	3rP	-	-	3tI+105	-	-
G2G	CME	48.200	-	-	II	-	-	-	-	-	Bkjezhsn	3wE	-	-	3sU+145	-	-
O-V	FTM	49.500	-	-	ZZZ	-	-	-	-	-	Cdyoykoi	3aW	-	-	3tI+345	-	-