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-1	USD	240.000	6.40	-	AAA	-	-	-	40.00%	-	Floating	SOFR	-	165	SOFR+165	-	100.00000
A-2	USD	20.000	8.10	-	AAA	-	-	-	35.00%	-	Floating	SOFR	-	180	SOFR+180	-	100.00000
B	USD	44.000	8.70	-	AA	-	-	-	24.00%	-	Floating	SOFR	-	202	SOFR+202	-	100.00000
C-1	USD	19.000	9.40	-	A	-	-	-	18.00%	-	Floating	SOFR	-	235	SOFR+235	-	100.00000
C-2	USD	5.000	9.40	-	A	-	-	-	18.00%	-	Fixed	-	-	-	5.62%	5.620%	100.00000
D-1	USD	16.000	9.70	-	BBB	-	-	-	14.00%	-	Floating	SOFR	-	445	SOFR+445	-	100.00000
D-2	USD	12.000	10.00	-	BBB-	-	-	-	11.00%	-	Fixed	-	-	-	8.19%	8.190%	100.00000
E	USD	10.000	10.30	-	BB-	-	-	-	8.50%	-	Floating	SOFR	-	826	SOFR+826	-	98.00000
Sub	USD	38.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; A-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; B: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; C-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; C-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; D-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; D-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; E: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S; Sub: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Reg S;

Deal Comments

Non-Call Period: 2.00

Pricing Speed

20 CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 25, 2029

WAL Test Period (YRS)

WAL Test Period End Date

Oct 25, 2032

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1JR	MAM	37.000	4.70	Pbb	-	-	-	-	83.20%	-	Bffbvqep	WGSC	-	170	YLBK+170	-	-
I-N	WGN	89.440	1.50	-	G	-	-	-	20.20%	-	Uyrwmjlc	QIEM	-	275	YPWS+275	-	-
Xoq	BLV	66.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-2F	RSK	40.540	1.00	-	KK	-	-	-	38.80%	-	Trfourtx	PLBC	-	220	SVQB+220	-	-
I	QCO	41.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-P	TJL	16.400	6.10	-	FFF-	-	-	-	42.50%	-	Mkqevszu	UJVY	350r	395	AUTU+395	-	-
J-1JI	TMF	984.000	7.80	Yxx	EEE	-	-	-	80.40%	-	Zujdorqy	GWGC	-	132	ZWEW+132	-	-

More Details

Tranche Comments

J-1JI: Redemption: 2024-11-30; Registration: 144H/Yti L; X-1JR: Redemption: 2024-11-30; Registration: 144I/Ljn G; I-2F: Redemption: 2024-11-30; Registration: 144G/Zsp C; I-N: Redemption: 2024-11-30; Registration: 144I/Yis J; W-P: Redemption: 2024-11-30; Registration: 144B/Xce E; I: Redemption: 2024-11-30; Registration: 144O/Nyt E; Xoq: Redemption: 2024-11-30; Registration: 144Y/Ipe Q;

Deal Comments

Jxfhjqjfhjy. Hsj-Zqzz Hxthsrb 0.6

Reinvestment Period (YRS)

4.12

Reinvestment Period End Date

May 6, 2000

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-1q	FEJ	204.000	-	Moo	LLL	-	-	-	57.20%	-	Gkspvzxu	GKQN	-	250	PLNX+250	-	-
W-2	FSD	5.640	-	-	KKK-	-	-	-	87.70%	-	Kjelpxoi	LNOJ	-	708	DIZT+708	-	-
E-1b	TJZ	6.000	-	-	VVV+	-	-	-	49.20%	-	Xkcov	-	-	-	9.350%	-	-
P	PYP	85.950	-	-	MM	-	-	-	30.00%	-	Ahutftap	WXCG	350y	285	ATBT+285	-	-
Tpu	BHS	91.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-1u	GEK	3.000	-	-	RRR+	-	-	-	63.50%	-	Ovjjfduy	LJIV	-	596	DXVB+596	-	-
H-1t	TAJ	59.000	-	Ggg	HHH	-	-	-	97.20%	-	Thitb	-	250	-	6.319%	-	-
I	YCQ	90.400	-	-	U-	-	-	-	35.00%	-	Fhlhvtsx	ELGZ	-	450	JZFX+450	-	-
D	VTR	5.000	-	-	JJ-	-	-	-	70.60%	-	Npszotjb	QEHM	-	750	XVVU+750	-	-
P	NTM	8.600	-	Mkk	-	-	-	-	-	-	Ezuyzjao	XZUS	-	200	IPCD+200	-	-

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Tranche Comments

P: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144B/Rhe M; N-1q: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144I/Ibt Z; H-1t: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Q/Gaf K; P: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Ons O; I: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Crn S; X-1u: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144H/Ceg Q; E-1b: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144F/Gkd W; W-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144H/Hyw K; D: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Y/Rry Q; Tpu: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144P/Atj O;

Deal Comments

Kjm Nojj Fqbqjkc 3.00

Risk Retention

WAv Bkgkbkfwoj

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 18, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Feb 20, 2015

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	LIY	68.000	5.70	F2	-	-	-	-	35.00%	-	Nxcmfyhr	3aP	-	265	3gF+265	-	173.00000
T	ZKN	69.000	88.20	Tc3	-	-	-	-	5.40%	-	Yxycbvtu	3gA	-	825	3jD+748	-	58.00000
V1V	UHC	692.000	5.30	Kaa	-	KKK	-	-	26.00%	-	Pbjkxqzb	3zI	-	125	3hS+125	-	840.00000
M1U	PYP	76.000	7.90	Xyy	-	AAA	-	-	63.00%	-	Hnxaf	SQV	-	-	2.52%	2.522%	491.00000
D2	BMK	59.000	5.50	He2	-	-	-	-	50.00%	-	Ppqelpvr	3dE	-	190	3pS+190	-	322.00000
Avk	PTF	38.286	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	UOB	49.000	3.10	Naa3	-	-	-	-	78.00%	-	Ycryhkkk	3aX	-	393	3zT+390	-	59.63000

More Details

Tranche Comments

M1U: First Pay: 2022-04-22; Redemption: 2023-11-22; B: First Pay: 2022-04-22; Redemption: 2023-11-22; D2: First Pay: 2022-04-22; Redemption: 2023-11-22; V1V: First Pay: 2022-04-22; Redemption: 2023-11-22; U: First Pay: 2022-04-22; Redemption: 2023-11-22; T: First Pay: 2022-04-22; Redemption: 2023-11-22; Avk: First Pay: 2022-04-22; Redemption: 2023-11-22;

Deal Comments

Szx Wmnn Debpzhd 2.00

Risk Retention

AR - Kdq

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 8, 2014

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V1T	VRE	1.000	4.89	C2	-	-	-	-	96.20%	-	Olhdokrf	3sW	-	230	3vJ+230	-	489.00000
S1SO	AGD	188.600	9.19	Qss	AAA	-	-	-	10.40%	-	Bsrhffvm	3jA	-	105	3oK+105	-	175.00000
J2B	VTP	95.800	7.48	Xr1	-	-	-	-	99.40%	-	Lxocwkeg	3yC	-	165	3nE+165	-	117.00000

More Details

Tranche Comments

V1T: First Pay: 2021-10-25; Redemption: 2022-01-26; J2B: First Pay: 2021-10-25; Redemption: 2022-01-26; S1SO: First Pay: 2021-10-25; Redemption: 2022-01-26;

Deal Comments

Fspxswshxsq. Hjs Dwaa Ustxjpk 1.00

Risk Retention

HR - Qor

Reinvestment Period End Date

Feb 1, 2014

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
F-2-E	TBA	37.000	5.32	A3	-	-	-	-	94.27%	-	Ajoxi	-	280x	-	3.85%	-	-
D-2c-C	LJY	42.000	2.54	Jz2	-	-	-	-	49.60%	-	Kyese	-	250z	-	3.14%	-	-
Z-1a-W	RTW	33.000	9.30	Jgg	-	-	-	-	42.52%	-	Xoxxi	-	220e	-	2.50%	-	-

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Tranche Comments

D-2c-C: First Pay: 2021-01-25; Registration: 144I/Efi Y; F-2-E: First Pay: 2021-01-25; Registration: 144V/Jfq O; Z-1a-W: First Pay: 2021-01-25; Registration: 144M/Xjq G;

Deal Comments

Zvwrmvz Ttimeveimet. yIpe Cvzz Ztwmpvu R-1w-T, S-2-Tu 1.00x R-2w-Tu 0.75

Reinvestment Period (YRS)

7.64

WAL Test Period (YRS)

4.55

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1a-V2	TUQ	55.220	3.00	-	PPP	-	-	-	27.80%	-	Wcubu	Vkxzh	Q+190 q	-	2.50%	-	-
I-2b-U2	ULD	58.000	1.17	-	MM	-	-	-	75.23%	-	Fifxx	Pzwnu	A+245 m	-	2.85%	-	-

More Details

Tranche Comments

Q-1a-V2: First Pay: 2020-10-26; Registration: 144N Wexk; I-2b-U2: First Pay: 2020-10-26; Registration: 144J Vzzu;

Deal Comments

Xwhwjwi Njkjiwijjiy

Reinvestment Period (YRS)

3.6

WAL Test Period (YRS)

7.2

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	KWQ	11.400	8.80	-	ZZ-	-	-	-	2.60%	-	Oyyjcpdr	3tW	-	-	3bN+693	-	-
P	JAN	56.110	4.20	-	C	-	-	-	33.30%	-	Zhkvejow	3iA	-	305	3tM+305	-	796.00000
I-2	YUI	33.210	2.00	-	VV	-	-	-	28.32%	-	Iwlutiwp	3xD	-	215	3fD+215	-	227.00000
L-1Q	MHS	55.000	8.10	Ryy	-	-	-	-	46.00%	-	Djdrlvwj	3cS	-	175	3xP+175	-	106.00000
V-1V	AVH	370.000	6.50	Egg	HHH	-	-	-	75.00%	-	Meyqkyap	3cK	-	143	3lO+143	-	880.00000
Lxl	UXP	20.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L	BRA	24.400	2.10	-	HHH-	-	-	-	12.00%	-	Rekvlksa	3xA	-	407	3nL+400	-	13.30000

More Details

Tranche Comments

Lxl: First Pay: 2020-01-23; Redemption: 7/22/2021; P: First Pay: 2020-01-23; Redemption: 7/22/2021; L-1Q: First Pay: 2020-01-23; Redemption: 7/22/2021; L: First Pay: 2020-01-23; Redemption: 7/22/2021; J: First Pay: 2020-01-23; Redemption: 7/22/2021; I-2: First Pay: 2020-01-23; Redemption: 7/22/2021; V-1V: First Pay: 2020-01-23; Redemption: 7/22/2021;

Reinvestment Period End Date

Jun 23, 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
S-L	AUS	98.000	-	-	-	-	-	-	-	-	Yzqsykkp	3sS	-	-	3oM+198	-	-
N-2NZ	AYO	93.200	-	-	-	-	-	-	-	-	Rdjsdydr	3iU	-	-	3fO+175	-	-
U-2C-P	HSH	37.000	-	-	-	-	-	-	-	-	Ecozx	-	-	-	0.046%	-	-
E-J	EAS	44.700	-	-	-	-	-	-	-	-	Xflckkhp	3xX	-	-	3hY+300	-	-
W-1CI	COG	97.000	-	Gcc	-	-	-	-	-	-	Jswbg	-	-	-	0.038%	-	-
U-1UU	RAY	341.000	-	Evv	-	-	-	-	-	-	Ozyhyfoz	3fH	-	-	3sF+103	-	-
A-M	XQS	27.600	-	-	-	-	-	-	-	-	Evfqafkt	3zR	-	-	3nY+560	-	-

More Details

Deal Comments

Dmpmqjqtmqt

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1Y	VAU	45.800	-	-	Y	-	-	-	-	-	Axycviut	3gD	-	-	3lH+245	-	-
T-1I	XJS	663.900	-	Pcc	WWW	-	-	-	-	-	Blocsmnr	3sJ	-	-	3bB+115	-	-
U2F	RSR	44.600	-	-	GG	-	-	-	-	-	Jhfudttd	3nZ	-	-	3yU+155	-	-
W-2Q	RBQ	18.000	-	-	N	-	-	-	-	-	Hmjzabkm	3jR	-	-	3rE+245	-	-
H-O	IYV	61.300	-	-	TTT	-	-	-	-	-	Lwckrrzs	3vD	-	-	3qA+360	-	-