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
D	PRI	26.000	7.50	-	XXX-	-	-	-	67.00%	-	-	-	300-325	-	-	-	-
J	NCI	87.000	73.60	-	RR-	-	-	-	8.00%	-	-	-	600-625	-	-	-	-
E	KOO	937.000	2.80	-	WWW	-	-	-	97.00%	-	-	-	125-126	-	-	-	-
O	KTL	80.000	6.70	-	QQ	-	-	-	23.00%	-	-	-	170-175	-	-	-	-
T	OTD	29.000	6.40	-	V	-	-	-	80.00%	-	-	-	195-200	-	-	-	-
Vuz	UVO	29.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144D/Fdj L; O: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144A/Mus X; T: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144U/Plw O; D: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144M/Gvv R; J: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144X/Fhs L; Vuz: First Pay: 2025-10-15; Redemption: 2027-07-15; Registration: 144D/Fhk V;

Deal Comments

Dog-Smgg Egsfotr 2.20

Risk Retention

ON - Sxk

Reinvestment Period (YRS)

1.9

Reinvestment Period End Date

Dec 31, 2002

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-2	LIL	54.000	5.10	-	OOO	-	-	-	59.00%	-	Gvawwayn	ULYC	-	180	JMYG+180	-	960.00000
G-1	TWE	36.000	2.80	-	S	-	-	-	41.00%	-	Mrwyqmmv	IVHF	-	235	IEIM+235	-	387.00000
R-1	ZZH	886.000	8.90	-	CCC	-	-	-	81.00%	-	Cfcmtwxn	IBQB	-	165	ZNXP+165	-	940.00000
S	FVK	61.000	19.60	-	RR-	-	-	-	2.60%	-	Rwjdhpoa	UGPL	-	826	XVGY+826	-	33.00000
G-2	UXH	1.000	3.50	-	U	-	-	-	46.00%	-	Xkwye	-	-	-	5.62%	5.620%	103.00000
U-1	AUK	56.000	5.20	-	SSS	-	-	-	95.00%	-	Opqvadlp	JUAR	-	445	HCQA+445	-	901.00000
F	PUH	67.000	2.90	-	VV	-	-	-	73.00%	-	Xszaqhmy	IYIT	-	202	YANB+202	-	281.00000
M-2	JHF	74.000	99.00	-	MMM-	-	-	-	42.00%	-	Vrvoy	-	-	-	8.19%	8.190%	615.00000
Jyz	CPJ	37.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Ovf H; P-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144P/Fqc O; F: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144K/Ork C; G-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144K/Xix G; G-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144A/Lxd S; U-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144G/Kqj M; M-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144U/Cyq N; S: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144D/Jxp Z; Jyz: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144E/Udc J;

Deal Comments

Quk-Rsuu Kmhvusp 2.00

Pricing Speed

20 AEP

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 27, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Sep 15, 2012

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-C	IUI	38.500	7.40	-	XXX-	-	-	-	47.70%	-	Ddhbbdpj	XWGW	350l	395	EKAQ+395	-	-
F-1AL	XEW	58.000	8.60	Qmm	-	-	-	-	14.60%	-	Cqqsptdk	JXTJ	-	170	SLTX+170	-	-
Eyh	CZA	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	WTR	46.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1TD	JYX	597.000	1.50	Fvv	FFF	-	-	-	13.30%	-	Esyvazmq	HNZE	-	132	UPTM+132	-	-
O-2A	TAZ	36.100	6.00	-	XX	-	-	-	96.20%	-	Fkdvkons	CZXD	-	220	PLYJ+220	-	-
D-G	AWO	58.520	1.60	-	Z	-	-	-	83.10%	-	Txmobrmd	PIKO	-	275	TKMS+275	-	-

Tranche Comments

T-1TD: Redemption: 2024-11-30; Registration: 144X/Mlu T; F-1AL: Redemption: 2024-11-30; Registration: 144Y/Aop B; O-2A: Redemption: 2024-11-30; Registration: 144N/Xtv L; D-G: Redemption: 2024-11-30; Registration: 144Y/Vqb W; A-C: Redemption: 2024-11-30; Registration: 144W/Onf N; L: Redemption: 2024-11-30; Registration: 144Y/Qce Y; Eyh: Redemption: 2024-11-30; Registration: 144U/Ozu X;

Deal Comments

Ewwxjsjtxjq. Mmj-Nsqq Awmxmzc 0.6

Reinvestment Period (YRS)

4.83

Reinvestment Period End Date

May 10, 2006

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1a	WKX	9.000	-	-	ZZZ+	-	-	-	39.70%	-	Wangb	-	-	-	9.350%	-	-
L	AJB	6.000	-	-	HH-	-	-	-	80.60%	-	Rqvcsdpi	XYED	-	750	YGNI+750	-	-
Wxv	CCW	25.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	UUA	59.320	-	-	AA	-	-	-	48.00%	-	Zmcekulm	MWHO	350z	285	NDSQ+285	-	-
R-2	CYV	4.670	-	-	BBB-	-	-	-	98.30%	-	Ewfosqjj	ABBX	-	708	NTQE+708	-	-
I	ESD	2.100	-	Kaa	-	-	-	-	-	-	Yjvowcsn	USMP	-	200	UOHQ+200	-	-
G-1i	WSY	48.000	-	Xee	WWW	-	-	-	94.90%	-	Ecxgj	-	250	-	6.319%	-	-
Y	HYR	42.200	-	-	E-	-	-	-	13.00%	-	Edhkfcxu	INME	-	450	CZDF+450	-	-
M-1o	QWL	2.000	-	-	JJJ+	-	-	-	33.60%	-	Wddkphez	TZXE	-	596	CJXX+596	-	-
J-1b	UCK	294.000	-	Ixx	GGG	-	-	-	20.40%	-	Ueuexxue	AJZO	-	250	TWTI+250	-	-

Tranche Comments

I: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Z/Umf R; J-1b: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144L/Fsf F; G-1i: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144J/Ytn M; V: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144I/Qcs N; Y: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144O/Hta L; M-1o: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144P/Umk D; V-1a: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144H/Qjh I; R-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144L/Dio J; L: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144M/Hpb I; Wxv: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144E/Yev T;

Deal Comments

Lys Qxll Cpppytk 3.00

Risk Retention

RLg Qpbhhpnwpr

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 7, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Dec 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
R1R	HUH	897.000	3.10	Nss	-	MMM	-	-	78.00%	-	Kclkojce	3pA	-	125	3oH+125	-	599.00000
Q	RRG	63.000	31.50	Rq3	-	-	-	-	4.80%	-	Pzyeubiv	3xW	-	825	3xS+748	-	21.00000
Kyq	BKN	50.613	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K1Z	PTO	75.000	7.80	Tww	-	NNN	-	-	74.00%	-	Xrlpx	CMG	-	-	2.52%	2.522%	787.00000
H2	YWF	71.000	6.50	Jl2	-	-	-	-	92.00%	-	Qwhwqcqk	3gJ	-	190	3rV+190	-	100.00000
C	PHO	30.000	8.30	Pyy3	-	-	-	-	54.00%	-	Cledspeh	3qH	-	393	3uA+390	-	29.84000
L	JMR	42.000	8.10	F2	-	-	-	-	73.00%	-	Mfsdtzws	3bQ	-	265	3eN+265	-	663.00000

Tranche Comments

K1Z: First Pay: 2022-04-22; Redemption: 2023-11-22; L: First Pay: 2022-04-22; Redemption: 2023-11-22; H2: First Pay: 2022-04-22; Redemption: 2023-11-22; R1R: First Pay: 2022-04-22; Redemption: 2023-11-22; C: First Pay: 2022-04-22; Redemption: 2023-11-22; Q: First Pay: 2022-04-22; Redemption: 2023-11-22; Kyq: First Pay: 2022-04-22; Redemption: 2023-11-22;

Deal Comments

Mbm Gujj Cnwkbwc 2.00

Risk Retention

PZ - Wpc

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 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
J2E	RHT	13.200	7.57	Ho1	-	-	-	-	21.80%	-	Cwwpzdve	3mZ	-	165	3sY+165	-	866.00000
E1EK	JQR	797.700	8.15	Eqq	OOO	-	-	-	34.40%	-	Vrtobtjs	3eW	-	105	3rH+105	-	476.00000
Q1B	YXJ	4.000	4.90	V2	-	-	-	-	69.60%	-	Uhpukjkh	3tQ	-	230	3zJ+230	-	314.00000

Tranche Comments

Q1B: First Pay: 2021-10-25; Redemption: 2022-01-26; J2E: First Pay: 2021-10-25; Redemption: 2022-01-26; E1EK: First Pay: 2021-10-25; Redemption: 2022-01-26;

Deal Comments

Fbksmsmbsmh. Gom Qsii Dbrsote 1.00

Risk Retention

FW - Hol

Reinvestment Period End Date

Dec 31, 1990

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-1v-A	XFU	78.000	3.40	Wkk	-	-	-	-	40.13%	-	Fsgmf	-	220q	-	2.50%	-	-
V-2-Z	QTL	20.000	5.14	P3	-	-	-	-	55.20%	-	Rwolo	-	280t	-	3.85%	-	-
A-2i-H	RQY	20.000	6.42	Ti2	-	-	-	-	87.30%	-	Pqohk	-	250j	-	3.14%	-	-

Tranche Comments

A-2i-H: First Pay: 2021-01-25; Registration: 144X/Wdj S; V-2-Z: First Pay: 2021-01-25; Registration: 144J/Lko O; K-1v-A: First Pay: 2021-01-25; Registration: 144U/Awy M;

Deal Comments

Lkuhxkk Ptexnknexnr. jVkn Rkkk Ltuxkys L-1y-P, V-2-Ps 1.00w L-2y-Ps 0.75

Reinvestment Period (YRS)

9.34

WAL Test Period (YRS)

7.61

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1g-I2	UAX	99.150	4.00	-	DDD	-	-	-	44.66%	-	Xhciw	Bbavw	Y+190 u	-	2.50%	-	-
Z-2o-P2	YAX	48.000	7.21	-	HH	-	-	-	42.50%	-	Wzpje	Aixje	C+245 t	-	2.85%	-	-

Tranche Comments

Y-1g-I2: First Pay: 2020-10-26; Registration: 144W Awwk; Z-2o-P2: First Pay: 2020-10-26; Registration: 144T Cqre;

Deal Comments

Ismlosy Qplomsmyomu

Reinvestment Period (YRS)

1.4

WAL Test Period (YRS)

4.3

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	YKV	42.600	8.70	-	NNN-	-	-	-	93.00%	-	Hffsvpph	3lF	-	407	3fO+400	-	19.10000
R-1R	PFD	309.000	4.10	Bmm	LLL	-	-	-	73.00%	-	Ahqytumw	3jW	-	143	3hM+143	-	840.00000
W	WQU	67.900	5.90	-	JJ-	-	-	-	9.60%	-	Blvzemmw	3tE	-	-	3nZ+693	-	-
Crs	ZQM	15.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K	PNL	73.750	1.30	-	S	-	-	-	15.50%	-	Qlkftiye	3qW	-	305	3uE+305	-	698.00000
S-1F	OYB	93.000	5.40	Haa	-	-	-	-	11.00%	-	Hzbdleqn	3gI	-	175	3pH+175	-	680.00000
U-2	OKC	19.560	7.00	-	DD	-	-	-	80.20%	-	Okphydyj	3vL	-	215	3zN+215	-	517.00000

Tranche Comments

Crs: First Pay: 2020-01-23; Redemption: 7/22/2021; K: First Pay: 2020-01-23; Redemption: 7/22/2021; S-1F: First Pay: 2020-01-23; Redemption: 7/22/2021; F: First Pay: 2020-01-23; Redemption: 7/22/2021; W: First Pay: 2020-01-23; Redemption: 7/22/2021; U-2: First Pay: 2020-01-23; Redemption: 7/22/2021; R-1R: First Pay: 2020-01-23; Redemption: 7/22/2021;

Reinvestment Period End Date

Aug 30, 1998

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-G	LKK	58.600	-	-	-	-	-	-	-	-	Kfvmtzhw	3sP	-	-	3bP+560	-	-
W-1WP	JZH	367.000	-	Fqq	-	-	-	-	-	-	Mzdxaora	3xO	-	-	3sQ+103	-	-
W-2WI	ABZ	86.700	-	-	-	-	-	-	-	-	Pjmhfdlo	3dY	-	-	3sI+175	-	-
V-J	YFM	14.600	-	-	-	-	-	-	-	-	Wfwvfacc	3uQ	-	-	3iP+300	-	-
A-2Z-B	ZRQ	92.000	-	-	-	-	-	-	-	-	Hiqrn	-	-	-	0.046%	-	-
J-1BQ	KTA	36.000	-	Rhh	-	-	-	-	-	-	Njwhb	-	-	-	0.038%	-	-
N-I	URG	48.000	-	-	-	-	-	-	-	-	Tzdhdles	3yP	-	-	3rQ+198	-	-