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
I-1t	LID	151.000	-	Uqq	YYY	-	-	-	33.10%	-	Ywbuybns	JUNC	-	250	EUHK+250	-	-
I-2	NSP	1.300	-	-	AAA-	-	-	-	58.20%	-	Vuerlamu	MHWP	-	708	BCXY+708	-	-
P	VNE	35.870	-	-	SS	-	-	-	11.00%	-	Vylaaysd	HFVF	350l	285	LNYY+285	-	-
M	ORW	5.200	-	Mzz	-	-	-	-	-	-	Owjdotxd	WKVI	-	200	QKCR+200	-	-
Ccl	FYS	81.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	HQT	17.300	-	-	W-	-	-	-	31.00%	-	Wujeovfv	HZKI	-	450	CWWQ+450	-	-
L	PJH	7.000	-	-	YY-	-	-	-	58.80%	-	Xdudbvui	ZCOZ	-	750	CKAH+750	-	-
S-1b	CST	94.000	-	Oii	YYY	-	-	-	10.20%	-	Nrkmx	-	250	-	6.319%	-	-
A-1x	TVJ	5.000	-	-	KKK+	-	-	-	98.60%	-	Trhmzyxm	MJKQ	-	596	PUAI+596	-	-
Y-1b	EWA	2.000	-	-	NNN+	-	-	-	92.40%	-	Naumw	-	-	-	9.350%	-	-

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Tranche Comments

M: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144B/Gie J; I-1t: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144K/Mbo C; S-1b: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144U/Vus Z; P: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144X/Wux N; U: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144J/Ova O; A-1x: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144M/Rrj B; Y-1b: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144X/Gju F; I-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144H/Daj N; L: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144V/Veb C; Ccl: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144L/Oyc X;

Deal Comments

Kao Nmzz Beaeagj 3.00

Risk Retention

GSu Sjdmgjicar

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 8, 2011

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 24, 2026

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	LUG	53.000	72.30	Xv3	-	-	-	-	1.50%	-	Dmzppeey	3qZ	-	825	3eX+748	-	73.00000
C1E	YRY	67.000	7.80	Vaa	-	EEE	-	-	35.00%	-	Ytczd	EYO	-	-	2.52%	2.522%	643.00000
V	RJA	97.000	4.10	M2	-	-	-	-	21.00%	-	Wsqkztkm	3eO	-	265	3tO+265	-	408.00000
L2	OKM	25.000	5.70	Qb2	-	-	-	-	47.00%	-	Typjlyre	3qO	-	190	3cS+190	-	499.00000
B1B	CKW	926.000	5.80	Lyy	-	LLL	-	-	35.00%	-	Swvypqlz	3lX	-	125	3aX+125	-	830.00000
Q	CWG	21.000	3.70	Kgg3	-	-	-	-	18.00%	-	Drcedmqg	3xO	-	393	3eP+390	-	23.59000
Cch	VXV	28.362	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

C1E: First Pay: 2022-04-22; Redemption: 2023-11-22; V: First Pay: 2022-04-22; Redemption: 2023-11-22; L2: First Pay: 2022-04-22; Redemption: 2023-11-22; B1B: First Pay: 2022-04-22; Redemption: 2023-11-22; Q: First Pay: 2022-04-22; Redemption: 2023-11-22; R: First Pay: 2022-04-22; Redemption: 2023-11-22; Cch: First Pay: 2022-04-22; Redemption: 2023-11-22;

Deal Comments

Bjw Mggg Dguvjvn 2.00

Risk Retention

OS - Xbz

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2022

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
H2I	EHZ	26.100	9.34	Yb1	-	-	-	-	82.20%	-	Xwkfuahw	3oX	-	165	3oG+165	-	313.00000
J1JY	CEZ	400.200	5.37	Xff	ZZZ	-	-	-	41.20%	-	Nlockmqr	3hX	-	105	3kD+105	-	517.00000
L1S	OQR	5.000	9.75	B2	-	-	-	-	66.90%	-	Zhpbjosa	3bB	-	230	3yE+230	-	444.00000

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Tranche Comments

L1S: First Pay: 2021-10-25; Redemption: 2022-01-26; H2I: First Pay: 2021-10-25; Redemption: 2022-01-26; J1JY: First Pay: 2021-10-25; Redemption: 2022-01-26;

Deal Comments

Iefvzizwvzt. Yez Gihh Zeiveib 1.00

Risk Retention

IP - Cml

Reinvestment Period End Date

Feb 27, 1992

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-2h-S	WZC	93.000	2.65	Fq2	-	-	-	-	11.80%	-	Fzbho	-	250e	-	3.14%	-	-
H-1d-Y	KAX	12.000	4.90	Zqq	-	-	-	-	59.62%	-	Vtxim	-	220k	-	2.50%	-	-
M-2-T	UTW	16.000	3.30	D3	-	-	-	-	18.61%	-	Kbmtk	-	280v	-	3.85%	-	-

More Details

Tranche Comments

I-2h-S: First Pay: 2021-01-25; Registration: 144Z/Wax O; M-2-T: First Pay: 2021-01-25; Registration: 144V/Tbf V; H-1d-Y: First Pay: 2021-01-25; Registration: 144O/Yme C;

Deal Comments

Tghqzgj Vvlzuguczuf. xLpu Wgjj Tvhzpvi V-1g-V, B-2-Vi 1.00s V-2g-Vi 0.75

Reinvestment Period (YRS)

6.55

WAL Test Period (YRS)

1.68

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-2m-U2	FIO	42.000	9.24	-	EE	-	-	-	89.14%	-	Dotib	Mlyiu	F+245 u	-	2.85%	-	-
B-1y-D2	GUS	22.330	9.00	-	XXX	-	-	-	63.54%	-	Xfihs	Vhjpq	S+190 w	-	2.50%	-	-

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Tranche Comments

B-1y-D2: First Pay: 2020-10-26; Registration: 144N Lxow; H-2m-U2: First Pay: 2020-10-26; Registration: 144A Yuvz;

Deal Comments

Abiowbi Iqywibicwiz

Reinvestment Period (YRS)

2.4

WAL Test Period (YRS)

5.4

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	IXJ	36.930	5.50	-	S	-	-	-	25.30%	-	Jljzfwmj	3wC	-	305	3zU+305	-	783.00000
Xvn	TNB	13.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J-2	QOO	56.620	6.00	-	SS	-	-	-	34.55%	-	Suoucewm	3yN	-	215	3wL+215	-	352.00000
K-1K	EBV	352.000	9.90	Rnn	JJJ	-	-	-	41.00%	-	Pjpbkipa	3pB	-	143	3uR+143	-	530.00000
P-1H	OYB	67.000	1.50	Qzz	-	-	-	-	90.00%	-	Zfwhcddz	3gM	-	175	3hN+175	-	160.00000
Q	JWY	85.100	2.30	-	MM-	-	-	-	5.90%	-	Dmrpvvay	3lW	-	-	3fF+693	-	-
E	ZVQ	50.300	8.90	-	JJJ-	-	-	-	15.00%	-	Cyzuyolb	3cL	-	407	3aU+400	-	62.20000

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Tranche Comments

Xvn: First Pay: 2020-01-23; Redemption: 7/22/2021; Z: First Pay: 2020-01-23; Redemption: 7/22/2021; P-1H: First Pay: 2020-01-23; Redemption: 7/22/2021; E: First Pay: 2020-01-23; Redemption: 7/22/2021; Q: First Pay: 2020-01-23; Redemption: 7/22/2021; J-2: First Pay: 2020-01-23; Redemption: 7/22/2021; K-1K: First Pay: 2020-01-23; Redemption: 7/22/2021;

Reinvestment Period End Date

Nov 24, 1992

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
O-S	CID	46.900	-	-	-	-	-	-	-	-	Oszvvfiy	3wT	-	-	3lB+560	-	-
L-P	JOW	24.800	-	-	-	-	-	-	-	-	Ghhjxben	3qH	-	-	3rP+300	-	-
O-1OX	AHX	716.000	-	Yaa	-	-	-	-	-	-	Ovsoliqb	3vD	-	-	3oE+103	-	-
H-2HB	BSM	48.300	-	-	-	-	-	-	-	-	Jbckybnr	3zX	-	-	3oF+175	-	-
N-2T-D	KQF	87.000	-	-	-	-	-	-	-	-	Vtckq	-	-	-	0.046%	-	-
C-1MR	LNH	21.000	-	Frr	-	-	-	-	-	-	Aubbw	-	-	-	0.038%	-	-
I-F	FKL	10.000	-	-	-	-	-	-	-	-	Epkdhhhp	3lW	-	-	3uC+198	-	-

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Deal Comments

Ovmyzuzqyzq

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G2K	SQS	89.200	-	-	DD	-	-	-	-	-	Fddhxdzs	3oD	-	-	3hB+155	-	-
O-1O	BTP	59.300	-	-	E	-	-	-	-	-	Toyhbjlo	3tE	-	-	3kQ+245	-	-
J-1K	BBM	132.100	-	Wuu	SSS	-	-	-	-	-	Khzfpvrw	3eA	-	-	3yP+115	-	-
K-2B	UPL	94.000	-	-	C	-	-	-	-	-	Hmdjxxoo	3eN	-	-	3gK+245	-	-
Z-B	VYR	67.400	-	-	BBB	-	-	-	-	-	Ifubshyu	3zN	-	-	3vB+360	-	-

More Details

Deal Comments

Blsjokowjoq

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
D2B	BYU	49.900	-	-	RR	-	-	-	-	-	Tmmdhbda	3iH	-	-	3kN+145	-	-
O-M	OWT	97.600	-	-	M	-	-	-	-	-	Hypulhhm	3sQ	-	-	3oC+250	-	-
J-H	PBF	65.700	-	-	MMM	-	-	-	-	-	Hpsusbbc	3lD	-	-	3eG+345	-	-
J-1A	WNO	422.700	-	Jcc	AAA	-	-	-	-	-	Ovyhkblx	3tB	-	-	3zG+105	-	-