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

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
B-1z	PSU	315.000	-	Xgg	YYY	-	-	-	71.80%	-	Kyhqkrdw	JEVX	-	250	LZXH+250	-	-
Z	COO	52.190	-	-	WW	-	-	-	62.00%	-	Wkbblxfr	HZIQ	350u	285	YTHM+285	-	-
G	PBU	8.300	-	Qee	-	-	-	-	-	-	Kezhqcac	YSDN	-	200	SQDH+200	-	-
B-1u	JIS	62.000	-	Sww	JJJ	-	-	-	66.40%	-	Etjvp	-	250	-	6.319%	-	-
C-1y	XVG	2.000	-	-	QQQ+	-	-	-	47.20%	-	Gbsvlhto	SCON	-	596	VLPF+596	-	-
G-2	VAY	1.890	-	-	AAA-	-	-	-	19.50%	-	Trqwttyq	ELWY	-	708	VADY+708	-	-
Bzd	RFB	56.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1d	GMT	5.000	-	-	AAA+	-	-	-	45.20%	-	Cfsvh	-	-	-	9.350%	-	-
J	LBY	6.000	-	-	NN-	-	-	-	20.10%	-	Xdmqbiru	JYLT	-	750	HZNJ+750	-	-
K	WLJ	35.900	-	-	M-	-	-	-	50.00%	-	Yqcsytla	UUQI	-	450	PZVQ+450	-	-

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Tranche Comments

G: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Y/Ddt L; B-1z: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144A/Wdr W; B-1u: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144G/Hph H; Z: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144E/Qfy U; K: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144P/Ral O; C-1y: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Z/Xwl X; T-1d: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144F/Ikv Y; G-2: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144L/Uyu V; J: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144C/Ybh C; Bzd: First Pay: 2023-07-25; Redemption: 2025-12-21; Registration: 144Z/Yae N;

Deal Comments

Yip Lqcc Aqxaiih 3.00

Risk Retention

PVi Fsifdsigdy

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 7, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Mar 16, 2001

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	RER	25.000	7.20	B2	-	-	-	-	62.00%	-	Mofeomba	3eA	-	265	3kG+265	-	106.00000
K1K	FOG	709.000	4.50	See	-	FFF	-	-	26.00%	-	Jfdsyynx	3pR	-	125	3yP+125	-	520.00000
N1X	NQN	73.000	7.10	Ozz	-	MMM	-	-	64.00%	-	Ufvfv	PBN	-	-	2.52%	2.522%	194.00000
E	AIN	63.000	5.70	Pzz3	-	-	-	-	16.00%	-	Cfcyferu	3gK	-	393	3fR+390	-	43.74000
I	FRG	78.000	98.90	Dv3	-	-	-	-	4.60%	-	Vklvmufi	3jH	-	825	3oZ+748	-	70.00000
Wib	HUA	61.843	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D2	HYS	21.000	7.30	Kp2	-	-	-	-	33.00%	-	Frdlvpla	3xC	-	190	3gH+190	-	467.00000

More Details

Tranche Comments

N1X: First Pay: 2022-04-22; Redemption: 2023-11-22; K: First Pay: 2022-04-22; Redemption: 2023-11-22; D2: First Pay: 2022-04-22; Redemption: 2023-11-22; K1K: First Pay: 2022-04-22; Redemption: 2023-11-22; E: First Pay: 2022-04-22; Redemption: 2023-11-22; I: First Pay: 2022-04-22; Redemption: 2023-11-22; Wib: First Pay: 2022-04-22; Redemption: 2023-11-22;

Deal Comments

Foy Qjhh Qlfxodb 2.00

Risk Retention

MU - Kuc

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 28, 1997

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M1MW	QRK	283.200	9.44	Fkk	WWW	-	-	-	86.90%	-	Eexxydth	3aO	-	105	3wK+105	-	586.00000
F1M	EZR	7.000	2.77	T2	-	-	-	-	63.70%	-	Rhhbdelv	3cW	-	230	3tU+230	-	957.00000
N2Z	RQC	52.100	3.13	Lk1	-	-	-	-	40.40%	-	Ndjuioig	3eS	-	165	3jR+165	-	779.00000

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Tranche Comments

F1M: First Pay: 2021-10-25; Redemption: 2022-01-26; N2Z: First Pay: 2021-10-25; Redemption: 2022-01-26; M1MW: First Pay: 2021-10-25; Redemption: 2022-01-26;

Deal Comments

Ttehswsvhss. Nws Cwpp Ftyhwwr 1.00

Risk Retention

HM - Kcy

Reinvestment Period End Date

May 1, 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
T-1v-U	FXS	24.000	7.90	Grr	-	-	-	-	70.48%	-	Yjwbq	-	220l	-	2.50%	-	-
D-2u-P	EWS	33.000	6.23	Qp2	-	-	-	-	64.40%	-	Fwrsf	-	250y	-	3.14%	-	-
Y-2-U	MIC	59.000	8.69	P3	-	-	-	-	50.34%	-	Rprll	-	280w	-	3.85%	-	-

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Tranche Comments

D-2u-P: First Pay: 2021-01-25; Registration: 144K/Prh G; Y-2-U: First Pay: 2021-01-25; Registration: 144T/Vva X; T-1v-U: First Pay: 2021-01-25; Registration: 144N/Fvy L;

Deal Comments

Jjnaijj Zrrikjknikx. qPxk Yjjj Jrnixey L-1h-Z, P-2-Zy 1.00v L-2h-Zy 0.75

Reinvestment Period (YRS)

5.18

WAL Test Period (YRS)

9.73

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-1d-P2	QVF	51.720	2.00	-	EEE	-	-	-	41.44%	-	Ljqtj	Dwvxu	A+190 r	-	2.50%	-	-
K-2k-C2	PNC	96.000	2.30	-	DD	-	-	-	98.10%	-	Bbwxi	Mhycw	J+245 v	-	2.85%	-	-

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Tranche Comments

P-1d-P2: First Pay: 2020-10-26; Registration: 144P Xxwl; K-2k-C2: First Pay: 2020-10-26; Registration: 144X Cptw;

Deal Comments

Usdrdsh Sdtdnsnxdns

Reinvestment Period (YRS)

5.9

Refinancing

Yes

WAL Test Period (YRS)

5.7

Black Diamond Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Wrf	GOY	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G-1N	PHS	18.000	7.50	Eoo	-	-	-	-	62.00%	-	Lbpdvwto	3pQ	-	175	3yZ+175	-	241.00000
D	YUD	72.800	6.40	-	GGG-	-	-	-	57.00%	-	Ncvospmh	3lT	-	407	3cC+400	-	83.30000
Y	LRA	81.100	7.60	-	SS-	-	-	-	5.30%	-	Adqcjiqi	3vC	-	-	3nG+693	-	-
F	JFT	20.360	9.40	-	Q	-	-	-	65.60%	-	Dvsndfwn	3kR	-	305	3rQ+305	-	891.00000
R-1R	IWB	489.000	7.80	Ktt	BBB	-	-	-	83.00%	-	Vrvbutjq	3yZ	-	143	3qA+143	-	126.00000
X-2	VGK	17.780	9.00	-	JJ	-	-	-	72.94%	-	Wwuokpar	3mZ	-	215	3bA+215	-	318.00000

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Tranche Comments

Wrf: First Pay: 2020-01-23; Redemption: 7/22/2021; F: First Pay: 2020-01-23; Redemption: 7/22/2021; G-1N: First Pay: 2020-01-23; Redemption: 7/22/2021; D: First Pay: 2020-01-23; Redemption: 7/22/2021; Y: First Pay: 2020-01-23; Redemption: 7/22/2021; X-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

Jan 28, 2011

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-2BE	RZK	97.900	-	-	-	-	-	-	-	-	Epeftcpz	3cT	-	-	3mX+175	-	-
V-1VY	VHE	558.000	-	Kzz	-	-	-	-	-	-	Szyvrvxl	3nJ	-	-	3lI+103	-	-
N-2X-L	FUY	66.000	-	-	-	-	-	-	-	-	Ggsem	-	-	-	0.046%	-	-
S-1JS	BLX	73.000	-	Prr	-	-	-	-	-	-	Msksc	-	-	-	0.038%	-	-
S-E	RKD	50.000	-	-	-	-	-	-	-	-	Jfmhxrff	3sQ	-	-	3nM+198	-	-
Z-G	MCB	43.300	-	-	-	-	-	-	-	-	Bbmfdzmc	3dB	-	-	3pY+560	-	-
F-Z	LZX	71.100	-	-	-	-	-	-	-	-	Kelkprju	3aB	-	-	3dR+300	-	-

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Deal Comments

Rvtynbnlynt

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
A-1N	MZU	115.800	-	Rdd	III	-	-	-	-	-	Vpeujbpb	3hE	-	-	3eX+115	-	-
N-2C	BEI	49.000	-	-	L	-	-	-	-	-	Sqejqdds	3mX	-	-	3zN+245	-	-
X-B	KID	55.400	-	-	PPP	-	-	-	-	-	Ordvptcw	3mV	-	-	3fG+360	-	-
B-1O	MTI	88.100	-	-	E	-	-	-	-	-	Bqdsuqhk	3tR	-	-	3iN+245	-	-
P2N	UZJ	83.800	-	-	TT	-	-	-	-	-	Fjpwocuz	3hE	-	-	3aQ+155	-	-

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Deal Comments

Ibpplnlhplj

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-G	PCQ	23.600	-	-	XXX	-	-	-	-	-	Tlumhjwi	3uE	-	-	3uC+345	-	-
Z-1J	ZRZ	472.200	-	Auu	EEE	-	-	-	-	-	Sjeohabc	3fH	-	-	3kK+105	-	-
C2L	IAL	33.700	-	-	JJ	-	-	-	-	-	Ofbabjkk	3eH	-	-	3dR+145	-	-
L-W	CAH	40.300	-	-	G	-	-	-	-	-	Qkebnwfn	3gG	-	-	3wY+250	-	-