Diameter Credit Funding Ltd (DIACF) II

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Diameter Capital Partners

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
U	BWM	26.110	-	Xpp3	-	-	-	-	-	-	Latuc	-	-	-	-	6.890%	-	-
R	TZV	396.100	-	Ott	-	-	-	-	-	-	Wnqra	-	-	-	-	3.940%	-	-
X	COP	59.810	-	L3	-	-	-	-	-	-	Obhft	-	-	-	-	5.540%	-	-
R	ULQ	63.700	-	Yv3	-	-	-	-	-	-	Mmqyh	-	-	-	-	4.540%	-	-
Lmf	VVH	38.000	-	TY	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144N/Ttx O; R: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144P/Wml W; X: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144Q/Nhe F; U: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144I/Cvk K; Lmf: First Pay: 2020-07-25; Redemption: 2022-01-25; Registration: 144I/Hev I;

Deal Comments

Umk-Lxyy Kzwxmxv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 29, 2014