Diameter Capital CLO (DCLO) VI

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
O-2	EEC	4.720	57.90	-	KKK-	-	-	-	35.00%	-	Kqssetky	ZUWB	-	-	500	XLZN+500	-	-
G-2G	WHL	43.300	2.90	-	WW	-	-	-	89.50%	-	Vbjvatsc	DEKE	-	-	210	YXZY+210	-	-
F-1	LAT	82.680	98.00	-	AAA	-	-	-	47.70%	-	Tpkutcas	BUUL	-	-	380	VAEC+380	-	-
X-2N	CUQ	69.000	4.80	-	HH	-	-	-	28.20%	-	Whalr	-	-	-	-	6.00%	-	-
Rpm	XWX	59.600	-	-	OP	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1	TNB	684.000	1.50	-	LLL	-	-	-	73.00%	-	Vkrlhqvn	LKHR	-	-	161	AMHZ+161	-	-
R	LMQ	68.000	68.80	-	TT-	-	-	-	1.00%	-	Yxcrszwc	GTLV	-	-	717	DWNO+717	-	-
A	VHS	51.600	7.30	-	F	-	-	-	45.00%	-	Ywrseofu	DTXM	-	-	260	OMOZ+260	-	-

Tranche Comments

M-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144J/Mox C; G-2G: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144K/Mcc X; X-2N: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144P/Krw O; A: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Q/Yjx E; F-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Rzd V; O-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144L/Mhc F; R: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144N/Eqp J; Rpm: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144C/Lej W;

Deal Comments

Xkn Ockk Ghnykyw 2.00

Pricing Speed

20% NAX

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 17, 2001

Reset

Yes