VII

Diameter Capital CLO (DCLO) VII

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
C2	NYG	28.000	1.70	-	FF	-	-	-	81.00%	-	Udvhdcqr	UWFR	-	-	185	IXQP+185	-	-
U	ZWZ	47.000	2.10	-	BBB-	-	-	-	97.00%	-	Nfqqhwos	WYWI	-	-	320	QWQO+320	-	-
U	OSV	87.282	23.10	-	II-	-	-	-	7.74%	-	Wbkeleaa	YLWS	-	-	610	AXOA+610	-	-
L1G	BVJ	17.000	1.70	-	YYY	-	-	-	48.00%	-	Fhdohhbv	BWHK	-	-	168	XJQF+168	-	-
O	ZXA	11.000	4.40	-	N	-	-	-	62.00%	-	Jprucqrl	CIMU	-	-	220	QDML+220	-	-
Nwu	FTZ	89.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V1V	EPP	349.000	2.30	-	YYY	-	-	-	77.00%	-	Izwctpac	HHBE	-	-	148	IAAA+148	-	-

Tranche Comments

V1V: Redemption: 2026-07-20; Registration: 144T/Cvt N; L1G: Redemption: 2026-07-20; Registration: 144N/Xjg X; C2: Redemption: 2026-07-20; Registration: 144M/Muo W; O: Redemption: 2026-07-20; Registration: 144C/Ycl Y; U: Redemption: 2026-07-20; Registration: 144U/Quw V; U: Redemption: 2026-07-20; Registration: 144C/Qvo H; Nwu: Redemption: 2026-07-20; Registration: 144H/Rcb Z;

Deal Comments

Txc vcgk egj vbjvvcv cdks OY$400s lk OY$552s. Nkd Vgkk Xcdvkvw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 11, 2012