I(R)

Diameter Capital CLO (DCLO) I(R)

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
VD	PGM	78.000	-	-	J	-	-	-	33.00%	-	Ksrfmckx	GWSR	-	205	205	MYAE+205	-	-
IZ	PTO	43.460	-	-	QQQ-	-	-	-	88.90%	-	Vebyewff	NXTG	-	310	310	GNON+310	-	-
BQ	RYJ	77.000	-	-	XX-	-	-	-	3.20%	-	Jwmbsqbe	JMLT	-	615	615	SNAF+615	-	-
DT	UCN	705.000	-	-	EEE	-	-	-	56.00%	-	Gxfqksod	UWYI	-	139	139	IQKH+139	-	-
GH	PWC	37.000	-	-	SS	-	-	-	35.00%	-	Kjlkhspl	HCQL	-	180	180	VEGI+180	-	-
Rvt	OLD	42.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

DT: Redemption: 2026-10-24; Registration: 144F/Ncf U; GH: Redemption: 2026-10-24; Registration: 144T/Fxe U; VD: Redemption: 2026-10-24; Registration: 144J/Ulp W; IZ: Redemption: 2026-10-24; Registration: 144J/Ifo Z; BQ: Redemption: 2026-10-24; Registration: 144I/Tcl P; Rvt: Redemption: 2026-10-24; Registration: 144Z/Lca M;

Deal Comments

Ahohh. Yyq-Oqjj Whlgyon 2.00. Iih ohqj xqo rboghho

Pricing Speed

20% DWZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 31, 2014