II(R)

Diameter Capital CLO (DCLO) II(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
BS	WVT	12.640	-	-	XXX-	-	-	-	37.80%	-	Wzpuepws	DCAI	-	310	310	JEMU+310	-	-
GG	FKC	17.000	-	-	S	-	-	-	12.00%	-	Fljyoxtg	YTUN	-	205	205	VXNN+205	-	-
LW	JNY	78.000	-	-	LL	-	-	-	62.00%	-	Lhflbhbz	GSEU	-	180	180	NNQY+180	-	-
FL	MYI	33.000	-	-	YY-	-	-	-	8.80%	-	Jyoqjtmz	DZVP	-	615	615	KPZC+615	-	-
AK	OVN	706.000	-	-	PPP	-	-	-	12.00%	-	Bemvzdyz	UGEV	-	139	139	SGJA+139	-	-
Sjg	CKC	78.850	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

AK: Redemption: 2026-10-24; Registration: 144D/Cny W; LW: Redemption: 2026-10-24; Registration: 144G/Rww W; GG: Redemption: 2026-10-24; Registration: 144E/Rnv I; BS: Redemption: 2026-10-24; Registration: 144F/Ebs F; FL: Redemption: 2026-10-24; Registration: 144F/Ifj F; Sjg: Redemption: 2026-10-24; Registration: 144Y/Zcj Y;

Deal Comments

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Pricing Speed

20% CIY

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 7, 2025