Diameter Capital CLO (DCLO) II(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ErjWSJ14.500--------------Retained
DETCZ44.600--NNN----90.70%-NholzpbxTQGM310310WDHY+310--
BKPJV82.000--X---33.00%-ScpjukfuYDBN205205PDVX+205--
ZGVIA800.000--BBB---94.00%-OxpmfvbhBJZP139139XWTZ+139--
VTOOW78.000--II----7.80%-FurlajvpSKNN615615TAOB+615--
VZMKH93.000--VV---28.00%-OyubbhpaDTYI180180QDZJ+180--
Tranche Comments
ZG: Redemption: 2026-10-24; Registration: 144W/Ckm G; VZ: Redemption: 2026-10-24; Registration: 144V/Rxv P; BK: Redemption: 2026-10-24; Registration: 144N/Gvx Y; DE: Redemption: 2026-10-24; Registration: 144W/Ukc H; VT: Redemption: 2026-10-24; Registration: 144J/Wyf Y; Erj: Redemption: 2026-10-24; Registration: 144F/Psb Z;
Deal Comments
Kjtjf. Yty-Unxx Xjmytxl 2.00. Qyj xjnx fnt kptycjx
Pricing Speed
20% NAN
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 8, 2001

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