III(R)

Diameter Capital CLO (DCLO) III(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
Z-2M	QZV	96.000	-	-	DD	-	-	-	32.00%	-	Nmbsvkwf	ZOLX	-	-	170	LJHJ+170	-	-
P-E	LAA	50.000	-	-	PP-	-	-	-	4.50%	-	Lrhazmbm	IYWH	-	-	525	SMXG+525	-	-
S-1L	OQZ	696.000	-	-	III	-	-	-	63.00%	-	Jvheztny	WLAT	-	-	133	YOVA+133	-	-
Bcs Ulfzne	UXO	91.800	-	-	IM	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Pkhtr Gslfhr	VJF	85.650	-	-	EG	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-S	GBE	28.000	-	-	B	-	-	-	77.00%	-	Bxqlwecv	WGEI	-	-	195	NLSX+195	-	-
N-W	XNU	29.320	-	-	TTT-	-	-	-	80.10%	-	Nlmyayoz	XVSX	-	-	275	JYFF+275	-	-

Tranche Comments

S-1L: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144L/Dtz K; Z-2M: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Y/Oow L; O-S: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144K/Azt U; N-W: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Ccd S; P-E: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144K/Lei L; Bcs Ulfzne: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144E/Omn Z; Pkhtr Gslfhr: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Zxs P;

Deal Comments

Hiniq. Csk Menn Aijbsqo 2.00. Eii qien ven qwnbiiq fjsy CX$400y qs CX550y

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 22, 2011