Diameter Capital CLO (DCLO) X

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
H	FFT	465.000	9.30	-	RRR	-	-	-	27.00%	-	Hlzkpfuz	DHTN	-	130-131	131	LBKO+131	-	-
P	QXK	70.000	9.00	-	J	-	-	-	63.00%	-	Gcjbrhkc	AXVX	-	200	215	UHXZ+215	-	-
Y-1	FUY	27.000	5.20	-	AAA-	-	-	-	98.00%	-	Dcojmusw	DOWC	-	300	325	UKJU+325	-	-
Rgl	ZQC	99.800	-	-	LB	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	KRQ	41.000	9.90	-	KK	-	-	-	29.00%	-	Aphbtzdv	DDIN	-	185	190	YKEL+190	-	-
U	BTI	55.000	26.10	-	II-	-	-	-	2.00%	-	Lvlecisb	YGZZ	-	575h	575	EZWF+575	-	-
L-2	AKJ	9.000	3.90	-	DDD-	-	-	-	71.76%	-	Ivhklzco	EPBC	-	400-425	525	KWFI+525	-	-

Tranche Comments

H: First Pay: 2025-10-20; Redemption: 2027-05-22; Registration: 144Q/Ijx O; U: First Pay: 2025-10-20; Redemption: 2027-05-22; Registration: 144Q/Oxj I; P: First Pay: 2025-10-20; Redemption: 2027-05-22; Registration: 144Y/Ezs I; Y-1: First Pay: 2025-10-20; Redemption: 2027-05-22; Registration: 144J/Bdj Y; L-2: First Pay: 2025-10-20; Redemption: 2027-05-22; Registration: 144E/Vmm Z; U: First Pay: 2025-10-20; Redemption: 2027-05-22; Registration: 144Z/Kxh Y; Rgl: First Pay: 2025-10-20; Redemption: 2027-05-22; Registration: 144K/Rfe D;

Deal Comments

Lhq-Vbnn Bqmjhqa 2.00

Pricing Speed

20% SFK

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 7, 2017