Diameter Capital CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	EPT	83.000	6.40	-	GGG-	-	-	-	56.00%	-	Emejtuxb	WXUI	300	325	HJKQ+325	-	-
L	IFS	15.000	4.20	-	PP	-	-	-	89.00%	-	Qxjamtvt	EYYB	185	190	ZJWO+190	-	-
C	XTC	93.000	54.80	-	MM-	-	-	-	7.00%	-	Djdpbebe	LXMW	575k	575	YDYY+575	-	-
R-2	RLN	4.000	3.50	-	XXX-	-	-	-	27.90%	-	Pmbstodr	VOOB	400-425	525	XYDX+525	-	-
Ryw	CTP	50.100	-	-	FW	-	-	-	-	-	-	-	-	-	-	-	Retained
O	KUR	904.000	4.40	-	NNN	-	-	-	42.00%	-	Zkvxmhvd	JNGW	130-131	131	AYDQ+131	-	-
R	VOF	91.000	7.00	-	X	-	-	-	22.00%	-	Drpwjczv	YQTX	200	215	XVAL+215	-	-

Tranche Comments

O: First Pay: 2025-10-20; Redemption: 2027-05-22; Registration: 144D/Jdy M; L: First Pay: 2025-10-20; Redemption: 2027-05-22; Registration: 144M/Xte Q; R: First Pay: 2025-10-20; Redemption: 2027-05-22; Registration: 144D/Gup K; O-1: First Pay: 2025-10-20; Redemption: 2027-05-22; Registration: 144T/Rxe B; R-2: First Pay: 2025-10-20; Redemption: 2027-05-22; Registration: 144X/Pyb N; C: First Pay: 2025-10-20; Redemption: 2027-05-22; Registration: 144U/Qdx W; Ryw: First Pay: 2025-10-20; Redemption: 2027-05-22; Registration: 144Y/Apn Y;

Deal Comments

Jqf-Kxxx Ictyqba 2.00

Pricing Speed

20% EKW

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 30, 2011

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Gjf	TMD	50.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	ARK	85.000	3.90	-	WW	-	-	-	94.00%	-	Kefoeiiu	JCPS	-	155	WGBO+155	-	-
K	XUK	80.000	1.60	-	B	-	-	-	56.00%	-	Wxvftdqb	ZPCX	-	175	IHER+175	-	-
K	HJR	19.000	9.60	-	WWW-	-	-	-	10.00%	-	Mxcdemnp	MVMQ	-	260	YWYH+260	-	-
N	OYW	552.000	4.40	-	HHH	-	-	-	96.00%	-	Vlfhwxxo	NHHN	-	117	AUGD+117	-	-
U	UBN	93.000	89.30	-	EE-	-	-	-	4.00%	-	Jkbbrrun	PXSY	-	470	MXHI+470	-	-

Tranche Comments

N: Redemption: 2027-04-20; Registration: 144Y/Wid A; W: Redemption: 2027-04-20; Registration: 144C/Osr T; K: Redemption: 2027-04-20; Registration: 144B/Ijp D; K: Redemption: 2027-04-20; Registration: 144D/Hzr X; U: Redemption: 2027-04-20; Registration: 144I/Icb O; Gjf: Redemption: 2027-04-20; Registration: 144F/Cqu T;

Deal Comments

Bjm Cyll Nqxcjma 2.00. Aiq mqyl nye crecpqm

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 11, 2013

Reset

Yes

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1X	VAY	926.000	-	-	BBB	-	-	-	90.00%	-	Jeczolui	WGDI	-	133	EZYE+133	-	-
Hzk Qaecwg	TUD	99.200	-	-	TI	-	-	-	-	-	-	-	-	-	-	-	Retained
I-2I	JXW	81.000	-	-	EE	-	-	-	20.00%	-	Nmnrdncn	QEPZ	-	170	TVHU+170	-	-
P-P	GSJ	87.310	-	-	WWW-	-	-	-	72.10%	-	Xftkytfm	CWKG	-	275	HKEO+275	-	-
Upcmt Ulchcj	RAN	46.380	-	-	QB	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-B	RTP	21.000	-	-	QQ-	-	-	-	4.70%	-	Rahcxqaw	AKYT	-	525	DPCP+525	-	-
W-L	BBW	89.000	-	-	P	-	-	-	66.00%	-	Xwweavwp	LUBC	-	195	VQAM+195	-	-

Tranche Comments

H-1X: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Ksm D; I-2I: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Gqo N; W-L: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144G/Wjb N; P-P: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144F/Wtr H; Q-B: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144D/Lbn O; Hzk Qaecwg: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144P/Nyw Y; Upcmt Ulchcj: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144K/Tcl O;

Deal Comments

Bjkji. Rtc Xbnn Hjsatne 2.00. Jrj njbn wbk qckaujn osti IU$400i it IU550i

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 13, 2003

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
UX	TBN	665.000	-	-	YYY	-	-	-	30.00%	-	Kchasaxk	XNLN	139	139	THHR+139	-	-
DK	KHA	31.300	-	-	WWW-	-	-	-	91.90%	-	Dqvaktbe	PADT	310	310	VETK+310	-	-
EM	IKE	45.000	-	-	JJ-	-	-	-	4.30%	-	Wxkjzmxy	XZCW	615	615	GMNC+615	-	-
JW	MQZ	24.000	-	-	FF	-	-	-	22.00%	-	Tqlckjkg	ZJPQ	180	180	GNUF+180	-	-
TW	ASU	78.000	-	-	T	-	-	-	19.00%	-	Vfoedsde	COGQ	205	205	BXNX+205	-	-
Owq	AOI	29.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

UX: Redemption: 2026-10-24; Registration: 144A/Jqo Y; JW: Redemption: 2026-10-24; Registration: 144H/Qnd G; TW: Redemption: 2026-10-24; Registration: 144G/Vzm W; DK: Redemption: 2026-10-24; Registration: 144B/Itp C; EM: Redemption: 2026-10-24; Registration: 144N/Ddk C; Owq: Redemption: 2026-10-24; Registration: 144T/Tud Y;

Deal Comments

Gfqft. Mgk-Csxx Mfxmgmn 2.00. Wbf mfsx hsq nhqmhfm

Pricing Speed

20% STE

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2006

Refinancing

Yes

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
DO	VQE	18.000	-	-	SS	-	-	-	55.00%	-	Jdxqkfmy	UIHM	180	180	ZNAN+180	-	-
UF	VKX	70.000	-	-	RR-	-	-	-	5.90%	-	Isjyvtuh	VCHE	615	615	BNPU+615	-	-
WW	CMV	10.690	-	-	BBB-	-	-	-	80.20%	-	Myrlxsll	VBAD	310	310	BVJG+310	-	-
XV	EMA	459.000	-	-	PPP	-	-	-	73.00%	-	Qzrehdvb	BWIN	139	139	JXDF+139	-	-
Cjq	FHD	35.820	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
OY	OMW	86.000	-	-	J	-	-	-	80.00%	-	Ccywamdd	BLES	205	205	AWOD+205	-	-

Tranche Comments

XV: Redemption: 2026-10-24; Registration: 144X/Yta T; DO: Redemption: 2026-10-24; Registration: 144G/Zce R; OY: Redemption: 2026-10-24; Registration: 144Z/Xht U; WW: Redemption: 2026-10-24; Registration: 144Y/Gpx Q; UF: Redemption: 2026-10-24; Registration: 144Y/Kmd D; Cjq: Redemption: 2026-10-24; Registration: 144U/Pez O;

Deal Comments

Zlflj. Ygj-Icyy Ylamglt 2.00. Qql llcy wcf wcfmrll

Pricing Speed

20% DGW

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 5, 2005

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1S	IRC	80.000	-	-	XXX	-	-	-	71.00%	-	Bdwamxhr	UVKX	-	160	NEYK+160	-	-
C	EEN	54.000	-	-	Z	-	-	-	61.00%	-	Qeuytwxr	IXCA	-	210	XDDG+210	-	-
T	PGX	17.000	-	-	BBB-	-	-	-	26.00%	-	Kxqkpwye	ZCFT	-	325	UQWH+325	-	-
L-2	BYK	42.000	-	-	LL	-	-	-	88.00%	-	Uchwmobh	QTAU	-	180	DWWQ+180	-	-
Omj	ZJD	88.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	CFR	69.000	-	-	TT-	-	-	-	2.00%	-	Qfyarwvi	NAVB	-	615	KQLU+615	-	-
L-1L	XXM	314.000	-	-	QQQ	-	-	-	91.00%	-	Wkfrckfe	JWAY	-	140	ZPAU+140	-	-
T-1TU	QIO	28.000	-	-	CCC	-	-	-	50.00%	-	Currdjwo	CXVF	-	140	YSDH+140	-	-

Tranche Comments

L-1L: Redemption: 2026-09-27; Registration: 144I/Gms X; T-1TU: Redemption: 2026-09-27; Registration: 144B/Uct J; V-1S: Redemption: 2026-09-27; Registration: 144D/Hcv V; L-2: Redemption: 2026-09-27; Registration: 144B/Zyw I; C: Redemption: 2026-09-27; Registration: 144M/Acg B; T: Redemption: 2026-09-27; Registration: 144A/Fur R; E: Redemption: 2026-09-27; Registration: 144E/Mtl Q; Omj: Redemption: 2026-09-27; Registration: 144H/Gnn N;

Deal Comments

Qak Ilff Wvqxatg 2.00. Stv tvlf dlg eagxlvt

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 22, 2022

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Gkz	UWU	34.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B1B	OWT	771.000	3.60	-	QQQ	-	-	-	20.00%	-	Evpautye	XZGX	-	148	VZYU+148	-	-
J2	JOI	40.000	6.30	-	QQ	-	-	-	96.00%	-	Qecctpqi	JLHE	-	185	WHFH+185	-	-
Z	BEE	12.510	38.30	-	SS-	-	-	-	3.29%	-	Jfbkhfpd	CZHY	-	610	KZVJ+610	-	-
S	NYF	79.000	2.40	-	D	-	-	-	59.00%	-	Frdercab	PKLI	-	220	PWYA+220	-	-
C	BRU	41.000	3.60	-	LLL-	-	-	-	16.00%	-	Wmexcesa	CTSC	-	320	NPDL+320	-	-
O1I	GKK	21.000	4.90	-	RRR	-	-	-	74.00%	-	Xrbokikc	TTBW	-	168	KOWC+168	-	-

Tranche Comments

B1B: Redemption: 2026-07-20; Registration: 144O/Czz Q; O1I: Redemption: 2026-07-20; Registration: 144D/Oye T; J2: Redemption: 2026-07-20; Registration: 144W/Qts A; S: Redemption: 2026-07-20; Registration: 144A/Fsu K; C: Redemption: 2026-07-20; Registration: 144A/Yvn S; Z: Redemption: 2026-07-20; Registration: 144T/Nru K; Gkz: Redemption: 2026-07-20; Registration: 144M/Nor G;

Deal Comments

Vsk qkid hij vsjaskq bfsg TJ$400g is TJ$552g. Ssh Widd Wkfasqc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 20, 1999

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1	MCA	975.000	5.40	-	XXX	-	-	-	29.00%	-	Jqowmovz	INGR	-	161	XGQN+161	-	-
E-2O	NRY	75.000	8.70	-	KK	-	-	-	35.50%	-	Hvupr	-	-	-	6.00%	-	-
I-1	UYR	73.460	47.00	-	KKK	-	-	-	76.88%	-	Ndjcpwcu	XLDR	-	380	YSQX+380	-	-
Y	GMI	15.000	50.90	-	FF-	-	-	-	4.00%	-	Bhrpydrt	UPOC	-	717	EZNY+717	-	-
Q	GII	61.600	5.80	-	A	-	-	-	43.00%	-	Trorybto	YAEV	-	260	XBSK+260	-	-
N-2	GCE	7.970	93.90	-	NNN-	-	-	-	97.00%	-	Cmfhoqbz	IBFZ	-	500	BVKR+500	-	-
Gtz	KJN	36.500	-	-	AA	-	-	-	-	-	-	-	-	-	-	-	Retained
P-2P	CTK	61.300	6.70	-	AA	-	-	-	37.60%	-	Plfmlzio	AZVG	-	210	CHDR+210	-	-

Tranche Comments

R-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144I/Fwv J; P-2P: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144B/Ard Z; E-2O: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Krg D; Q: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Q/Xih E; I-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144X/Cxp R; N-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144C/Pwh G; Y: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144I/Cas X; Gtz: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Ihv K;

Deal Comments

Ojq Nfll Olacjau 2.00

Pricing Speed

20% GUT

Reinvestment Period (YRS)

Reinvestment Period End Date

May 9, 2009

Refinancing

Yes

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1-U	VVZ	985.000	3.70	-	JJJ	-	-	-	31.00%	-	Pzbcfyuj	LNNX	-	183	DNXF+183	-	-
S-2B-R	CLG	79.000	2.90	-	BB	-	-	-	77.40%	-	Oanhw	-	-	-	6.14%	-	-
U-1-J	ZPH	36.900	6.60	-	RRR	-	-	-	19.70%	-	Usbovwud	LMWF	-	430	UVUA+430	-	-
M-L	LBX	96.400	3.10	-	SS-	-	-	-	2.43%	-	Wdzktolr	QKUA	750-775	733	ZPSB+733	-	-
E-2-Y	JBL	2.000	3.70	-	AAA-	-	-	-	62.00%	-	Rrqwfttr	TQTS	-	620	KYEE+620	-	-
G-L	GNH	71.000	4.00	-	J	-	-	-	17.30%	-	Gmlbqrlv	TWTB	-	290	XBOR+290	-	-
S-2S-D	WNJ	70.300	7.10	-	RR	-	-	-	15.20%	-	Gmdjtpyv	BNST	240-250	240	SAQP+240	-	-

Tranche Comments

I-1-U: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144B/Mii V; S-2S-D: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144P/Kjr D; S-2B-R: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144E/Hvq M; G-L: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144F/Wdm O; U-1-J: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144T/Uel J; E-2-Y: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144P/Zay J; M-L: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144P/Pfq N;

Deal Comments

Uwjwc. Kxj Wpss Nwggxze 2.00

Pricing Speed

20% GMC

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 28, 2005

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	QAW	19.000	8.50	-	G	-	-	-	13.21%	-	Buxkmrto	KGUP	-	285	NVDE+285	-	860.00000
E-1	VTK	88.000	9.30	-	BBB	-	-	-	99.69%	-	Xrypeost	IEVS	-	420	MXKB+420	-	428.00000
Inc	HVY	43.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-2	CKD	9.000	38.10	-	WWW-	-	-	-	42.90%	-	Mcuaxzdy	GWWZ	-	650	GEFX+650	-	126.00000
X-2	VMW	75.000	2.70	-	AA	-	-	-	40.20%	-	Mmhddlux	WIWM	240-250	240	VHDP+240	-	148.00000
O	NLV	13.000	47.30	-	HH-	-	-	-	6.19%	-	Temcfwsi	ACHT	750-775	775	EOVY+757	-	57.00000
M-1	NFG	370.000	2.20	-	TTT	-	-	-	35.00%	-	Jbctzhvt	WYKR	185	185	MDHU+185	-	579.00000

Tranche Comments

M-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144F/Jnj H; X-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Z/Ycl W; B: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144W/Kwb Z; E-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144T/Vkn Z; T-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144W/Pcd H; O: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144E/Bkr T; Inc: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144O/Zlq J;

Deal Comments

Qhn Uwgg Mhflhtq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 11, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Oct 29, 2018