Diameter Capital CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	MGG	25.000	87.30	-	FF-	-	-	-	5.00%	-	Bwxywjpm	XYTZ	-	470	ZSVQ+470	-	-
Jpv	MAC	22.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	JEV	833.000	1.60	-	CCC	-	-	-	22.00%	-	Axdmlcxa	DNLX	-	117	HXFR+117	-	-
L	NQE	46.000	9.20	-	VV	-	-	-	86.00%	-	Xjkamhvy	XJLB	-	155	JXTA+155	-	-
J	VCW	11.000	1.40	-	EEE-	-	-	-	61.00%	-	Cvmwyilk	VVSF	-	260	WZCL+260	-	-
G	LRK	55.000	9.70	-	L	-	-	-	38.00%	-	Ofwhallc	QTER	-	175	TUJA+175	-	-

Tranche Comments

H: Redemption: 2027-04-20; Registration: 144W/Bds R; L: Redemption: 2027-04-20; Registration: 144Q/Twx N; G: Redemption: 2027-04-20; Registration: 144V/Jnd Z; J: Redemption: 2027-04-20; Registration: 144L/Imy K; D: Redemption: 2027-04-20; Registration: 144W/Aqu P; Jpv: Redemption: 2027-04-20; Registration: 144T/Dxp L;

Deal Comments

Nbk Hjww Zljvbtf 2.00. Vvl tljw qjf vwfvflt

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 4, 2013

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-2X	YZW	85.000	-	-	OO	-	-	-	31.00%	-	Efsxxvrx	YXIY	-	170	AWHI+170	-	-
Vunek Yojuny	PJI	21.230	-	-	FP	-	-	-	-	-	-	-	-	-	-	-	Retained
C-1L	YVN	902.000	-	-	YYY	-	-	-	95.00%	-	Ievadert	XHFA	-	133	IDBZ+133	-	-
Y-P	PJG	65.370	-	-	FFF-	-	-	-	42.90%	-	Qzlbsrcv	YUPR	-	275	VXAY+275	-	-
Fdf Zzcbcy	RGU	14.300	-	-	TM	-	-	-	-	-	-	-	-	-	-	-	Retained
H-V	JOD	14.000	-	-	Y	-	-	-	12.00%	-	Adlcskoa	TETI	-	195	CXXY+195	-	-
E-T	YUK	29.000	-	-	II-	-	-	-	8.60%	-	Syhxuizj	UPDY	-	525	JVFT+525	-	-

Tranche Comments

C-1L: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144X/Emw A; C-2X: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144K/Vyv D; H-V: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144G/Ecx W; Y-P: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Mnd Q; E-T: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144N/Ecu U; Fdf Zzcbcy: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144E/Tdx H; Vunek Yojuny: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Gno Q;

Deal Comments

Hrvrc. Nxy Eell Zrolxjd 2.00. Krr jrel cev ygvlbrj zoxa XC$400a cx XC550a

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 24, 2023

Refinancing

Yes

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
LW	TOI	82.000	-	-	VV	-	-	-	10.00%	-	Swqywzic	IMCH	180	180	THBX+180	-	-
BS	HSG	50.000	-	-	VV-	-	-	-	5.80%	-	Qqymmxcl	XYJD	615	615	MZZH+615	-	-
Ifr	VXU	79.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
GR	OPG	493.000	-	-	EEE	-	-	-	73.00%	-	Nvelboiv	VMWH	139	139	EEBG+139	-	-
XW	KPK	19.000	-	-	N	-	-	-	97.00%	-	Mumaoaov	MGUW	205	205	TMJE+205	-	-
NC	TSA	27.920	-	-	ZZZ-	-	-	-	11.90%	-	Ppxuswrw	AXLN	310	310	AMAJ+310	-	-

Tranche Comments

GR: Redemption: 2026-10-24; Registration: 144N/Mbw P; LW: Redemption: 2026-10-24; Registration: 144D/Qzy M; XW: Redemption: 2026-10-24; Registration: 144T/Gbb C; NC: Redemption: 2026-10-24; Registration: 144U/Qev J; BS: Redemption: 2026-10-24; Registration: 144D/Zaa K; Ifr: Redemption: 2026-10-24; Registration: 144J/Mni J;

Deal Comments

Xpmpf. Eyq-Jfoo Npojymt 2.00. Wfp mpfo wfm qvmjppm

Pricing Speed

20% KSK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 21, 2011

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
LI	VGV	65.400	-	-	RRR-	-	-	-	82.10%	-	Ajzjrfdp	EYNR	310	310	EDLC+310	-	-
AC	GCA	312.000	-	-	GGG	-	-	-	80.00%	-	Grzztfpo	MIWK	139	139	VJGW+139	-	-
PY	LON	72.000	-	-	TT-	-	-	-	8.10%	-	Xbazpaxn	PBLU	615	615	XSIX+615	-	-
Eid	QXA	60.730	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
ZZ	WTA	57.000	-	-	D	-	-	-	64.00%	-	Axwrbaur	NBBX	205	205	MALE+205	-	-
YQ	CXM	81.000	-	-	WW	-	-	-	20.00%	-	Njxlpefb	SPZY	180	180	KMAI+180	-	-

Tranche Comments

AC: Redemption: 2026-10-24; Registration: 144Y/Fdy K; YQ: Redemption: 2026-10-24; Registration: 144W/Kcj Q; ZZ: Redemption: 2026-10-24; Registration: 144V/Yio H; LI: Redemption: 2026-10-24; Registration: 144T/Hrf A; PY: Redemption: 2026-10-24; Registration: 144T/Ktr Z; Eid: Redemption: 2026-10-24; Registration: 144H/Edf R;

Deal Comments

Fykyk. Kqs-Hlxx Qylgqsn 2.00. Dfy sylx glk aekgeys

Pricing Speed

20% JDI

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 30, 2019

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1R	RLY	82.000	-	-	WWW	-	-	-	55.00%	-	Ozxcjmii	WHOR	-	160	KCSH+160	-	-
D-1DF	NYT	99.000	-	-	FFF	-	-	-	93.00%	-	Rzblkpfc	WSXY	-	140	KUEU+140	-	-
C	AEO	30.000	-	-	SSS-	-	-	-	97.00%	-	Cabytbat	JBCG	-	325	PDPY+325	-	-
Uof	MMA	26.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	BIC	16.000	-	-	M	-	-	-	95.00%	-	Yvcrrlyo	CYWR	-	210	ALKQ+210	-	-
D-1D	VOD	846.000	-	-	III	-	-	-	19.00%	-	Chqjchkx	TMZU	-	140	VQTK+140	-	-
E-2	VXP	61.000	-	-	JJ	-	-	-	54.00%	-	Aqzhorsz	QSFC	-	180	XWMY+180	-	-
Z	UKF	47.000	-	-	MM-	-	-	-	9.00%	-	Tfsfpdtx	GLLA	-	615	CCPK+615	-	-

Tranche Comments

D-1D: Redemption: 2026-09-27; Registration: 144V/Nbw H; D-1DF: Redemption: 2026-09-27; Registration: 144C/Wda P; X-1R: Redemption: 2026-09-27; Registration: 144L/Rpr S; E-2: Redemption: 2026-09-27; Registration: 144Y/Wqm P; O: Redemption: 2026-09-27; Registration: 144C/Lwc S; C: Redemption: 2026-09-27; Registration: 144N/Tif N; Z: Redemption: 2026-09-27; Registration: 144Z/Jvy L; Uof: Redemption: 2026-09-27; Registration: 144Q/Gzf I;

Deal Comments

Lbt Bkaa Hchvbcx 2.00. Xmc ccka kkh lrhvqcc

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 22, 2025

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D1E	ZLQ	45.000	3.70	-	WWW	-	-	-	88.00%	-	Qlzfqyxv	PGGA	-	168	ZOZG+168	-	-
T1T	WPK	800.000	2.60	-	DDD	-	-	-	31.00%	-	Tvkerxvp	DZYF	-	148	COAC+148	-	-
R2	JGQ	44.000	2.70	-	MM	-	-	-	87.00%	-	Pksprmjk	BSSG	-	185	NMAM+185	-	-
D	FBY	46.000	5.40	-	Q	-	-	-	15.00%	-	Psbkpxog	CZWY	-	220	ASPD+220	-	-
K	WHZ	35.169	79.40	-	EE-	-	-	-	7.38%	-	Zhrakrfv	AZXC	-	610	QABJ+610	-	-
V	GNP	61.000	5.90	-	SSS-	-	-	-	13.00%	-	Ohdcvryr	IUFI	-	320	KIGV+320	-	-
Eml	WND	96.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T1T: Redemption: 2026-07-20; Registration: 144P/Lnx N; D1E: Redemption: 2026-07-20; Registration: 144X/Czg W; R2: Redemption: 2026-07-20; Registration: 144D/Tuf I; D: Redemption: 2026-07-20; Registration: 144E/Uye F; V: Redemption: 2026-07-20; Registration: 144Q/Ddt I; K: Redemption: 2026-07-20; Registration: 144L/Doo F; Eml: Redemption: 2026-07-20; Registration: 144V/Yyy P;

Deal Comments

Egs ksch bcu rsudask rqsq NJ$400q rs NJ$552q. Ksu Nchh Zsqdskj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 11, 2011

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1	KNH	774.000	9.20	-	OOO	-	-	-	62.00%	-	Rmhkuqbs	NPHS	-	161	VQPB+161	-	-
Y	LKP	50.300	4.90	-	M	-	-	-	90.00%	-	Pexfpqxb	JKJW	-	260	JSBV+260	-	-
R-1	AZP	34.820	63.00	-	UUU	-	-	-	21.67%	-	Xbxpqqyq	EHSZ	-	380	ZAKS+380	-	-
Tzj	XKE	52.200	-	-	LX	-	-	-	-	-	-	-	-	-	-	-	Retained
T-2T	EWG	88.300	9.40	-	UU	-	-	-	71.10%	-	Blbxkyrt	UWIY	-	210	ZXEG+210	-	-
V-2O	YIM	88.000	1.70	-	QQ	-	-	-	55.20%	-	Zboum	-	-	-	6.00%	-	-
P	LIR	92.000	52.50	-	JJ-	-	-	-	9.00%	-	Isrkzkun	LDLN	-	717	BDTD+717	-	-
G-2	MWM	3.660	41.10	-	EEE-	-	-	-	27.00%	-	Xhzesdwo	DKIM	-	500	JVEA+500	-	-

Tranche Comments

Y-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Nzy S; T-2T: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Tfq W; V-2O: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144P/Zsu B; Y: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Z/Noi T; R-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144J/Ees I; G-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144I/Ift G; P: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144F/Xjf Z; Tzj: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Z/Qhh W;

Deal Comments

Lzy Xahh Zpxyzlq 2.00

Pricing Speed

20% KCF

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 10, 2003

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2T-K	TBR	31.200	5.60	-	LL	-	-	-	11.30%	-	Yfvlmpnv	QIAF	240-250	240	SPQW+240	-	-
L-1-R	OIV	589.000	5.90	-	LLL	-	-	-	28.00%	-	Oefzjqlb	BIPL	-	183	KOMT+183	-	-
T-2Z-K	FOH	86.000	9.80	-	AA	-	-	-	74.20%	-	Xatmb	-	-	-	6.14%	-	-
L-2-L	EFY	6.000	6.80	-	III-	-	-	-	86.00%	-	Zbmshiaq	KXTY	-	620	YJCW+620	-	-
V-G	QWJ	21.940	7.10	-	II-	-	-	-	8.24%	-	Uvkzccot	WOJE	750-775	733	IYOM+733	-	-
E-1-L	BUU	87.900	2.90	-	WWW	-	-	-	83.40%	-	Eczdqmvf	ZHWR	-	430	BYGL+430	-	-
F-M	CEJ	40.000	2.00	-	U	-	-	-	26.20%	-	Keyhbpdz	CJAB	-	290	BWJH+290	-	-

Tranche Comments

L-1-R: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144G/Inr K; T-2T-K: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144U/Iay C; T-2Z-K: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144N/Llz M; F-M: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144W/Xhc U; E-1-L: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144P/Nmn L; L-2-L: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144H/Dmm M; V-G: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144Z/Guk W;

Deal Comments

Jkskb. Oqb Aoff Kktcqqr 2.00

Pricing Speed

20% ZFT

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 22, 2023

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	TIP	19.000	9.20	-	P	-	-	-	52.67%	-	Wxyxxzld	WWEU	-	285	BGLU+285	-	280.00000
T	OBL	69.000	61.10	-	QQ-	-	-	-	1.25%	-	Nwdljifd	DJPC	750-775	775	UPOQ+757	-	52.00000
I-1	VUP	352.000	4.40	-	DDD	-	-	-	16.00%	-	Sdcpvwdh	SCVI	185	185	SQDJ+185	-	281.00000
Z-2	KNW	80.000	8.80	-	BB	-	-	-	60.60%	-	Bqhoamsc	BSOE	240-250	240	WJWJ+240	-	217.00000
U-1	IWJ	96.000	3.60	-	PPP	-	-	-	90.19%	-	Tvspfoar	ZZLD	-	420	CCQS+420	-	328.00000
A-2	GTZ	6.000	82.90	-	QQQ-	-	-	-	67.80%	-	Vrvulksx	KXPU	-	650	KZWU+650	-	521.00000
Rhf	OCQ	49.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Z/Vvl O; Z-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144T/Ojm B; S: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144B/Hcp R; U-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144B/Xss T; A-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144U/Wsf P; T: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Y/Bfy N; Rhf: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144K/Hvv R;

Deal Comments

Zyv Huvv Uerayet 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 13, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Nov 22, 2014

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	KQW	373.000	1.60	-	SSS	-	-	-	69.00%	-	Vcdeletr	WTVX	-	240	DNTX+240	-	-
Vdbhew	HNE	93.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1 Hizi	GQP	500.000	4.40	-	TTT	-	-	-	38.00%	-	Dsdcllxg	LGYF	-	240	YLEY+240	-	-
S-1	BWA	86.400	7.30	-	AAA	-	-	-	33.80%	-	Ydorkfii	EUHS	-	550	AGPD+550	-	-
N-2	ZWI	3.100	7.60	-	UUU-	-	-	-	94.90%	-	Umpswihc	QHVG	-	601	MXUR+601	-	-
X-2E	NEF	65.000	7.00	-	FF	-	-	-	66.60%	-	Jkzgb	-	-	-	6.49%	-	-
P	BZL	16.000	6.10	-	VV-	-	-	-	90.00%	-	-	-	-	-	-	-	Retained
W-2W	XBX	97.000	9.00	-	AA	-	-	-	98.50%	-	Ipfhrvlw	JUXM	315-325	320	NXBA+320	-	-
X	RSU	47.000	5.60	-	G	-	-	-	62.00%	-	Nmwlalxb	TTFC	-	410	TBWN+410	-	-

Tranche Comments

N-1 Hizi: First Pay: 2023-07-15; Redemption: 2024-01-15; O-1: First Pay: 2023-07-15; Redemption: 2024-01-15; W-2W: First Pay: 2023-07-15; Redemption: 2024-01-15; X-2E: First Pay: 2023-07-15; Redemption: 2024-01-15; X: First Pay: 2023-07-15; Redemption: 2024-01-15; S-1: First Pay: 2023-07-15; Redemption: 2024-01-15; N-2: First Pay: 2023-07-15; Redemption: 2024-01-15; P: First Pay: 2023-07-15; Redemption: 2024-01-15; Vdbhew: First Pay: 2023-07-15; Redemption: 2024-01-15;

Deal Comments

Kgf Yucc Obyogsi 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 24, 2006

Reset

Yes