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	TFJ	46.000	4.60	-	B	-	-	-	84.00%	-	Lxzdtzjh	CHYO	-	175	EZMB+175	-	-
F	LTH	89.000	28.60	-	AA-	-	-	-	5.00%	-	Tspkshnn	EXZU	-	470	LMBE+470	-	-
H	QHB	878.000	1.30	-	MMM	-	-	-	90.00%	-	Cdbvzxdm	HBZR	-	117	CGNS+117	-	-
Q	IIG	52.000	5.20	-	QQ	-	-	-	52.00%	-	Dwmkqhrt	ATFI	-	155	GEHK+155	-	-
Cdi	KKI	93.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	WEX	97.000	7.90	-	JJJ-	-	-	-	12.00%	-	Zrxfallo	LDJJ	-	260	CMPD+260	-	-

Tranche Comments

H: Redemption: 2027-04-20; Registration: 144F/Zud H; Q: Redemption: 2027-04-20; Registration: 144E/Bnj Z; O: Redemption: 2027-04-20; Registration: 144E/Iaw Z; Y: Redemption: 2027-04-20; Registration: 144Q/Fmd J; F: Redemption: 2027-04-20; Registration: 144O/Fvh U; Cdi: Redemption: 2027-04-20; Registration: 144D/Zed X;

Deal Comments

Kom Fkbb Ctvkonq 2.00. Nvt ntkb yko aaokttn

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 10, 2010

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Fxw Qxfsfz	BWA	33.200	-	-	JY	-	-	-	-	-	-	-	-	-	-	-	Retained
Qfhbp Kgoehx	IES	48.490	-	-	XQ	-	-	-	-	-	-	-	-	-	-	-	Retained
E-L	FWG	50.000	-	-	J	-	-	-	59.00%	-	Wwobxwyb	IOTZ	-	195	ETXA+195	-	-
L-1U	VIG	902.000	-	-	TTT	-	-	-	97.00%	-	Mbyepeal	HVTD	-	133	HWKU+133	-	-
S-2P	ZBD	98.000	-	-	CC	-	-	-	35.00%	-	Yyrmtesi	NQCO	-	170	MWGO+170	-	-
E-O	HBE	12.000	-	-	MM-	-	-	-	7.60%	-	Rekibxiu	WHWY	-	525	KSOA+525	-	-
W-K	CWI	29.510	-	-	FFF-	-	-	-	18.30%	-	Cfdyeshg	GHKK	-	275	KASD+275	-	-

Tranche Comments

L-1U: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144M/Cth P; S-2P: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Q/Dpy S; E-L: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144H/Ywg Q; W-K: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144F/Tvk C; E-O: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144T/Beg T; Fxw Qxfsfz: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144F/Haw D; Qfhbp Kgoehx: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Z/Lrg Q;

Deal Comments

Jknko. Kvy Yyxx Akcvvre 2.00. Cok rkyx gyn nonvckr dcvk IH$400k ov IH550k

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 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
LT	RTQ	151.000	-	-	ZZZ	-	-	-	60.00%	-	Cpckruxy	CUAU	139	139	ZMPX+139	-	-
CC	QMB	32.000	-	-	SS	-	-	-	95.00%	-	Qcvyawrz	SLFC	180	180	DJUT+180	-	-
WF	WCC	92.000	-	-	VV-	-	-	-	9.70%	-	Zbojjqku	QVNE	615	615	BEUH+615	-	-
EU	AEH	15.000	-	-	K	-	-	-	32.00%	-	Ehbwuaqo	JUAU	205	205	ACFI+205	-	-
YJ	UGG	70.800	-	-	ZZZ-	-	-	-	31.40%	-	Jczbymug	PBLW	310	310	USWY+310	-	-
Nlc	JUD	73.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

LT: Redemption: 2026-10-24; Registration: 144B/Vol O; CC: Redemption: 2026-10-24; Registration: 144D/Ddb H; EU: Redemption: 2026-10-24; Registration: 144C/Ihi D; YJ: Redemption: 2026-10-24; Registration: 144X/Yal Z; WF: Redemption: 2026-10-24; Registration: 144D/Mel I; Nlc: Redemption: 2026-10-24; Registration: 144F/Kwg W;

Deal Comments

Hyfyq. Oed-Nqvv Syxsegl 2.00. Ohy gyqv dqf ekfskyg

Pricing Speed

20% IHC

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 9, 2002

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
GE	ZED	82.970	-	-	JJJ-	-	-	-	79.90%	-	Grupttzy	CEEX	310	310	QZLQ+310	-	-
Ots	ZPU	57.280	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
PB	QHZ	330.000	-	-	PPP	-	-	-	37.00%	-	Ifworavc	QJCV	139	139	DUBT+139	-	-
ZH	JMK	72.000	-	-	NN	-	-	-	27.00%	-	Iwxelaik	HGND	180	180	CHQO+180	-	-
MA	IZN	46.000	-	-	XX-	-	-	-	2.70%	-	Ojmcfmeo	CPUU	615	615	PAES+615	-	-
LJ	MHP	45.000	-	-	Z	-	-	-	11.00%	-	Ndelpplr	CDTM	205	205	ETKZ+205	-	-

Tranche Comments

PB: Redemption: 2026-10-24; Registration: 144H/Uyn A; ZH: Redemption: 2026-10-24; Registration: 144B/Vut J; LJ: Redemption: 2026-10-24; Registration: 144I/Ptd Y; GE: Redemption: 2026-10-24; Registration: 144P/Dxe E; MA: Redemption: 2026-10-24; Registration: 144U/Ahm M; Ots: Redemption: 2026-10-24; Registration: 144U/Ymv J;

Deal Comments

Helel. Nxl-Qboo Geqrxfy 2.00. Ole febo lbl allreef

Pricing Speed

20% AXH

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 1, 1998

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1Y	BBU	60.000	-	-	TTT	-	-	-	31.00%	-	Nwyspkkv	NXAQ	-	160	BSNH+160	-	-
Bug	LHM	65.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-2	FUK	77.000	-	-	UU	-	-	-	55.00%	-	Dbfewmhz	WTFK	-	180	SOZB+180	-	-
K	ATZ	79.000	-	-	EEE-	-	-	-	12.00%	-	Fumjfemp	NLGF	-	325	ZKDC+325	-	-
K	BRF	34.000	-	-	G	-	-	-	34.00%	-	Nhjzdudp	WLXX	-	210	DKAC+210	-	-
I-1IZ	IZC	67.000	-	-	EEE	-	-	-	79.00%	-	Lbjjzozt	HEAV	-	140	VKNQ+140	-	-
T	WKF	47.000	-	-	PP-	-	-	-	8.00%	-	Devmkibn	BDQQ	-	615	GNWE+615	-	-
T-1T	UYY	536.000	-	-	OOO	-	-	-	13.00%	-	Vcpprbus	GEOW	-	140	VUTP+140	-	-

Tranche Comments

T-1T: Redemption: 2026-09-27; Registration: 144A/Cbn E; I-1IZ: Redemption: 2026-09-27; Registration: 144X/Iap S; E-1Y: Redemption: 2026-09-27; Registration: 144Z/Zvn T; D-2: Redemption: 2026-09-27; Registration: 144Q/Nfd R; K: Redemption: 2026-09-27; Registration: 144R/Ifp R; K: Redemption: 2026-09-27; Registration: 144K/Pyj I; T: Redemption: 2026-09-27; Registration: 144L/Wdo S; Bug: Redemption: 2026-09-27; Registration: 144Q/Opl J;

Deal Comments

Bme Bokk Uaaymnl 2.00. Xea naok fot bttyaan

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 26, 2015

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
N1M	QVN	81.000	9.30	-	EEE	-	-	-	30.00%	-	Wpbaqikm	ZWJI	-	168	LZXM+168	-	-
L	WHD	78.831	44.90	-	SS-	-	-	-	9.11%	-	Asyoyojx	TQXE	-	610	CLFT+610	-	-
D2	UUT	63.000	9.40	-	UU	-	-	-	51.00%	-	Zpyfpmkc	TCQZ	-	185	BWHF+185	-	-
O	ELD	72.000	9.60	-	C	-	-	-	10.00%	-	Avqykyxj	CINJ	-	220	MQWN+220	-	-
Iaf	WNJ	13.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	YPV	82.000	6.70	-	QQQ-	-	-	-	99.00%	-	Zwbffyie	PIZQ	-	320	VKDC+320	-	-
B1B	TFT	736.000	4.70	-	SSS	-	-	-	11.00%	-	Ljfktfhm	KUHX	-	148	CMFM+148	-	-

Tranche Comments

B1B: Redemption: 2026-07-20; Registration: 144Z/Mio D; N1M: Redemption: 2026-07-20; Registration: 144M/Kbk H; D2: Redemption: 2026-07-20; Registration: 144U/Mue L; O: Redemption: 2026-07-20; Registration: 144Y/Kek M; E: Redemption: 2026-07-20; Registration: 144H/Ppv V; L: Redemption: 2026-07-20; Registration: 144F/Wfo G; Iaf: Redemption: 2026-07-20; Registration: 144W/Uwj A;

Deal Comments

Xzi iiil lig lcgvqii epiz VD$400z bi VD$552z. Bic Oill Sipviix 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 5, 2012

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2	GUO	8.690	74.10	-	QQQ-	-	-	-	23.00%	-	Wsyrepbc	DBFU	-	500	XACT+500	-	-
E-1	YAX	36.970	32.00	-	TTT	-	-	-	69.82%	-	Xwrdkjdx	LPXT	-	380	NDMO+380	-	-
S-1	BGH	710.000	9.40	-	WWW	-	-	-	24.00%	-	Vdcovsxo	QTHX	-	161	POVH+161	-	-
P	KWC	36.000	83.40	-	SS-	-	-	-	4.00%	-	Bsltyqdt	YOVA	-	717	BVBD+717	-	-
W	BBY	67.800	5.90	-	F	-	-	-	50.00%	-	Ezhjrzqu	NCXU	-	260	PJTB+260	-	-
P-2F	FBA	90.000	7.90	-	PP	-	-	-	56.90%	-	Bfwap	-	-	-	6.00%	-	-
Vnj	OBW	53.500	-	-	CY	-	-	-	-	-	-	-	-	-	-	-	Retained
W-2W	PFL	84.400	3.20	-	TT	-	-	-	84.70%	-	Gymsoaqw	NYGL	-	210	POMA+210	-	-

Tranche Comments

S-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144T/Ewe X; W-2W: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144H/Bdv A; P-2F: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144B/Ppz T; W: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Fim F; E-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Z/Yee F; F-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Y/Lfr B; P: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144J/Cjx A; Vnj: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144M/Hzc C;

Deal Comments

Qmx Fbvv Incnmhj 2.00

Pricing Speed

20% GWM

Reinvestment Period (YRS)

Reinvestment Period End Date

May 28, 2014

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1-N	FJS	16.400	3.20	-	OOO	-	-	-	81.20%	-	Xefqrdjo	GKTF	-	430	TCLV+430	-	-
G-2L-O	BEP	81.000	7.60	-	TT	-	-	-	34.20%	-	Vuisg	-	-	-	6.14%	-	-
M-P	NEU	69.000	4.00	-	V	-	-	-	99.20%	-	Ylzfqdie	UJOL	-	290	ZDEJ+290	-	-
S-2-Q	UXE	6.000	5.20	-	ZZZ-	-	-	-	89.00%	-	Mjzahpaj	SHHW	-	620	NJHB+620	-	-
O-2O-O	LPY	84.900	2.50	-	ZZ	-	-	-	67.70%	-	Lxlpxviq	SUES	240-250	240	SLFK+240	-	-
B-J	GMS	77.170	6.80	-	XX-	-	-	-	4.46%	-	Xlkrbkde	ZAPM	750-775	733	BPVO+733	-	-
U-1-C	AZE	468.000	6.30	-	VVV	-	-	-	89.00%	-	Gjorxhjc	LDVX	-	183	SMOH+183	-	-

Tranche Comments

U-1-C: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144N/Bbk H; O-2O-O: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144T/Jpw S; G-2L-O: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144M/Ifv E; M-P: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144B/Wbn F; F-1-N: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144X/Jaa D; S-2-Q: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144T/Gut X; B-J: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144J/Usz Q;

Deal Comments

Vjsjx. Qwh Qahh Ojwgwfm 2.00

Pricing Speed

20% CKD

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 25, 2019

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	VVW	76.000	6.90	-	D	-	-	-	30.13%	-	Lvcppiui	DTXM	-	285	BBQY+285	-	560.00000
X-1	AEY	67.000	1.40	-	TTT	-	-	-	12.58%	-	Bkmhryap	SZBY	-	420	YNEX+420	-	444.00000
Y-2	FRB	4.000	32.20	-	VVV-	-	-	-	66.10%	-	Lmwhpbln	JDDQ	-	650	EJGL+650	-	717.00000
I	ZYR	24.000	55.60	-	DD-	-	-	-	6.10%	-	Cehjohvb	NYWO	750-775	775	GGDZ+757	-	41.00000
X-2	MXY	87.000	6.40	-	OO	-	-	-	25.10%	-	Uuryaelt	HVAL	240-250	240	SWQA+240	-	580.00000
T-1	ZKV	827.000	3.80	-	SSS	-	-	-	40.00%	-	Vhesqwcn	TYMR	185	185	SMZY+185	-	862.00000
Hfi	NCZ	41.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144N/Xxq N; X-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144X/Mfa Z; O: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144A/Daz H; X-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144X/Uzo O; Y-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144D/Wpa S; I: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144H/Acw U; Hfi: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144C/Rbi R;

Deal Comments

Jyn Szww Ajeeyfx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 19, 2005

WAL Test Period (YRS)

WAL Test Period End Date

Feb 22, 2027

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	UUU	210.000	7.20	-	WWW	-	-	-	41.00%	-	Udppupkh	TLAS	-	240	HLQN+240	-	-
R-2M	BMP	83.000	7.00	-	NN	-	-	-	92.70%	-	Erjol	-	-	-	6.49%	-	-
D	MQN	32.000	4.90	-	RR-	-	-	-	55.00%	-	-	-	-	-	-	-	Retained
Hwhbrj	AKZ	25.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	REH	48.000	7.50	-	E	-	-	-	92.00%	-	Npqfjyjh	ITEH	-	410	NPOX+410	-	-
R-1	LXU	36.700	2.50	-	RRR	-	-	-	32.60%	-	Vzphfhon	MMTC	-	550	IXQB+550	-	-
K-2	APR	7.400	7.70	-	YYY-	-	-	-	55.90%	-	Tquzzkiy	CBUY	-	601	HLLE+601	-	-
R-2R	MTT	11.000	5.00	-	GG	-	-	-	15.80%	-	Upxlrdex	ZSUY	315-325	320	AHEQ+320	-	-
H-1 Kufa	CXE	776.000	3.10	-	WWW	-	-	-	21.00%	-	Omjajmrl	WETP	-	240	HNOS+240	-	-

Tranche Comments

H-1 Kufa: First Pay: 2023-07-15; Redemption: 2024-01-15; U-1: First Pay: 2023-07-15; Redemption: 2024-01-15; R-2R: First Pay: 2023-07-15; Redemption: 2024-01-15; R-2M: First Pay: 2023-07-15; Redemption: 2024-01-15; D: First Pay: 2023-07-15; Redemption: 2024-01-15; R-1: First Pay: 2023-07-15; Redemption: 2024-01-15; K-2: First Pay: 2023-07-15; Redemption: 2024-01-15; D: First Pay: 2023-07-15; Redemption: 2024-01-15; Hwhbrj: First Pay: 2023-07-15; Redemption: 2024-01-15;

Deal Comments

Bkq Kzvv Cckpkdy 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 20, 2008