Diameter Capital CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	PSR	93.000	86.50	-	XX-	-	-	-	9.00%	-	Vcvwueww	PASO	-	470	IMXX+470	-	-
I	VGU	19.000	5.30	-	NN	-	-	-	96.00%	-	Uhhbzpqu	IVNV	-	155	IZWP+155	-	-
Uln	MHY	65.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	UXP	253.000	8.70	-	UUU	-	-	-	82.00%	-	Jsluajro	ZSVV	-	117	IAFR+117	-	-
E	CUW	18.000	6.60	-	C	-	-	-	40.00%	-	Qzdydmzh	MSLZ	-	175	DLII+175	-	-
C	XOV	71.000	8.50	-	UUU-	-	-	-	24.00%	-	Xouexojg	EHBN	-	260	VIAE+260	-	-

Tranche Comments

X: Redemption: 2027-04-20; Registration: 144V/Yfo D; I: Redemption: 2027-04-20; Registration: 144X/Hdg K; E: Redemption: 2027-04-20; Registration: 144V/Ixc U; C: Redemption: 2027-04-20; Registration: 144X/Vkw F; A: Redemption: 2027-04-20; Registration: 144U/Zez X; Uln: Redemption: 2027-04-20; Registration: 144G/Hrj T;

Deal Comments

Agb Dkvv Aftbggl 2.00. Zuf gfkv okg mugbxfg

Reinvestment Period (YRS)

Reinvestment Period End Date

May 18, 2016

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1W	CLG	948.000	-	-	FFF	-	-	-	91.00%	-	Tecqjfll	NSQX	-	133	CPAT+133	-	-
Flx Qdwwvj	ZKC	81.400	-	-	LX	-	-	-	-	-	-	-	-	-	-	-	Retained
S-E	RGW	79.450	-	-	LLL-	-	-	-	30.20%	-	Eqbzbcdb	NHIR	-	275	CEFY+275	-	-
V-2L	TUY	11.000	-	-	ZZ	-	-	-	65.00%	-	Rsyuchvt	MYSP	-	170	MJHO+170	-	-
Z-A	MQR	88.000	-	-	F	-	-	-	14.00%	-	Ceblfidv	NSVO	-	195	SDQY+195	-	-
K-G	JZY	92.000	-	-	EE-	-	-	-	1.20%	-	Fqlzzyhu	YANZ	-	525	BWSR+525	-	-
Xgjrw Xoluji	HEC	89.560	-	-	OZ	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-1W: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144K/Qsh Z; V-2L: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144W/Vwu K; Z-A: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Cbm X; S-E: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144V/Xlk G; K-G: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144W/Uzp D; Flx Qdwwvj: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144J/Pff W; Xgjrw Xoluji: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144T/Ila Z;

Deal Comments

Fjqjw. Agx Jevv Ajkrgsa 2.00. Yij sjev teq jvqrvjs fkgw FZ$400w wg FZ550w

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 5, 2002

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
IN	RZE	82.000	-	-	GG	-	-	-	62.00%	-	Kqlbprth	HTNS	180	180	LOYV+180	-	-
FY	OHR	85.000	-	-	II-	-	-	-	2.50%	-	Qqchkyvs	YSTU	615	615	PEUK+615	-	-
UI	UWY	78.000	-	-	M	-	-	-	83.00%	-	Ifoptmro	BYUG	205	205	GBDJ+205	-	-
XW	ZLZ	67.850	-	-	III-	-	-	-	46.60%	-	Vcratswp	BVQJ	310	310	KPIS+310	-	-
EP	HAE	345.000	-	-	UUU	-	-	-	33.00%	-	Ooiiuboi	ZLGQ	139	139	UCPV+139	-	-
Fkw	PBK	22.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

EP: Redemption: 2026-10-24; Registration: 144V/Qll E; IN: Redemption: 2026-10-24; Registration: 144U/Gqu K; UI: Redemption: 2026-10-24; Registration: 144G/Kqq E; XW: Redemption: 2026-10-24; Registration: 144P/Zax K; FY: Redemption: 2026-10-24; Registration: 144E/Lkn Z; Fkw: Redemption: 2026-10-24; Registration: 144N/Jrw G;

Deal Comments

Jkqkx. Ioi-Ckyy Gkijoge 2.00. Ook gkky bkq uiqjvkg

Pricing Speed

20% HIH

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 12, 2020

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
HY	ICC	95.000	-	-	Z	-	-	-	18.00%	-	Nkrzbwno	GUOX	205	205	UNWK+205	-	-
Zht	EOG	86.740	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
SR	UME	608.000	-	-	OOO	-	-	-	15.00%	-	Xpqxtwtl	KCVC	139	139	KPNU+139	-	-
VO	EKC	99.740	-	-	III-	-	-	-	31.70%	-	Exmsuthr	SEXS	310	310	EJUZ+310	-	-
CI	VGU	77.000	-	-	PP	-	-	-	89.00%	-	Wkvizaig	UPYY	180	180	LVNU+180	-	-
PV	BQG	76.000	-	-	EE-	-	-	-	6.20%	-	Dvvhxslv	THUO	615	615	TPAL+615	-	-

Tranche Comments

SR: Redemption: 2026-10-24; Registration: 144M/Bxn Y; CI: Redemption: 2026-10-24; Registration: 144D/Ich P; HY: Redemption: 2026-10-24; Registration: 144K/Uvf X; VO: Redemption: 2026-10-24; Registration: 144D/Nuj T; PV: Redemption: 2026-10-24; Registration: 144H/Ueu L; Zht: Redemption: 2026-10-24; Registration: 144V/Jbk K;

Deal Comments

Qkgkj. Yol-Kdaa Iksjoyv 2.00. Gdk ykda ldg smgjvky

Pricing Speed

20% CVN

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 19, 2013

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	QUG	73.000	-	-	VV	-	-	-	94.00%	-	Judltojv	KACN	-	180	EOKA+180	-	-
F	GFR	10.000	-	-	RRR-	-	-	-	58.00%	-	Muzjcyeq	ZKDB	-	325	IETX+325	-	-
F	NIS	63.000	-	-	O	-	-	-	72.00%	-	Ivbphcmy	SVBP	-	210	WQLY+210	-	-
Wid	BPS	25.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-1QQ	BYO	44.000	-	-	BBB	-	-	-	29.00%	-	Eymevpui	HEGS	-	140	PDTQ+140	-	-
W	XIY	71.000	-	-	KK-	-	-	-	4.00%	-	Ppyhxchd	LZTO	-	615	BXBV+615	-	-
D-1D	KAO	395.000	-	-	MMM	-	-	-	77.00%	-	Mpvkyysa	GABO	-	140	SZJO+140	-	-
C-1X	BJP	80.000	-	-	AAA	-	-	-	30.00%	-	Mlmmmpxh	NLTL	-	160	MHHM+160	-	-

Tranche Comments

D-1D: Redemption: 2026-09-27; Registration: 144C/Tcw A; Q-1QQ: Redemption: 2026-09-27; Registration: 144F/Nud C; C-1X: Redemption: 2026-09-27; Registration: 144Q/Kef W; K-2: Redemption: 2026-09-27; Registration: 144X/Ern M; F: Redemption: 2026-09-27; Registration: 144M/Vnz V; F: Redemption: 2026-09-27; Registration: 144L/Nra F; W: Redemption: 2026-09-27; Registration: 144N/Vbw U; Wid: Redemption: 2026-09-27; Registration: 144C/Xyd F;

Deal Comments

Get Fddd Hqbjegy 2.00. Csq gqdd ddx msxjeqg

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 26, 2005

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Mau	EFG	26.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B2	AHV	76.000	8.70	-	YY	-	-	-	59.00%	-	Mylcketk	BXXJ	-	185	VVHC+185	-	-
W	TME	44.000	7.50	-	P	-	-	-	58.00%	-	Qblxkyvp	UJHI	-	220	JQJM+220	-	-
D	PCL	54.696	34.60	-	DD-	-	-	-	2.22%	-	Ozfzckzm	LLQU	-	610	CWNM+610	-	-
Q1Q	KCX	788.000	1.20	-	KKK	-	-	-	93.00%	-	Wyrzhqng	XLKA	-	148	PPDT+148	-	-
H1T	GPI	23.000	7.50	-	RRR	-	-	-	50.00%	-	Gbpsdkte	VZNV	-	168	TJXK+168	-	-
O	MIZ	74.000	9.10	-	DDD-	-	-	-	69.00%	-	Ghfbqbww	JPVA	-	320	LJSH+320	-	-

Tranche Comments

Q1Q: Redemption: 2026-07-20; Registration: 144Q/Kck J; H1T: Redemption: 2026-07-20; Registration: 144L/Pkr A; B2: Redemption: 2026-07-20; Registration: 144P/Iii U; W: Redemption: 2026-07-20; Registration: 144J/Axz R; O: Redemption: 2026-07-20; Registration: 144Z/Frd N; D: Redemption: 2026-07-20; Registration: 144Q/Eus H; Mau: Redemption: 2026-07-20; Registration: 144Q/Oub W;

Deal Comments

Zkj ujee kex ajxguju rvka EZ$400a sk EZ$552a. Mkr Heee Wjvgkut 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 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
S	OKH	23.000	74.80	-	OO-	-	-	-	2.00%	-	Nywsadjm	DEVL	-	717	CNTV+717	-	-
W-1	XAU	52.800	58.00	-	EEE	-	-	-	87.35%	-	Hjmmduhd	WUSP	-	380	WLKX+380	-	-
G-2G	TQB	82.500	9.70	-	SS	-	-	-	93.20%	-	Pvklwfkr	AISX	-	210	XAUT+210	-	-
V	MIK	86.800	5.60	-	R	-	-	-	65.00%	-	Txleebha	BWDW	-	260	MOKJ+260	-	-
Fjz	GSX	88.500	-	-	BP	-	-	-	-	-	-	-	-	-	-	-	Retained
D-2M	PGB	16.000	4.30	-	FF	-	-	-	93.50%	-	Jqikk	-	-	-	6.00%	-	-
Y-1	MFN	917.000	5.50	-	CCC	-	-	-	23.00%	-	Ivxoyuap	QYSJ	-	161	YOMB+161	-	-
K-2	LMC	8.970	50.30	-	ZZZ-	-	-	-	53.00%	-	Aveowunw	VYPY	-	500	XOLA+500	-	-

Tranche Comments

Y-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144V/Got Z; G-2G: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144P/Evv K; D-2M: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144E/Tqs O; V: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Z/Vdx V; W-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144N/Yvb Q; K-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144B/Xtk U; S: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144T/Mda K; Fjz: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144C/Yro L;

Deal Comments

Nvt Iyaa Suervks 2.00

Pricing Speed

20% AYU

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 3, 2001

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-Z	OKD	74.000	3.00	-	B	-	-	-	62.80%	-	Eudsqonf	EIFK	-	290	GZDH+290	-	-
E-2E-M	CBN	79.200	5.10	-	II	-	-	-	45.10%	-	Tsfsethj	YECL	240-250	240	JLMQ+240	-	-
I-1-K	CQV	28.800	8.20	-	AAA	-	-	-	22.60%	-	Qmrjyzou	ZXPZ	-	430	QSIE+430	-	-
O-1-K	URK	730.000	5.70	-	MMM	-	-	-	34.00%	-	Whlprkeg	XLUK	-	183	HTBO+183	-	-
I-I	TVB	21.170	6.80	-	II-	-	-	-	7.88%	-	Pqysvemn	MUNG	750-775	733	SAVD+733	-	-
F-2Y-J	ELU	59.000	1.10	-	KK	-	-	-	46.20%	-	Cnkqt	-	-	-	6.14%	-	-
E-2-P	XIQ	9.000	7.30	-	OOO-	-	-	-	67.00%	-	Njspcwuj	LSTA	-	620	SJJW+620	-	-

Tranche Comments

O-1-K: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144V/Fdl H; E-2E-M: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144K/Ejx Q; F-2Y-J: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144B/Xpu N; X-Z: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144L/Evw R; I-1-K: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144V/Mts K; E-2-P: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144I/Bjz U; I-I: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144N/Wtn W;

Deal Comments

Immmb. Kvn Mohh Amwavrx 2.00

Pricing Speed

20% ZOH

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 12, 2001

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	RCJ	13.000	6.50	-	YYY	-	-	-	74.80%	-	Swupjaoc	TSHI	-	420	CZSU+420	-	210.00000
I-2	USY	45.000	4.40	-	KK	-	-	-	43.10%	-	Rbyoczrv	SHLR	240-250	240	WOML+240	-	888.00000
D-2	YYR	5.000	32.60	-	XXX-	-	-	-	31.10%	-	Kyxampfn	HXLB	-	650	GWKV+650	-	139.00000
E	TGL	96.000	79.30	-	II-	-	-	-	8.93%	-	Zyjksbwr	SNOO	750-775	775	XTTS+757	-	51.00000
Unk	PRR	91.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1	CWV	574.000	4.80	-	GGG	-	-	-	95.00%	-	Tvqfezca	SIYD	185	185	WBDK+185	-	865.00000
B	WVQ	97.000	2.10	-	J	-	-	-	55.56%	-	Rbsmdhdd	NPKX	-	285	ILXY+285	-	211.00000

Tranche Comments

T-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144J/Phn W; I-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144E/Baf D; B: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144X/Vdi L; N-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144L/Xvh Y; D-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144M/Yaj N; E: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144A/Crt A; Unk: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144H/Jxi C;

Deal Comments

Fkb Ohhh Oeoikxs 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 29, 2025

WAL Test Period (YRS)

WAL Test Period End Date

Mar 3, 2018

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	XJH	48.000	9.50	-	NN-	-	-	-	29.00%	-	-	-	-	-	-	-	Retained
D	LIP	42.000	9.10	-	K	-	-	-	50.00%	-	Vuruerjw	XWTD	-	410	SPEM+410	-	-
I-1	FGU	13.600	4.80	-	MMM	-	-	-	97.60%	-	Tvpebdco	ZWGP	-	550	JMMA+550	-	-
Z-2N	RWN	40.000	5.00	-	XX	-	-	-	15.70%	-	Erptb	-	-	-	6.49%	-	-
G-2	EAH	2.800	3.90	-	AAA-	-	-	-	89.90%	-	Nsxkobtu	GBZQ	-	601	LGUP+601	-	-
J-2J	RWM	78.000	4.00	-	YY	-	-	-	16.30%	-	Qefznvpn	VZUD	315-325	320	DLPJ+320	-	-
Dgnqkq	BHG	65.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-1 Sqyf	ETT	959.000	3.70	-	YYY	-	-	-	48.00%	-	Uxldutjh	JWYA	-	240	ZJWO+240	-	-
U-1	XOP	807.000	1.50	-	AAA	-	-	-	60.00%	-	Cjqqufcc	UCFA	-	240	ITYA+240	-	-

Tranche Comments

E-1 Sqyf: First Pay: 2023-07-15; Redemption: 2024-01-15; U-1: First Pay: 2023-07-15; Redemption: 2024-01-15; J-2J: First Pay: 2023-07-15; Redemption: 2024-01-15; Z-2N: First Pay: 2023-07-15; Redemption: 2024-01-15; D: First Pay: 2023-07-15; Redemption: 2024-01-15; I-1: First Pay: 2023-07-15; Redemption: 2024-01-15; G-2: First Pay: 2023-07-15; Redemption: 2024-01-15; G: First Pay: 2023-07-15; Redemption: 2024-01-15; Dgnqkq: First Pay: 2023-07-15; Redemption: 2024-01-15;

Deal Comments

Sjs Fvqq Dbgejbx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 23, 2015