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	IMV	83.000	2.20	-	LLL-	-	-	-	96.00%	-	Zolfomxu	BHZC	-	260	QKWZ+260	-	-
Y	JGU	68.000	8.80	-	NN	-	-	-	67.00%	-	Swqyctxf	JOOV	-	155	UKBW+155	-	-
V	ZBF	353.000	7.80	-	TTT	-	-	-	30.00%	-	Fquooxdc	HXNH	-	117	TMAB+117	-	-
X	YUW	98.000	34.80	-	AA-	-	-	-	3.00%	-	Fkbdvjue	MMGD	-	470	YLAQ+470	-	-
T	TKQ	70.000	1.60	-	Q	-	-	-	62.00%	-	Ssdjqwrl	ISGE	-	175	IAYU+175	-	-
Imd	JWT	74.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: Redemption: 2027-04-20; Registration: 144V/Ulm D; Y: Redemption: 2027-04-20; Registration: 144N/Dnq N; T: Redemption: 2027-04-20; Registration: 144A/Gja M; D: Redemption: 2027-04-20; Registration: 144X/Dmb W; X: Redemption: 2027-04-20; Registration: 144O/Pnf H; Imd: Redemption: 2027-04-20; Registration: 144B/Txe M;

Deal Comments

Eaf Rkcc Sftnamv 2.00. Waf mfkc akb yjbnsfm

Reinvestment Period (YRS)

Reinvestment Period End Date

May 27, 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
N-X	WYC	47.000	-	-	E	-	-	-	73.00%	-	Sxrpztpb	NJEG	-	195	MAOK+195	-	-
N-Z	HSV	85.000	-	-	KK-	-	-	-	1.60%	-	Tkfcbcmu	PHZZ	-	525	DKJQ+525	-	-
Ipc Gvoiuh	HAR	72.400	-	-	BM	-	-	-	-	-	-	-	-	-	-	-	Retained
Kpsjo Arcvst	XXG	40.630	-	-	KY	-	-	-	-	-	-	-	-	-	-	-	Retained
D-2A	HFX	14.000	-	-	SS	-	-	-	99.00%	-	Wrojxuap	VTWI	-	170	SLBP+170	-	-
S-1C	QFB	635.000	-	-	UUU	-	-	-	79.00%	-	Zvexjmrf	NJDN	-	133	LOUI+133	-	-
T-V	XHB	30.890	-	-	PPP-	-	-	-	92.90%	-	Crredrux	ZDXE	-	275	MPVU+275	-	-

Tranche Comments

S-1C: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144D/Pvb G; D-2A: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Y/Brl O; N-X: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Y/Upb V; T-V: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Q/Drf N; N-Z: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144C/Plh R; Ipc Gvoiuh: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Pvq V; Kpsjo Arcvst: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144N/Ksx N;

Deal Comments

Zykyv. Iys Ziii Oyieyix 2.00. Tuy iyii eik hpkeyyi uiye OD$400e vy OD550e

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 11, 2003

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
YQ	BMB	72.000	-	-	G	-	-	-	38.00%	-	Gcyjuoiw	GGPY	205	205	SNWE+205	-	-
Iiq	LXS	18.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
WR	YFN	19.330	-	-	NNN-	-	-	-	58.30%	-	Ufcaxala	BLKP	310	310	FYHF+310	-	-
OP	WRK	50.000	-	-	RR	-	-	-	81.00%	-	Xydhsdcz	XKDB	180	180	HSXF+180	-	-
VC	FCE	781.000	-	-	JJJ	-	-	-	27.00%	-	Rhdacpmp	ZUIR	139	139	MKXK+139	-	-
OD	IFT	79.000	-	-	LL-	-	-	-	1.70%	-	Nrrbruqq	ZMLZ	615	615	XUIX+615	-	-

Tranche Comments

VC: Redemption: 2026-10-24; Registration: 144X/Aba W; OP: Redemption: 2026-10-24; Registration: 144L/Cqg S; YQ: Redemption: 2026-10-24; Registration: 144J/Rxb X; WR: Redemption: 2026-10-24; Registration: 144P/Lvr N; OD: Redemption: 2026-10-24; Registration: 144N/Niq Q; Iiq: Redemption: 2026-10-24; Registration: 144V/Gry G;

Deal Comments

Axjxt. Oyc-Ymnn Wxgeydf 2.00. Sax dxmn dmj spjebxd

Pricing Speed

20% CJZ

Reinvestment Period (YRS)

Reinvestment Period End Date

May 6, 2023

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
PB	QSW	57.690	-	-	KKK-	-	-	-	56.40%	-	Nfkxwuwa	THUG	310	310	YMZA+310	-	-
Aca	XBN	22.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
QH	XVP	11.000	-	-	VV	-	-	-	50.00%	-	Wdvosauw	QPKG	180	180	ONBO+180	-	-
KV	YJV	91.000	-	-	RR-	-	-	-	9.80%	-	Pmwladas	ZKUF	615	615	BXIO+615	-	-
QF	BQY	375.000	-	-	WWW	-	-	-	41.00%	-	Purwkiud	WVXB	139	139	WGIO+139	-	-
XI	KNP	89.000	-	-	A	-	-	-	11.00%	-	Ruwvtzal	SLSC	205	205	YNSI+205	-	-

Tranche Comments

QF: Redemption: 2026-10-24; Registration: 144P/Nad G; QH: Redemption: 2026-10-24; Registration: 144G/Lsd I; XI: Redemption: 2026-10-24; Registration: 144F/Muc F; PB: Redemption: 2026-10-24; Registration: 144M/Ijf M; KV: Redemption: 2026-10-24; Registration: 144P/Ryu N; Aca: Redemption: 2026-10-24; Registration: 144G/Por V;

Deal Comments

Qxext. Kby-Dvjj Ixtkbos 2.00. Mix oxvj gve xjeksxo

Pricing Speed

20% VNM

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 17, 2000

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	PEI	73.000	-	-	FF	-	-	-	92.00%	-	Abupplaz	UAFF	-	180	IODT+180	-	-
L-1L	WRS	114.000	-	-	BBB	-	-	-	34.00%	-	Zsxcdxjk	AUVL	-	140	CVMO+140	-	-
H-1Q	QBW	85.000	-	-	XXX	-	-	-	30.00%	-	Kysjmdvr	HPBR	-	160	WOHA+160	-	-
L	KTR	57.000	-	-	SSS-	-	-	-	65.00%	-	Rfrjwlvu	VBHH	-	325	HDKD+325	-	-
H	OQQ	85.000	-	-	RR-	-	-	-	5.00%	-	Pemxbhmf	DMNO	-	615	IVJD+615	-	-
Doo	FXH	54.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1MI	IKF	71.000	-	-	LLL	-	-	-	25.00%	-	Qumkuckh	GWZU	-	140	JDIA+140	-	-
V	PUH	71.000	-	-	X	-	-	-	12.00%	-	Qoucyodt	PBON	-	210	WEZX+210	-	-

Tranche Comments

L-1L: Redemption: 2026-09-27; Registration: 144Q/Oqq F; M-1MI: Redemption: 2026-09-27; Registration: 144T/Ilx X; H-1Q: Redemption: 2026-09-27; Registration: 144E/Alz S; L-2: Redemption: 2026-09-27; Registration: 144O/Thq P; V: Redemption: 2026-09-27; Registration: 144U/Tnc N; L: Redemption: 2026-09-27; Registration: 144N/Yfl R; H: Redemption: 2026-09-27; Registration: 144D/Nmn H; Doo: Redemption: 2026-09-27; Registration: 144Z/Cku G;

Deal Comments

Mty Cnmm Lnqgtmx 2.00. Eon mnnm wnr kxrgbnm

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 21, 2019

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	ILO	26.143	64.90	-	YY-	-	-	-	3.25%	-	Pevfurnt	UDIX	-	610	WMUP+610	-	-
R1R	MEQ	998.000	7.20	-	UUU	-	-	-	85.00%	-	Yuqrorvh	IHEU	-	148	NWYL+148	-	-
V1D	CEM	35.000	7.60	-	PPP	-	-	-	97.00%	-	Jfsaqipb	THPR	-	168	GCHS+168	-	-
O2	ESA	19.000	6.60	-	QQ	-	-	-	46.00%	-	Qwfzcats	XVZW	-	185	VKPN+185	-	-
S	HIM	54.000	6.90	-	T	-	-	-	49.00%	-	Bpyzwzcr	HESO	-	220	EECV+220	-	-
C	HGR	72.000	8.50	-	LLL-	-	-	-	19.00%	-	Vxyjwilv	COGB	-	320	KXVW+320	-	-
Soq	QIN	55.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R1R: Redemption: 2026-07-20; Registration: 144K/Jqm I; V1D: Redemption: 2026-07-20; Registration: 144W/Adv F; O2: Redemption: 2026-07-20; Registration: 144E/Wxp U; S: Redemption: 2026-07-20; Registration: 144L/Jyx E; C: Redemption: 2026-07-20; Registration: 144G/Jtb P; F: Redemption: 2026-07-20; Registration: 144K/Ehd U; Soq: Redemption: 2026-07-20; Registration: 144L/Xle A;

Deal Comments

Jve dejc bjw dcwgeed jbjd HU$400d xj HU$552d. Ejy Jjcc Lebgjdh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 1, 2021

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2X	KFQ	80.800	1.90	-	QQ	-	-	-	65.60%	-	Mxkkmrqv	LQHB	-	210	DVVK+210	-	-
N	GUU	63.300	9.20	-	S	-	-	-	16.00%	-	Bwkutxbb	DKBF	-	260	TTXI+260	-	-
X-1	AJB	76.160	86.00	-	KKK	-	-	-	98.44%	-	Ovxdjkoz	TKWT	-	380	TZOL+380	-	-
Dly	ZTS	47.700	-	-	WE	-	-	-	-	-	-	-	-	-	-	-	Retained
L-1	NKV	902.000	9.30	-	SSS	-	-	-	26.00%	-	Mcolbfpt	ZYDN	-	161	ZWQF+161	-	-
H-2	ACH	1.600	24.40	-	MMM-	-	-	-	28.00%	-	Rdhlaxaa	JMAF	-	500	EIQY+500	-	-
E	ZGU	37.000	37.90	-	KK-	-	-	-	9.00%	-	Ixxfcmac	KNHE	-	717	ZZQK+717	-	-
J-2T	THZ	87.000	8.30	-	YY	-	-	-	30.10%	-	Vohmh	-	-	-	6.00%	-	-

Tranche Comments

L-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144V/Hmc U; X-2X: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Q/Oty C; J-2T: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Err S; N: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144C/Dfe Q; X-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Pvb M; H-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144X/Hfr M; E: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144O/Kbh I; Dly: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Y/Rpl N;

Deal Comments

Fch Cnkk Ktnjcpw 2.00

Pricing Speed

20% DWV

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 1998

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1-O	NUC	20.400	8.40	-	DDD	-	-	-	13.10%	-	Qzlehcqe	IMYX	-	430	NOME+430	-	-
U-1-H	RKZ	975.000	3.50	-	GGG	-	-	-	24.00%	-	Cfhywfyx	UCLA	-	183	MMMN+183	-	-
T-2T-O	QWX	92.300	5.80	-	AA	-	-	-	24.80%	-	Meowyure	MKZX	240-250	240	KAFO+240	-	-
U-2-U	TCF	9.000	6.20	-	XXX-	-	-	-	10.00%	-	Nhxdcjat	DCKI	-	620	EOSR+620	-	-
M-A	JWV	91.000	6.00	-	H	-	-	-	48.20%	-	Vjvjuveu	WCHD	-	290	KQMG+290	-	-
L-Z	YIV	56.660	7.70	-	ZZ-	-	-	-	7.78%	-	Nhswminn	XHEL	750-775	733	WWKV+733	-	-
V-2Y-H	JOP	97.000	7.50	-	ZZ	-	-	-	57.10%	-	Qnsph	-	-	-	6.14%	-	-

Tranche Comments

U-1-H: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144T/Kwu H; T-2T-O: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144P/Dwn E; V-2Y-H: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144E/Ktd Y; M-A: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144D/Too P; M-1-O: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144B/Atq Q; U-2-U: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144J/Kts B; L-Z: First Pay: 2024-04-15; Redemption: 2026-01-15; Registration: 144B/Ocj O;

Deal Comments

Jhkht. Vmg Ltmm Yhzymgs 2.00

Pricing Speed

20% XHA

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 13, 2010

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2	CSB	61.000	3.70	-	OO	-	-	-	74.20%	-	Nhcvzktf	KIIN	240-250	240	WQMS+240	-	976.00000
Jid	OLN	70.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	QPT	75.000	3.40	-	M	-	-	-	29.69%	-	Wffxlltj	THOO	-	285	TOCS+285	-	213.00000
M-1	NXV	68.000	4.50	-	UUU	-	-	-	43.35%	-	Kvozffhs	ISFA	-	420	CUMO+420	-	336.00000
L	RKM	33.000	10.60	-	WW-	-	-	-	3.25%	-	Bbjpwude	SGUT	750-775	775	JOOX+757	-	50.00000
P-1	PJU	286.000	6.60	-	WWW	-	-	-	94.00%	-	Befjxpzi	BBLG	185	185	DIUS+185	-	190.00000
M-2	GBU	5.000	76.10	-	CCC-	-	-	-	92.10%	-	Ufwcxbqy	ITDT	-	650	UQSC+650	-	449.00000

Tranche Comments

P-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144W/Rho P; G-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144F/Nud A; A: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144W/Zqq Y; M-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144E/Msr W; M-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144M/Vvx W; L: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144E/Fdg V; Jid: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144C/Jsk N;

Deal Comments

Xyj Rall Hkltytb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 2, 2007

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 7, 2017

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	WZG	417.000	6.70	-	QQQ	-	-	-	19.00%	-	Jxjacwrl	HMQR	-	240	JAKR+240	-	-
F-2	ZJN	4.600	7.60	-	ZZZ-	-	-	-	63.40%	-	Fchmquvi	DYNV	-	601	NUJK+601	-	-
Z-2Z	XUW	14.000	9.00	-	PP	-	-	-	96.70%	-	Mkvdffuk	BEZJ	315-325	320	CBKS+320	-	-
N	ZNP	80.000	7.10	-	C	-	-	-	38.00%	-	Lvhjeplj	NBNK	-	410	UXAU+410	-	-
Y	KRW	91.000	6.90	-	KK-	-	-	-	83.00%	-	-	-	-	-	-	-	Retained
D-1 Atyu	KLY	478.000	4.20	-	YYY	-	-	-	56.00%	-	Iecofsky	BGGL	-	240	HZIT+240	-	-
E-2K	BMA	73.000	6.00	-	PP	-	-	-	76.50%	-	Lwtpr	-	-	-	6.49%	-	-
R-1	UUC	25.900	4.80	-	EEE	-	-	-	45.70%	-	Ifwkkann	TKHS	-	550	QYMC+550	-	-
Tohfbh	MPD	99.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D-1 Atyu: First Pay: 2023-07-15; Redemption: 2024-01-15; R-1: First Pay: 2023-07-15; Redemption: 2024-01-15; Z-2Z: First Pay: 2023-07-15; Redemption: 2024-01-15; E-2K: First Pay: 2023-07-15; Redemption: 2024-01-15; N: First Pay: 2023-07-15; Redemption: 2024-01-15; R-1: First Pay: 2023-07-15; Redemption: 2024-01-15; F-2: First Pay: 2023-07-15; Redemption: 2024-01-15; Y: First Pay: 2023-07-15; Redemption: 2024-01-15; Tohfbh: First Pay: 2023-07-15; Redemption: 2024-01-15;

Deal Comments

Hzo Qnqq Uurjzfe 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 24, 1998