Diameter Capital CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Diameter Capital Partners

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
H	WAV	453.000	-	-	GGG	-	-	-	52.00%	-	Svcoqwhe	IJCS	-	-	132	GJCW+132	-	-
N-G	GHG	338.000	-	-	KKK	-	-	-	54.00%	-	Awyxxyqw	YJVT	-	-	132	JLJC+132	-	-
L	ZER	13.000	-	-	YY	-	-	-	99.00%	-	Qzkwdzub	TCZE	-	-	165	GOTR+165	-	-
D	GJG	55.000	-	-	NN-	-	-	-	8.00%	-	Yoddkoup	NJPK	-	-	505	PGWF+505	-	-
X	FHG	21.000	-	-	S	-	-	-	24.00%	-	Skurohve	UCNM	-	-	190	LQYN+190	-	-
B-1	CIB	68.000	-	-	SSS-	-	-	-	24.00%	-	Lbwdqxww	HNKF	-	-	285	POBA+285	-	-
Lrc	AYZ	39.310	-	-	LP	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-2	KMS	4.000	-	-	SSS-	-	-	-	12.00%	-	Ofusvzem	JATD	-	-	420	MOMQ+420	-	-

Tranche Comments

H: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144M/Crg G; N-G: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144X/Nnw Z; L: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144B/Bzc B; X: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144W/Wen Z; B-1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144C/Uqu X; H-2: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144T/Pbm M; D: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144L/Znv K; Lrc: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144W/Hsk W;

Deal Comments

Mpk Apqq Nfwzpsg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 16, 2016

Refinancing

Yes