Diameter Capital CLO (DCLO) V

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
D	XBX	84.000	6.50	-	U	-	-	-	52.82%	-	Mhukzbir	WCCO	-	-	285	TMWS+285	-	353.00000
Mwt	UTW	75.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1	VTQ	84.000	9.80	-	QQQ	-	-	-	96.46%	-	Vulqwbfm	TLBP	-	-	420	UGJB+420	-	150.00000
Q-2	GEZ	81.000	6.90	-	II	-	-	-	86.60%	-	Bdztftjl	KBCS	-	240-250	240	YQYW+240	-	922.00000
M-1	WUU	710.000	6.20	-	RRR	-	-	-	24.00%	-	Szkvqdse	MGPS	-	185	185	PEGQ+185	-	795.00000
M-2	TWP	6.000	22.20	-	BBB-	-	-	-	20.60%	-	Kejsxrqf	WTIR	-	-	650	JQQY+650	-	800.00000
L	TVD	63.000	72.50	-	XX-	-	-	-	6.61%	-	Rempobwi	JCDB	-	750-775	775	QHSP+757	-	47.00000

Tranche Comments

M-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Y/Vfp B; Q-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144G/Zzd Y; D: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144M/Rol F; V-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Z/Jfk A; M-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144B/Way S; L: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Q/Kvi G; Mwt: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144G/Vni H;

Deal Comments

Kaw Muzz Marxacj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 6, 2002

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Mar 6, 2023