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
F	UVI	65.000	1.30	-	S	-	-	-	77.29%	-	Rjsmkfhs	JJQP	-	-	285	UVQK+285	-	180.00000
S	VGK	94.000	69.30	-	PP-	-	-	-	6.24%	-	Jrlefvix	XKZJ	-	750-775	775	EUOL+757	-	63.00000
P-2	IBM	1.000	60.70	-	XXX-	-	-	-	67.90%	-	Alxrjjyj	NZTN	-	-	650	KIGG+650	-	749.00000
M-1	RTF	787.000	8.20	-	TTT	-	-	-	67.00%	-	Jqsmhzcf	VAPC	-	185	185	MWZI+185	-	609.00000
T-2	KIU	61.000	5.80	-	JJ	-	-	-	21.60%	-	Abpfopzr	MDCJ	-	240-250	240	GKUP+240	-	951.00000
Bjq	QFI	94.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1	XQJ	27.000	5.30	-	EEE	-	-	-	23.52%	-	Vvpdtton	BCNU	-	-	420	WIFI+420	-	681.00000

Tranche Comments

M-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Q/Wto D; T-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144A/Zdm M; F: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144K/Btx H; N-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144V/Gls W; P-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144N/Kqs M; S: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144K/Ojm H; Bjq: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144P/Lfe Z;

Deal Comments

Kzb Gxcc Ywjnztd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 5, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Feb 10, 2007