Diameter Capital CLO (DCLO) V

Diameter Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	KUY	62.000	9.70	-	U	-	-	-	59.11%	-	Ncxjuqba	DVEO	-	285	HKIY+285	-	846.00000
H	JKD	48.000	45.10	-	NN-	-	-	-	3.27%	-	Heyhkrpq	UWOL	750-775	775	YDGG+757	-	60.00000
G-1	UJE	88.000	2.40	-	UUU	-	-	-	39.42%	-	Dfzxrwyn	JPFM	-	420	HOUP+420	-	716.00000
L-2	HHX	87.000	6.90	-	RR	-	-	-	34.20%	-	Tdzvuyja	AHCH	240-250	240	VSAK+240	-	303.00000
Xjb	LLC	11.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1	NLB	305.000	4.30	-	XXX	-	-	-	59.00%	-	Ozpurozq	EOSO	185	185	SKQC+185	-	200.00000
R-2	QBI	8.000	18.40	-	DDD-	-	-	-	18.10%	-	Jszytjjr	TAXT	-	650	AYUJ+650	-	718.00000

Tranche Comments

M-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144U/Gky R; L-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144D/Njp E; O: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144T/Jxk O; G-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144H/Myh Y; R-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144T/Kbb W; H: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144X/Lrf B; Xjb: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144F/Bbh N;

Deal Comments

Nhh Guhh Huyuhaz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 13, 2015

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 24, 2018