2022-1

Grosvenor Place CLO DAC (GVPC) 2022-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

CQS

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
H	EMP	773.000	1.90	-	SSS	WWW	86.00%	-	Hspveckm	3lRq	-	-	200	3wZz+200	-	-
H	TBP	78.000	9.60	-	II-	FF-	30.00%	-	Etttpths	3tOm	-	1150	807	3nLg+807	-	-
Y	MMJ	6.000	-	-	U-	Z-	-	-	-	-	-	-	-	-	-	Retained
Rhj	SQR	60.290	-	-	QU	UH	-	-	-	-	-	-	-	-	-	Retained
M	QSU	57.800	8.20	-	D	C	91.00%	-	Qbmatskh	3tWs	-	540	548	3cFu+548	-	-
R	WXD	63.300	4.70	-	DDD-	HHH-	35.92%	-	Wsqajfho	3nPq	-	750	554	3fNx+554	-	-
M	EOF	24.000	3.00	-	KK	GG	76.00%	-	Ukbwauvr	3fHv	-	-	401	3zJs+401	-	-

Tranche Comments

H: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144Q/Zal D; M: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144H/Det V; M: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144A/Nyb G; R: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144M/Urp W; H: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144Y/Yms N; Y: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144M/Nil K; Rhj: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144V/Hwg P;

Deal Comments

Vzm Wyqq Zoznzeb 1.00

Reinvestment Period (YRS)