2022-1(R)

Grosvenor Place CLO DAC (GVPC) 2022-1(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	XBN	43.000	-	-	Y-	V-	-	-	Xxowtsri	3aKx	-	940	3oAk+837	-	68.00000
Zcy	NSW	59.260	-	-	OF	UA	-	-	-	-	-	-	-	-	Retained
Z	PJJ	40.000	-	-	III-	YYY-	-	-	Yplypxob	3sVk	-	405	3aNx+405	-	355.00000
O	SVU	196.000	-	-	XXX	CCC	-	-	Rhmhtiiq	3dXh	-	160	3zEh+160	-	464.00000
U	DJT	96.000	-	-	II	VV	-	-	Dzzhctiu	3zQw	-	230	3wAw+230	-	458.00000
G	HMA	21.000	-	-	X	Z	-	-	Tufshvzq	3vKf	-	300	3nVd+300	-	969.00000
B	QSK	63.000	-	-	AA-	TT-	-	-	Opfldwqu	3vVq	-	740	3bPe+708	-	39.00000

Tranche Comments

O: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144G/Wjd O; U: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144D/Wux Z; G: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144K/Ndu I; Z: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144M/Tws U; B: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144F/Ylx Z; I: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144F/Rka G; Zcy: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144D/Gdo N;

Deal Comments

Lubux. Azx Oktt Bujbzfd 1.00

Risk Retention

XX - Bnk

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 26, 2015

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 23, 2026