2024-2

Grosvenor Place CLO DAC (GVPC) 2024-2

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
X	VZS	425.000	-	-	FFF	JJJ	-	-	Yykzwybx	3wWq	-	-	124	3pMv+124	-	347.00000
C	KWV	80.000	-	-	ZZ	YY	-	-	Cczwafdx	3dSk	-	-	200	3dSi+200	-	174.00000
F	LQK	50.000	-	-	P	O	-	-	Kpvobzuu	3xXh	-	-	265	3yEb+265	-	888.00000
I	TSP	81.000	-	-	Z-	C-	-	-	Jcorfcrt	3kDf	-	-	-	3jSd+853	-	-
H	XQN	43.000	-	-	UU-	MM-	-	-	Cwumjwzc	3gBw	-	-	650	3iAg+640	-	50.40000
N	NTU	26.000	-	-	MMM-	UUU-	-	-	Muomkhvg	3pMo	-	-	360	3iHx+351	-	84.80000
Odt	VAB	89.000	-	-	MS	KS	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144T/Dzl E; C: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144K/Ctg M; F: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144F/Est Z; N: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144H/Fsp B; H: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144B/Frn I; I: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144U/Zfu H; Odt: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144U/Dqo Y;

Deal Comments

Box Zqvv Isfxore 1.00

Risk Retention

WO/OT - Rfe

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 14, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Jul 7, 2016