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
W	JJV	75.000	-	-	WW	HH	-	-	Gvczuriu	3aXp	-	-	200	3gNq+200	-	118.00000
C	WFT	24.000	-	-	I	D	-	-	Ykwpztdq	3vZh	-	-	265	3jWi+265	-	392.00000
L	PEH	29.000	-	-	FF-	YY-	-	-	Fvduyrnb	3sMb	-	-	650	3aFb+640	-	29.80000
Cjg	TVD	29.000	-	-	LS	CT	-	-	-	-	-	-	-	-	-	Retained
U	LJK	82.000	-	-	S-	A-	-	-	Ojxsbqzn	3nWe	-	-	-	3sQw+853	-	-
M	TTB	423.000	-	-	WWW	CCC	-	-	Qufrdify	3qAd	-	-	124	3jIo+124	-	465.00000
X	JGA	62.000	-	-	AAA-	YYY-	-	-	Iljjtmeq	3hOk	-	-	360	3lTa+351	-	33.90000

Tranche Comments

M: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144U/Nbz F; W: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144X/Zop V; C: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144P/Yqx T; X: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144K/Nin E; L: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144I/Cbh X; U: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144G/Ftq I; Cjg: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144Y/Wsx Q;

Deal Comments

Zqo Opww Tcoxqjk 1.00

Risk Retention

GB/BU - Dic

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 7, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Jul 2, 2006