Grosvenor Place CLO DAC (GVPC) 2024-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CGEA42.000--I-G---Wfsauffm3oFb--3zSo+853--
LOFS11.000--YW--Xcdulszm3aEp-2653xIt+265-142.00000
GMQU39.000--AAA-HHH---Iecxpbnn3hUk-3603eIs+351-43.10000
VAFE49.000--TT-YY---Qlwoxwph3rMk-6503vVy+640-25.60000
NFYQ77.000--RRHH--Opkhauoo3zBa-2003pAy+200-613.00000
FEVG893.000--BBBYYY--Lpmukbtg3bLv-1243pSw+124-957.00000
MquYUO56.000--UXLK--------Retained
Tranche Comments
F: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144U/Uyx Y; N: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144Y/Ive O; L: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144A/Nbd Q; G: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144C/Pei E; V: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144W/Vme F; C: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144O/Elb C; Mqu: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144U/Xrc B;
Deal Comments
Bmc Mptt Fxcvmob 1.00
Risk Retention
NE/EB - Ozy
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 6, 2008
WAL Test Period (YRS)
9
WAL Test Period End Date
Aug 8, 2012