Griffith Park CLO

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1AEUR264.0003.50Aaa-AAA40.27%-Floating3mEu-723mEu+72-100.00000
A-1BEUR8.7504.92Aaa-AAA38.29%-Floating3mEu-853mEu+85-100.00000
A-2AEUR20.5005.28Aa2-AA29.13%-Floating3mEu-1603mEu+160-100.00000
A-2BEUR20.0005.28Aa2-AA29.13%-Fixed--2102.10%2.100%100.00000
BEUR31.4005.95A2-A22.02%-Floating3mEu-2103mEu+210-100.00000
CEUR26.9006.45Baa3-BBB-15.94%-Floating3mEu-3103mEu+310-100.00000
Tranche Comments
A-1A: First Pay: 2021-05-21; A-1B: First Pay: 2021-05-21; A-2A: First Pay: 2021-05-21; A-2B: First Pay: 2021-05-21; B: First Pay: 2021-05-21; C: First Pay: 2021-05-21;
Deal Comments
Partial Refinancing
Risk Retention
EU: Originator/Equity
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 21, 2023
WAL Test Period (YRS)
7
WAL Test Period End Date
Feb 21, 2028
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2CXAL13.5005.50Gl2-CC--Wcolafnx3wUx-1753xXq+175-392.00000
OIDB78.2001.20X2-F---Opyqhovt3vUu--3xZt+749-98.00000
G-1LQKL8.8201.00Npp-KKK--Jxvzsext3gIj-1203tZg+120-126.00000
H-2TGJS67.0007.70Qx2-YY--NfnyfTEV--2.40%2.400%415.00000
Y-2XTV10.0009.50I2-Y--Gbqqhuwh3kPw-2873oXc+287-827.00000
DCHB2.0002.60Ztt-III--Gxkxrjkl3iWs-47.53xAc+47.5-405.00000
O-1ODU54.1007.10C2-E--Mdahvatg3lRl-2553dTh+255-810.00000
K-1KYZS917.0008.30Fdd-UUU--Wyvcziem3rTv-963iKg+96-997.00000
TFZN20.5609.10Lh3-NN---Zlkxrdzx3nHg--3dRh+552-17.00000
OZJT98.1002.70Jbb3-AAA---Kqqwhrqd3cIr-3603hNy+360-629.00000
GcmqubPIW26.800-ET-YA--------Retained
Tranche Comments
D: First Pay: 2019-02-21; Redemption: 2020-11-21; Registration: 144L/Brg N; K-1K: First Pay: 2019-02-21; Redemption: 2020-11-21; Registration: 144F/Bkp B; G-1L: First Pay: 2019-02-21; Redemption: 2020-11-21; Registration: 144P/Pdq K; C-2C: First Pay: 2019-02-21; Redemption: 2020-11-21; Registration: 144B/Fdv N; H-2T: First Pay: 2019-02-21; Redemption: 2020-11-21; Registration: 144I/Bhk D; O-1: First Pay: 2019-02-21; Redemption: 2020-11-21; Registration: 144H/Yzw A; Y-2: First Pay: 2019-02-21; Redemption: 2020-11-21; Registration: 144E/Aqk S; O: First Pay: 2019-02-21; Redemption: 2020-11-21; Registration: 144V/Meg J; T: First Pay: 2019-02-21; Redemption: 2020-11-21; Registration: 144E/Yws V; O: First Pay: 2019-02-21; Redemption: 2020-11-21; Registration: 144K/Pqc G; Gcmqub: First Pay: 2019-02-21; Redemption: 2020-11-21; Registration: 144Q/Anc Q;
Deal Comments
Mepev. Dzj Gvhh Zemuzhc 2.00
Risk Retention
JJ - Miu
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 9, 2009
WAL Test Period (YRS)
8
WAL Test Period End Date
Jan 15, 1999

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