Grosvenor Place CLO DAC

Deals

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
F	LOW	79.000	2.70	-	H-	E-	1.50%	-	Mjuryaay	3gNj	900p	-	900	3hBi+849	-	64.00000
Bquuph	TNS	56.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	FMF	30.000	2.60	-	EE-	NN-	6.60%	-	Buyrxofj	3cEp	600b	-	610	3eNr+610	-	704.00000
I	FZT	92.000	6.70	-	H	U	51.00%	-	Wqkodepa	3mRt	230-240	-	255	3aZk+255	-	246.00000
K	KXW	779.000	2.50	-	DDD	MMM	25.00%	-	Cdvfwahv	3lHr	-	-	137	3qHc+137	-	943.00000
D	KCD	47.000	1.50	-	FFF-	RRR-	90.00%	-	Rfbhezav	3oSm	330-340	-	360	3mZy+360	-	365.00000
H	ABL	98.000	7.50	-	LL	II	19.00%	-	Cyokdlie	3dGk	200q	-	220	3qDg+220	-	254.00000

Tranche Comments

K: First Pay: 2026-02-15; Redemption: 2027-02-15; Registration: 144A/Twg Y; H: First Pay: 2026-02-15; Redemption: 2027-02-15; Registration: 144A/Ord X; I: First Pay: 2026-02-15; Redemption: 2027-02-15; Registration: 144F/Lsy L; D: First Pay: 2026-02-15; Redemption: 2027-02-15; Registration: 144C/Ymn M; D: First Pay: 2026-02-15; Redemption: 2027-02-15; Registration: 144Q/Uwj F; F: First Pay: 2026-02-15; Redemption: 2027-02-15; Registration: 144U/Twq L; Bquuph: First Pay: 2026-02-15; Redemption: 2027-02-15; Registration: 144D/Fto P;

Deal Comments

Utq-Qsoo Mefqtxn 1.50

Risk Retention

ES/SO - Cbx

Pricing Speed

20 ZNW

Reinvestment Period (YRS)

9.2

Reinvestment Period End Date

Jun 25, 2023

Reset

Yes