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
P	KYE	59.000	-	-	T-	E-	-	-	Fijhtwwi	3bVq	-	-	-	3lLm+853	-	-
X	ZCO	297.000	-	-	DDD	XXX	-	-	Jrzshcqs	3aZe	-	-	124	3yNa+124	-	199.00000
Jwq	YAE	86.000	-	-	PR	LC	-	-	-	-	-	-	-	-	-	Retained
O	AJM	35.000	-	-	OO	KK	-	-	Jlkkosto	3jSv	-	-	200	3lZo+200	-	435.00000
M	VBX	53.000	-	-	HH-	DD-	-	-	Jffdyfsn	3dCu	-	-	650	3nWa+640	-	24.30000
C	JHF	83.000	-	-	SSS-	AAA-	-	-	Fzpvzacj	3vOg	-	-	360	3kVb+351	-	98.30000
B	HIA	94.000	-	-	N	E	-	-	Xjmpasli	3qHb	-	-	265	3jBi+265	-	236.00000

Tranche Comments

X: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144O/Xhu W; O: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144A/Hre C; B: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144K/Zph M; C: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144F/Rlv G; M: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144L/Apn N; P: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144Z/Gzn M; Jwq: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144F/Kzi U;

Deal Comments

Vvg Rytt Jqknvno 1.00

Risk Retention

MF/FA - Fax

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 26, 1998

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Sep 1, 2002