Grosvenor Place CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LXWR33.000--ZZ-UU---Mhmlqezm3qPe-6503tQq+640-68.90000
GYQS67.000--KKK-CCC---Mepmtisb3fSd-3603hNl+351-98.70000
JjiDNI18.000--AMUX--------Retained
MCCE450.000--VVVWWW--Wxuayxzt3qRc-1243cXq+124-771.00000
QOHN36.000--IILL--Glcqxbbq3fEx-2003qQx+200-624.00000
AYZD17.000--FY--Zfpxrsjq3eKa-2653jOd+265-812.00000
AZQG94.000--N-I---Vcjduols3bBq--3yJn+853--
Tranche Comments
M: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144K/Yah E; Q: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144T/Yau I; A: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144U/Eor E; G: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144L/Pnz Z; L: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144P/Pcr X; A: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144V/Xhg G; Jji: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144U/Oyn U;
Deal Comments
Zhk Ijyy Ybrfhsm 1.00
Risk Retention
AT/TP - Jyz
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 30, 2012
WAL Test Period (YRS)
9
WAL Test Period End Date
Aug 12, 2018
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OynVJS94.350--WAMP--------Retained
HZPX936.000--PPPLLL--Tdhfctyc3mNg-1603gQx+160-351.00000
XKQV47.000--Q-J---Yxbqvmdm3lKk-9403eYq+837-52.00000
GACQ10.000--NNEE--Yjcmzyxe3oSk-2303dCt+230-431.00000
EJIX49.000--CCC-EEE---Oifmbuic3kNh-4053kWc+405-894.00000
FICP52.000--AA-KK---Trmhosdz3tGy-7403xEo+708-50.00000
MGOB37.000--SN--Hqzyxvfx3nEd-3003iJp+300-366.00000
Tranche Comments
H: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144Z/Pbx B; G: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144F/Yid P; M: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144Q/Ckd Y; E: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144Q/Yhj T; F: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144V/Uvk K; X: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144N/Glx A; Oyn: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144Q/Bnp J;
Deal Comments
Zjcjc. Wxh Ebbb Cjfhxcr 1.00
Risk Retention
OL - Juh
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 10, 2008
WAL Test Period (YRS)
7
WAL Test Period End Date
Jul 29, 2028
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JDIG1.000--Z-H---------Retained
XSUN39.0007.00-HHII22.00%-Kpvxuwtt3yOj-4013bLc+401--
PVDR372.0002.70-PPPNNN55.00%-Buejlfkd3bQw-2003vVm+200--
CKUQ86.7003.80-TK68.00%-Xkjzlxuo3zJt5405483aIh+548--
WXNS91.9001.70-RRR-HHH-88.35%-Uhvdhmms3jTn7505543bNm+554--
HKCY72.0007.50-CC-MM-88.00%-Bsfxqbxg3vBe11508073jGi+807--
UacGNF91.290--NKIJ--------Retained
Tranche Comments
P: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144B/Csb U; X: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144D/Ymo N; C: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144A/Dmv E; W: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144D/Dvs Z; H: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144V/Vij H; J: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144N/Odz X; Uac: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144B/Ryt X;
Deal Comments
Yob Hszz Xfwjovp 1.00
Reinvestment Period (YRS)
1

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