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	JIK	71.000	-	-	DD	II	-	-	Qfbofiul	3iGt	-	-	200	3pYk+200	-	858.00000
B	TBG	94.000	-	-	FFF-	UUU-	-	-	Bewfmhxf	3xWn	-	-	360	3lTj+351	-	71.10000
C	YDA	56.000	-	-	P-	L-	-	-	Xzsdsjol	3lFx	-	-	-	3fLn+853	-	-
S	OZC	676.000	-	-	QQQ	NNN	-	-	Wlcovioo	3wLq	-	-	124	3eYw+124	-	853.00000
H	JWN	89.000	-	-	RR-	TT-	-	-	Bspprqst	3yLk	-	-	650	3vOh+640	-	80.50000
Ohh	HMM	34.000	-	-	AX	CF	-	-	-	-	-	-	-	-	-	Retained
V	GPS	12.000	-	-	N	Q	-	-	Dwuakhem	3aYv	-	-	265	3xHt+265	-	997.00000

Tranche Comments

S: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144C/Plu M; F: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144Y/Klq L; V: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144F/Vbt E; B: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144N/Zfs Y; H: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144O/Ise C; C: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144W/Ywi D; Ohh: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144Z/Uzx N;

Deal Comments

Xjb Hsjj Ncofjdy 1.00

Risk Retention

SV/VB - Sod

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 16, 2015

WAL Test Period (YRS)

WAL Test Period End Date

May 10, 2010