Grosvenor Place CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SAWO71.000--LL-WW---Eryjluhp3lVi-6503sJr+640-25.80000
UDEE636.000--LLLPPP--Bwuysbfy3qRh-1243xYf+124-575.00000
TWZC94.000--U-X---Yyjsqiiy3bTh--3nKd+853--
DVFE39.000--GA--Embothfs3sNl-2653bMr+265-757.00000
ByyKVO10.000--SXLD--------Retained
HKJK14.000--VVGG--Vzdozozq3xCm-2003vGa+200-683.00000
SDQJ47.000--NNN-III---Mhbuifim3hWm-3603vEm+351-13.80000
Tranche Comments
U: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144T/Iqj I; H: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144X/Nah C; D: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144W/Hbh M; S: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144U/Gbg Q; S: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144E/Pym V; T: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144U/Fil A; Byy: First Pay: 2025-07-15; Redemption: 2025-12-10; Registration: 144B/Psp N;
Deal Comments
Zpn Sfww Euzepok 1.00
Risk Retention
NV/VS - Mwl
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 19, 2023
WAL Test Period (YRS)
3
WAL Test Period End Date
Feb 20, 2000
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MPXW25.000--DDYY--Dwjdsxlk3lVf-2303sDm+230-719.00000
NVPE71.000--BB-VV---Xybhvovt3cJq-7403vIq+708-38.00000
BAUX18.000--CT--Urhxjqqp3bPc-3003rHh+300-540.00000
VujSET42.840--IHBB--------Retained
IWWP46.000--VVV-JJJ---Syzqvrzl3eKe-4053pHt+405-212.00000
JGQX82.000--T-H---Fkcfbbdo3pRi-9403gMw+837-29.00000
TSOK963.000--UUUNNN--Qpusbtdv3mWt-1603eUn+160-994.00000
Tranche Comments
T: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144X/Oek S; M: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144Y/Bsb P; B: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144I/Efb U; I: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144T/Pim K; N: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144E/Bys O; J: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144M/Pik W; Vuj: First Pay: 2024-08-24; Redemption: 2025-11-24; Registration: 144T/Rxg M;
Deal Comments
Xkekm. Dzu Wsnn Akkgzlo 1.00
Risk Retention
QC - Ulv
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2019
WAL Test Period (YRS)
2
WAL Test Period End Date
Jun 9, 2013
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FTQB24.7008.20-RH89.00%-Jxmrfudh3vHe5405483pAb+548--
EGYR2.000--Y-N---------Retained
NriYLP13.300--ZVTU--------Retained
IECR68.0007.10-OO-SS-97.00%-Beeuaqhp3zGb11508073xIj+807--
QEYA43.0007.00-QQXX89.00%-Prxojete3lAe-4013fDm+401--
BSFC315.0006.10-RRRAAA19.00%-Erehbdwb3mCh-2003wLq+200--
JHCM97.5009.90-AAA-CCC-69.21%-Lcubbbyu3hOh7505543nRk+554--
Tranche Comments
B: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144T/Iai Y; Q: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144U/Eln F; F: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144L/Hhp D; J: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144O/Tka W; I: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144B/Ajr K; E: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144W/Zfh Q; Nri: First Pay: 2023-05-24; Redemption: 2023-11-24; Registration: 144J/Zle Q;
Deal Comments
Qmv Uqmm Bfprmhn 1.00
Reinvestment Period (YRS)
8

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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Research