Grosvenor Place CLO 12 DAC European Cash Flow Notes Assigned Ratings - S&P Global Ratings’ Credit Research

Grosvenor Place CLO 12 DAC European Cash Flow Notes Assigned Ratings

Grosvenor Place CLO 12 DAC European Cash Flow Notes Assigned Ratings - S&P Global Ratings’ Credit Research
Grosvenor Place CLO 12 DAC European Cash Flow Notes Assigned Ratings
Published Nov 05, 2026
Published Nov 05, 2026
Price US$ 150.00  |  Buy this Report Now

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Abstract:

Ratings Class Rating* Amount (mil. €) Credit enhancement (%) Interest rate§ A AAA (sf) 378.20 38.00 Three/six-month EURIBOR plus 1.26% B AA (sf) 64.05 27.50 Three/six-month EURIBOR plus 1.75% C A (sf) 36.60 21.50 Three/six-month EURIBOR plus 2.05% D BBB- (sf) 45.75 14.00 Three/six-month EURIBOR plus 2.90% E BB- (sf) 27.45 9.50 Three/six-month EURIBOR plus 5.20% F B- (sf) 18.30 6.50 Three/six-month EURIBOR plus 8.74% Subordinated notes NR 51.13 N/A N/A *The ratings assigned to the class A and B notes address timely interest and ultimate principal payments. Our ratings address ultimate interest and principal payments on the rest of the other rated notes. §The payment frequency switches to semiannual and the index switches to six-month EURIBOR when a frequency

  
Report Type:

Ratings Action

Issuer
Grosvenor Place CLO 12 DAC
Sector
Structured Finance
Country
Ireland
Format:
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S&P Global Ratings’ Credit Research—S&P Global Ratings’ credit research provides analysis on issuers and debt obligations of corporations, states and municipalities, financial institutions, insurance companies and sovereign governments. S&P Global Ratings also offers insight into the credit risk of structured finance deals, providing an independent view of credit risk associated with a growing array of debt-securitized instruments.

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MLA:
S&P Global Ratings’ Credit Research. "Grosvenor Place CLO 12 DAC European Cash Flow Notes Assigned Ratings" Nov 05, 2026. Alacra Store. Nov 07, 2026. <http://www.alacrastore.com/s-and-p-credit-research/Grosvenor-Place-CLO-12-DAC-European-Cash-Flow-Notes-Assigned-Ratings-3655079>
  
APA:
S&P Global Ratings’ Credit Research. (). Grosvenor Place CLO 12 DAC European Cash Flow Notes Assigned Ratings Nov 05, 2026. New York, NY: Alacra Store. Retrieved Nov 07, 2026 from <http://www.alacrastore.com/s-and-p-credit-research/Grosvenor-Place-CLO-12-DAC-European-Cash-Flow-Notes-Assigned-Ratings-3655079>
  
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