Greywolf CLO Ltd (GWOLF) IV(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD320.000-AaaAAANR--36.00%-Floating3mL-1373mL+137-100.00000
A-2USD60.000-NRAANR--24.00%-Floating3mL1951953mL+195-100.00000
BUSD30.000-NRANR--18.00%-Floating3mL280-2852953mL+295-100.00000
CUSD25.000-NRBBB-NR--13.00%-Floating3mL390-3954053mL+405--
DUSD22.500-NRBB-NR--8.50%-Floating3mL7257403mL+740--
Sr SubUSD18.500-NRNRNR--4.80%--------
Jr SubUSD34.550-NRNRNR----------Retained
Tranche Comments
A-1: First Pay: 2019-10-17; Registration: 144A/Reg S; A-2: First Pay: 2019-10-17; Registration: 144A/Reg S; B: First Pay: 2019-10-17; Registration: 144A/Reg S; C: First Pay: 2019-10-17; Registration: 144A/Reg S; D: First Pay: 2019-10-17; Registration: 144A/Reg S; Sr Sub: First Pay: 2019-10-17; Registration: 144A/Reg S; Comments: Pre-Placed; Jr Sub: First Pay: 2019-10-17; Registration: 144A/Reg S;
Deal Comments
Reissue. Credit enhancement levels are based on $500m of Target Initial Par Amount.
Reinvestment Period (YRS)
2
WAL Test Period (YRS)
6.5
Research
AllReportsSurveillanceOther

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