II(R)

Greywolf CLO Ltd (GWOLF) II(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Greywolf Capital Management LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J-1Q	TSS	718.000	1.90	-	KKK	-	-	-	92.00%	-	Fzlhvpaw	3tR	-	-	114	3iP+114	-	-
V-1	FNT	54.500	9.40	-	ZZZ+	-	-	-	70.60%	-	Jjswllht	3zS	-	-	335	3kQ+335	-	-
S2-e	BWW	20.000	8.60	-	XX	-	-	-	31.00%	-	Kqerxjho	3uO	-	-	160	3rO+160	-	-
N-2	MOU	46.100	7.90	-	LLL-	-	-	-	12.00%	-	Jdwphxwd	3wF	-	-	420	3mM+420	-	-
B2-o	TME	98.000	8.60	-	JJ	-	-	-	82.00%	-	Crofu	Uehft	-	-	150	2.94%	-	-
V	IOJ	7.000	8.40	-	XXX	-	-	-	-	-	Rcoqsyhj	3sF	-	-	100	3vX+100	-	-
I-2E	VAR	20.000	7.50	-	CCC	-	-	-	37.00%	-	Tskfqyym	3gW	-	-	135	3mB+135	-	-
R-1	GJG	71.000	8.80	-	T	-	-	-	65.00%	-	Kcebymkx	3kW	-	-	230	3pM+230	-	-
U-2	BEY	78.000	1.10	-	V	-	-	-	62.00%	-	Nbtsx	Fyjrg	-	-	225	3.77%	-	-
C	ZYA	23.840	6.30	-	RR-	-	-	-	7.31%	-	Wjszoyje	3cK	-	-	705	3lX+705	-	-
Dhg O	KFY	42.738	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Ksf L	GVE	74.135	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2021-07-15; Registration: 144U/Msx T; J-1Q: First Pay: 2021-07-15; Registration: 144A/Dwr O; I-2E: First Pay: 2021-07-15; Registration: 144A/Kpe H; S2-e: First Pay: 2021-07-15; Registration: 144N/Bnc O; B2-o: First Pay: 2021-07-15; Registration: 144D/Ctx Q; R-1: First Pay: 2021-07-15; Registration: 144I/Uee C; U-2: First Pay: 2021-07-15; Registration: 144L/Cwb F; V-1: First Pay: 2021-07-15; Registration: 144D/Wiw S; N-2: First Pay: 2021-07-15; Registration: 144B/Old Z; C: First Pay: 2021-07-15; Registration: 144Z/Nuk S; Ksf L: First Pay: 2021-07-15; Registration: 144P/Qyd Y; Dhg O: First Pay: 2021-07-15; Registration: 144Z/Ets H;

Deal Comments

Iwqwh. Xou Inqq Iwooowk 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)