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
U-1	QGP	66.700	5.70	-	AAA+	-	-	-	29.30%	-	Vqpowehs	3aF	-	-	335	3rC+335	-	-
N	PBA	81.920	5.70	-	WW-	-	-	-	1.67%	-	Zxqrfzxr	3qH	-	-	705	3rJ+705	-	-
M2-v	UEW	79.000	2.10	-	JJ	-	-	-	34.00%	-	Ebhzn	Avouw	-	-	150	2.94%	-	-
J	ANV	9.000	3.90	-	YYY	-	-	-	-	-	Oexeblzf	3lN	-	-	100	3gV+100	-	-
M2-x	EPT	43.000	7.60	-	VV	-	-	-	82.00%	-	Deqekjtu	3mP	-	-	160	3uW+160	-	-
A-1	INX	88.000	5.50	-	K	-	-	-	15.00%	-	Pvmmlvdl	3eS	-	-	230	3hV+230	-	-
A-2J	AHO	43.000	4.50	-	VVV	-	-	-	24.00%	-	Gpwumsle	3bC	-	-	135	3sT+135	-	-
Y-2	WHM	35.000	2.70	-	Y	-	-	-	75.00%	-	Thtqb	Fuxlw	-	-	225	3.77%	-	-
M-1U	HMB	831.000	2.70	-	SSS	-	-	-	18.00%	-	Mrmepzbl	3wM	-	-	114	3kZ+114	-	-
B-2	HED	48.600	2.30	-	AAA-	-	-	-	95.00%	-	Idwrqjaw	3mW	-	-	420	3kF+420	-	-
Rpr Q	WYS	44.157	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Wrd A	YOM	50.651	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J: First Pay: 2021-07-15; Registration: 144Y/Bla T; M-1U: First Pay: 2021-07-15; Registration: 144O/Nbj G; A-2J: First Pay: 2021-07-15; Registration: 144I/Xvr C; M2-x: First Pay: 2021-07-15; Registration: 144Z/Ysv J; M2-v: First Pay: 2021-07-15; Registration: 144T/Lvk K; A-1: First Pay: 2021-07-15; Registration: 144T/Erw Q; Y-2: First Pay: 2021-07-15; Registration: 144U/Ysr T; U-1: First Pay: 2021-07-15; Registration: 144C/Ijd E; B-2: First Pay: 2021-07-15; Registration: 144M/Qoj G; N: First Pay: 2021-07-15; Registration: 144Y/Atp S; Rpr Q: First Pay: 2021-07-15; Registration: 144W/Hqm H; Wrd A: First Pay: 2021-07-15; Registration: 144X/Xih Q;

Deal Comments

Aqzqg. Kxe Dgvv Vqvsxgh 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)