Greywolf CLO Ltd (GWOLF) II(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD3.0003.60-AAA-----Floating3mL-1003mL+100--
A-1SUSD300.0006.20-AAA---40.00%-Floating3mL-1143mL+114--
A-2JUSD15.0007.60-AAA---37.00%-Floating3mL-1353mL+135--
A2-aUSD43.0008.10-AA---24.00%-Floating3mL-1603mL+160--
A2-bUSD22.0008.10-AA---24.00%-FixedSwaps-1502.94%--
B-1USD20.0008.90-A---18.00%-Floating3mL-2303mL+230--
B-2USD10.0008.90-A---18.00%-FixedSwaps-2253.77%--
C-1USD17.5009.30-BBB+---14.50%-Floating3mL-3353mL+335--
C-2USD12.5009.60-BBB----12.00%-Floating3mL-4203mL+420--
DUSD16.2509.90-BB----8.75%-Floating3mL-7053mL+705--
Sub AUSD44.782--------------Retained
Sub BUSD37.995--------------Retained
Tranche Comments
C-2: First Pay: 2021-07-15; Registration: 144A/Reg S; A-2J: First Pay: 2021-07-15; Registration: 144A/Reg S; Sub A: First Pay: 2021-07-15; Registration: 144A/Reg S; A-1S: First Pay: 2021-07-15; Registration: 144A/Reg S; C-1: First Pay: 2021-07-15; Registration: 144A/Reg S; X: First Pay: 2021-07-15; Registration: 144A/Reg S; B-1: First Pay: 2021-07-15; Registration: 144A/Reg S; A2-a: First Pay: 2021-07-15; Registration: 144A/Reg S; Sub B: First Pay: 2021-07-15; Registration: 144A/Reg S; B-2: First Pay: 2021-07-15; Registration: 144A/Reg S; A2-b: First Pay: 2021-07-15; Registration: 144A/Reg S; D: First Pay: 2021-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reset
Yes
WAL Test Period (YRS)
9
Research
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