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
C-1U	VPH	193.000	1.30	-	YYY	-	-	-	11.00%	-	Hlmxcwqg	3pQ	-	-	114	3pS+114	-	-
L2-a	JEE	24.000	1.30	-	OO	-	-	-	20.00%	-	Eysvljui	3yY	-	-	160	3fE+160	-	-
J	KVY	21.230	1.30	-	FF-	-	-	-	1.85%	-	Lyeumhfw	3qY	-	-	705	3gM+705	-	-
X2-m	ZED	42.000	3.90	-	QQ	-	-	-	11.00%	-	Wmjgd	Wqzez	-	-	150	2.94%	-	-
M-2	QYH	60.700	7.70	-	HHH-	-	-	-	15.00%	-	Gybpsjzr	3hA	-	-	420	3kU+420	-	-
E	RRC	2.000	6.40	-	TTT	-	-	-	-	-	Nmlzrywu	3eW	-	-	100	3cG+100	-	-
A-1	MWO	24.000	3.70	-	C	-	-	-	19.00%	-	Vzwhhcxn	3zM	-	-	230	3fE+230	-	-
R-2U	NCO	14.000	9.80	-	CCC	-	-	-	87.00%	-	Ihmbcyjg	3lV	-	-	135	3oL+135	-	-
X-1	GWD	77.900	1.30	-	NNN+	-	-	-	87.90%	-	Betadtfc	3cE	-	-	335	3nD+335	-	-
P-2	FPX	99.000	4.20	-	N	-	-	-	26.00%	-	Zbgzf	Kgzrc	-	-	225	3.77%	-	-
Nju Y	FYJ	47.440	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Dtk Q	YTH	47.526	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: First Pay: 2021-07-15; Registration: 144Q/Quh X; C-1U: First Pay: 2021-07-15; Registration: 144H/Bhd O; R-2U: First Pay: 2021-07-15; Registration: 144H/Xuv V; L2-a: First Pay: 2021-07-15; Registration: 144X/Vbh W; X2-m: First Pay: 2021-07-15; Registration: 144E/Dit P; A-1: First Pay: 2021-07-15; Registration: 144V/Ywf Y; P-2: First Pay: 2021-07-15; Registration: 144P/Iaf E; X-1: First Pay: 2021-07-15; Registration: 144K/Ahb Z; M-2: First Pay: 2021-07-15; Registration: 144U/Veb L; J: First Pay: 2021-07-15; Registration: 144C/Rmf C; Dtk Q: First Pay: 2021-07-15; Registration: 144Q/Iip M; Nju Y: First Pay: 2021-07-15; Registration: 144G/Uxv H;

Deal Comments

Uhshq. Otn Zxll Vhletxb 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)