Greywolf CLO Ltd (GWOLF) II(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IUNC6.0003.50-TTT-----Vuzauqcu3nT-1003bZ+100--
G-1TLI44.0008.80-N---93.00%-Fmoxphov3sU-2303xM+230--
B-1IXAL139.0009.50-EEE---71.00%-Bjjruphn3nK-1143oW+114--
K-2GAG34.0001.70-I---74.00%-LvbthNdvxy-2253.77%--
H2-pFLG19.0009.80-RR---81.00%-DcfmhVmucs-1502.94%--
TKCZ74.7708.90-MM----2.80%-Azwdultj3wH-7053pA+705--
R-2VAS25.1001.60-YYY----55.00%-Sspbajvo3dC-4203fR+420--
P-1VUK90.4005.70-UUU+---28.10%-Vjmqudhf3zB-3353mK+335--
P-2DHAS93.0004.60-BBB---47.00%-Nhpvkhev3iX-1353eB+135--
F2-sRZJ26.0004.80-WW---42.00%-Zwmhetrr3rB-1603lE+160--
Eqg CKHQ80.967--------------Retained
Ntn ETEW67.601--------------Retained
Tranche Comments
R-2: First Pay: 2021-07-15; Registration: 144T/Kkj Y; P-2D: First Pay: 2021-07-15; Registration: 144K/Neg A; Ntn E: First Pay: 2021-07-15; Registration: 144P/Rzj K; B-1I: First Pay: 2021-07-15; Registration: 144X/Bko P; P-1: First Pay: 2021-07-15; Registration: 144P/Xzv O; I: First Pay: 2021-07-15; Registration: 144U/Jpj X; G-1: First Pay: 2021-07-15; Registration: 144V/Flr Z; F2-s: First Pay: 2021-07-15; Registration: 144J/Hlc K; Eqg C: First Pay: 2021-07-15; Registration: 144T/Rcr B; K-2: First Pay: 2021-07-15; Registration: 144D/Xak N; H2-p: First Pay: 2021-07-15; Registration: 144P/Byl M; T: First Pay: 2021-07-15; Registration: 144L/Jas N;
Deal Comments
Tcsce. Ruv Jhee Ycyquur 2.00
Reinvestment Period (YRS)
8
WAL Test Period (YRS)
6

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research