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
A2-q	OCU	98.000	4.50	-	KK	-	-	-	65.00%	-	Vraxt	Ocfww	-	-	150	2.94%	-	-
F-2	JCZ	13.300	3.40	-	UUU-	-	-	-	26.00%	-	Sxxqxamj	3vS	-	-	420	3iS+420	-	-
H-1	VMJ	67.000	9.40	-	Y	-	-	-	73.00%	-	Vrufxmjy	3kC	-	-	230	3vP+230	-	-
G-1C	CUI	897.000	9.90	-	CCC	-	-	-	69.00%	-	Mufylunc	3eV	-	-	114	3aF+114	-	-
S-2	QTO	28.000	9.40	-	S	-	-	-	24.00%	-	Pmquy	Dlehg	-	-	225	3.77%	-	-
N	ECB	48.790	1.50	-	GG-	-	-	-	7.57%	-	Lfmbqpmh	3bY	-	-	705	3eB+705	-	-
A	IIN	4.000	8.60	-	AAA	-	-	-	-	-	Ukhlozuv	3rA	-	-	100	3bC+100	-	-
Y-2S	NJZ	52.000	5.50	-	GGG	-	-	-	93.00%	-	Nqyxcbev	3hT	-	-	135	3bZ+135	-	-
M2-a	KRQ	82.000	2.20	-	YY	-	-	-	27.00%	-	Mrvuxqcq	3aX	-	-	160	3cC+160	-	-
X-1	VIJ	94.500	5.50	-	NNN+	-	-	-	62.70%	-	Ecxluojf	3qI	-	-	335	3uT+335	-	-
Xun V	YHT	47.534	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Chk E	TSV	88.649	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A: First Pay: 2021-07-15; Registration: 144T/Tdh F; G-1C: First Pay: 2021-07-15; Registration: 144P/Emc V; Y-2S: First Pay: 2021-07-15; Registration: 144L/Tri C; M2-a: First Pay: 2021-07-15; Registration: 144M/Nia C; A2-q: First Pay: 2021-07-15; Registration: 144D/Bmi G; H-1: First Pay: 2021-07-15; Registration: 144H/Mcp R; S-2: First Pay: 2021-07-15; Registration: 144L/Icq L; X-1: First Pay: 2021-07-15; Registration: 144K/Nzd B; F-2: First Pay: 2021-07-15; Registration: 144G/Ljw T; N: First Pay: 2021-07-15; Registration: 144J/Dju V; Chk E: First Pay: 2021-07-15; Registration: 144B/Lrx U; Xun V: First Pay: 2021-07-15; Registration: 144G/Pbc Y;

Deal Comments

Bepep. Zcb Thxx Ueljcpk 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)