FINSIGHT

Greywolf CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	3.000	3.60	-	AAA	-	-	-	-	-	Floating	3mL	-	100	3mL+100	-	-
A-1S	USD	300.000	6.20	-	AAA	-	-	-	40.00%	-	Floating	3mL	-	114	3mL+114	-	-
A-2J	USD	15.000	7.60	-	AAA	-	-	-	37.00%	-	Floating	3mL	-	135	3mL+135	-	-
A2-a	USD	43.000	8.10	-	AA	-	-	-	24.00%	-	Floating	3mL	-	160	3mL+160	-	-
A2-b	USD	22.000	8.10	-	AA	-	-	-	24.00%	-	Fixed	Swaps	-	150	2.94%	-	-
B-1	USD	20.000	8.90	-	A	-	-	-	18.00%	-	Floating	3mL	-	230	3mL+230	-	-
B-2	USD	10.000	8.90	-	A	-	-	-	18.00%	-	Fixed	Swaps	-	225	3.77%	-	-
C-1	USD	17.500	9.30	-	BBB+	-	-	-	14.50%	-	Floating	3mL	-	335	3mL+335	-	-
C-2	USD	12.500	9.60	-	BBB-	-	-	-	12.00%	-	Floating	3mL	-	420	3mL+420	-	-
D	USD	16.250	9.90	-	BB-	-	-	-	8.75%	-	Floating	3mL	-	705	3mL+705	-	-
Sub A	USD	44.782	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Sub B	USD	37.995	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

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)

Reset

Yes

WAL Test Period (YRS)

Greywolf Capital Management LP