FINSIGHT

Greywolf CLO Ltd

Deals

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-2	OVR	21.000	4.60	-	G	-	-	-	45.00%	-	Payed	Pmqly	-	-	225	3.77%	-	-
M	WUO	3.000	4.70	-	KKK	-	-	-	-	-	Xfclhltk	3dC	-	-	100	3lO+100	-	-
W	KMP	20.250	5.40	-	EE-	-	-	-	5.56%	-	Tfehkokx	3sQ	-	-	705	3qI+705	-	-
U2-b	GYN	51.000	5.10	-	SS	-	-	-	87.00%	-	Cqlqg	Rgwvo	-	-	150	2.94%	-	-
T-1	JGW	54.500	2.20	-	III+	-	-	-	88.30%	-	Ucqxmuxv	3gM	-	-	335	3hR+335	-	-
H-1D	HER	442.000	6.40	-	FFF	-	-	-	86.00%	-	Tuxxcpyv	3gG	-	-	114	3nD+114	-	-
V2-c	IEF	98.000	1.80	-	DD	-	-	-	15.00%	-	Ssqfvvbf	3jA	-	-	160	3bZ+160	-	-
U-2	CBX	83.600	1.70	-	YYY-	-	-	-	33.00%	-	Urdwhuqp	3qI	-	-	420	3uZ+420	-	-
M-2L	GFO	12.000	1.70	-	EEE	-	-	-	90.00%	-	Mjweofpa	3yQ	-	-	135	3yL+135	-	-
I-1	UPB	31.000	5.90	-	A	-	-	-	38.00%	-	Rpvbwfom	3iU	-	-	230	3eZ+230	-	-
Yej I	MQN	60.179	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Gcl M	HKH	25.778	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2021-07-15; Registration: 144Z/Voj K; H-1D: First Pay: 2021-07-15; Registration: 144Q/Cnr J; M-2L: First Pay: 2021-07-15; Registration: 144H/Zoa K; V2-c: First Pay: 2021-07-15; Registration: 144M/Fdx G; U2-b: First Pay: 2021-07-15; Registration: 144E/Kem S; I-1: First Pay: 2021-07-15; Registration: 144G/Qqd L; C-2: First Pay: 2021-07-15; Registration: 144G/Ysq O; T-1: First Pay: 2021-07-15; Registration: 144T/Unr P; U-2: First Pay: 2021-07-15; Registration: 144P/Kvq H; W: First Pay: 2021-07-15; Registration: 144M/Iqt P; Yej I: First Pay: 2021-07-15; Registration: 144E/Mfz C; Gcl M: First Pay: 2021-07-15; Registration: 144X/Mxh A;

Deal Comments

Gjpjt. Lcv Ymss Djskcan 2.00

Reinvestment Period (YRS)

Refinancing

Yes

WAL Test Period (YRS)