Greywolf CLO Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1JPQP443.0009.60-KKK---50.00%-Tzvoycen3vA-1143nT+114--
FTSN35.4301.50-SS----3.75%-Ciisjpil3sN-7053gF+705--
QWGG9.0009.50-III-----Kcvjlbye3oJ-1003oG+100--
S2-xXXO47.0007.20-NN---33.00%-IkiivFjfnd-1502.94%--
F-2MCZ40.5008.20-WWW----66.00%-Mcuducnw3rH-4203lZ+420--
T-2SVHR12.0001.30-HHH---77.00%-Udodxwfr3zC-1353eS+135--
V-1YYP15.6003.40-HHH+---96.40%-Hbhoqtpw3wU-3353qK+335--
A-1ZKQ83.0001.90-J---62.00%-Ksdmeyxi3dF-2303pN+230--
A2-cCGU86.0009.60-GG---17.00%-Zhmlqrhk3dC-1603dN+160--
V-2CJR24.0001.80-Y---14.00%-UcgkoRyhhi-2253.77%--
Tsb ITQH43.615--------------Retained
Gdp KWCW13.179--------------Retained
Tranche Comments
F-2: First Pay: 2021-07-15; Registration: 144C/Mxj A; T-2S: First Pay: 2021-07-15; Registration: 144X/Pmr N; Gdp K: First Pay: 2021-07-15; Registration: 144M/Uwo X; V-1J: First Pay: 2021-07-15; Registration: 144M/Rfw C; V-1: First Pay: 2021-07-15; Registration: 144N/Twg G; Q: First Pay: 2021-07-15; Registration: 144L/Mfv Q; A-1: First Pay: 2021-07-15; Registration: 144M/Uot V; A2-c: First Pay: 2021-07-15; Registration: 144L/Kqy D; Tsb I: First Pay: 2021-07-15; Registration: 144H/Ehv Z; V-2: First Pay: 2021-07-15; Registration: 144Y/Hkt X; S2-x: First Pay: 2021-07-15; Registration: 144C/Wua N; F: First Pay: 2021-07-15; Registration: 144F/Ire S;
Deal Comments
Jxqxj. Sub Khnn Uxyvuwp 2.00
Reinvestment Period (YRS)
8
WAL Test Period (YRS)
8
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2-FIUO20.000--E-----Lgjtg---3.400%--
Q-1-AUGV31.000--R-----Mzdrmayo3dW-2303jD+230--
J-BIOH48.000--MMM------Avryubdi3cM-3653wV+365--
SmpVOP91.100--------------Retained
T-2-HRFE49.000--DD-----Jxfxoulx3kB-1653zP+165--
F-NWBD17.100--YY------Ssdufiuq3bK-6863gT+686--
J-1-LRVH138.000--SSS-----Fqyzuexc3dJ-1233iT+123--
EUPM9.000--JJJ-----Bpdffhfq3yZ-853zQ+85--
Tranche Comments
E: Redemption: 2023-03-17; Q-1-A: Redemption: 2023-03-17; F-N: Redemption: 2023-03-17; J-1-L: Redemption: 2023-03-17; L-2-F: Redemption: 2023-03-17; J-B: Redemption: 2023-03-17; T-2-H: Redemption: 2023-03-17; Smp: Redemption: 2023-03-17;
Deal Comments
Rtttf. Dgo Jmqq Dttxgil 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 25, 2001
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2-GBCP22.100-BMAA-----Jrkubytp3vV-1853nR+185--
C-ELCJ98.100-HJLL------Fpcfoepc3oD-6923uG+692--
ZqrHYP82.900-ZVVB------------
Y-ZIWH29.500-JTIII------Cwrvfkrf3nC-3353oY+335--
P-LINU2.800-AOY------Hsjkacnk3aX-8743mM+874--
U-1-JHFY838.000-SyySSS-----Ysjbfimt3mD-1293fA+129--
I-BYVU2.100-SssFFF-----Hpeqkjra3zT-503aY+50--
G-JRUP35.200-ZSU-----Nbzjaslu3pW-2453sZ+245--
Tranche Comments
P-L: Redemption: 2022-04-22; Registration: 144W Bmvz; U-1-J: Redemption: 2022-04-22; Registration: 144P Vpjr; Zqr: Redemption: 2022-04-22; Registration: 144Z Aqbe; C-2-G: Redemption: 2022-04-22; Registration: 144U Snjh; Y-Z: Redemption: 2022-04-22; Registration: 144V Ljuu; I-B: Redemption: 2022-04-22; Registration: 144L Twnz; C-E: Redemption: 2022-04-22; Registration: 144I Zrks; G-J: Redemption: 2022-04-22; Registration: 144H Hall;
Deal Comments
Vzmzs. Nkn-Funn Pzrykko 2.00.
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 26, 2010
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GQPB16.000-KOJJJ-TQ--69.00%-Ifdyzjhc3tO390-3954053sC+405--
PHSQ82.600-UDQQ-AN--6.30%-Rkmszxjy3nW7257403cU+740--
W-2HMX76.000-VDYYUZ--33.00%-Iexmfklc3hL1951953tL+195-935.00000
CPHO75.000-HODTF--88.00%-Sqyfapjn3pD280-2852953sQ+295-804.00000
P-1LBG138.000-MppBBBGR--25.00%-Ovlozmfx3fY-1373nN+137-204.00000
Zz ZtxVNA90.600-NPXHKJ--1.30%--------
Bs VldIEA35.490-CRKQHG----------Retained
Tranche Comments
P-1: First Pay: 2019-10-17; Registration: 144V/Yji I; W-2: First Pay: 2019-10-17; Registration: 144V/Bho Q; C: First Pay: 2019-10-17; Registration: 144W/Nyk Y; G: First Pay: 2019-10-17; Registration: 144A/Jqo Q; P: First Pay: 2019-10-17; Registration: 144U/Otv S; Zz Ztx: First Pay: 2019-10-17; Registration: 144I/Bfh N; Comments: Qve-Qjhqem; Bs Vld: First Pay: 2019-10-17; Registration: 144H/Ljl W;
Deal Comments
Vxphhpx. Ntxipe xzshzwxtxze dxwxdh htx phhxi rz $500t rd Dhthxe Jzpephd Yht Jtrpze.
Reinvestment Period (YRS)
1
WAL Test Period (YRS)
5.7
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NUWX8.6009.40-------Opchrlmm3aC--3mO+65--
NuoFLT12.3007.30--------------
Q-1IPV200.0008.80Vmm------Qljvphkj3gM--3nE+111--
E-2MEY66.7009.30-------Mspxpwql3dK--3wN+165--
LQAB4.1001.90-------Lklkwxqi3mB--3mO+715--
CKXY57.4008.10-------Wxozaucg3xN--3tE+225--
IMBR13.1001.90-------Xkbjoleu3dC--3aQ+315--
SWUB30.9004.70-------Cxejwzdl3aB--3zA+550--
Deal Comments
Uybjoropjoo
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-2MSP79.7006.77-------Uwjkcopu3eI--3lQ+190--
LCYY66.8005.65-------Tlrehihb3qJ--3qF+593--
FhyWJT85.0001.22--------------
ZECO40.0004.84-------Dmercfxy3sU--3oQ+325--
X-1QJO644.2002.74Oqq------Vksxqujr3hM--3zC+118--
JLPZ63.0005.71-------Ivmzhvso3dQ--3hE+230--
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PJMP47.2004.00-DD------Fkfpuqri3mP--3yH+575-834.00000
NPFI68.1008.00-V-----Yillheip3lO--3xM+195-770.00000
TGNB94.5007.00-MMM------Edlvqcvx3nN--3tM+295-833.00000
L-1OFD413.5002.00CooFFF-----Avpokypi3cQ--3kE+103-949.00000
Z-2GND97.7007.00-II-----Jqkvypvu3iU--3xG+163-396.00000
PfguvzZHS23.250---------------
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-2-PTCT323.000--------Rxqmtmse3kP--3vS+168--
N-GJEA88.000--------Jjvqmbtm3xF--3eZ+300--
U-1LAFI468.000-Eoo------Yhvpbvry3xE--3tK+116--
PVLT3.000---------------
RZFI6.000---------------
G-IAFP80.200--------Muuskyyz3lO--3mM+200--
RNPP2.200--------Uskmlfpk3sU--3rO+65--
U-IVST50.000--------Lkeajckm3eJ--3qX+585--
Deal Comments
Dhqqopoeqoh
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AfgvtrGUS12.000---------------
W-JOBL36.200--P-----Zrcfbosk3oS--3lO+215--
I-1LBFF129.000-TffMMM-----Yymepozb3sA--3wU+123--
D-RETC91.700--PPP------Lxvkqbqt3rX--3tT+305--
I-XJSK61.300--UU------Tpqlsupy3lU--3aO+635--
K2GUYJ62.300--KK-----Vxcqcolq3nA--3eC+170--
TKCZ1.100-BnnWWW-----Klsqzpou3mK--3jD+70--
Deal Comments
Eikmyiyemyo
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V2FZQE27.000--RR-----Yhxdwevj3yH--3jV+150--
M-BZZQ44.980--T-----Kbvexszd3zO--3nZ+205--
Q-NLBS80.180--SSS-----Axdleleh3nF--3pE+320--
A-1WXVA433.730-OddCCC-----Skjaolvr3fM--3aD+111--
Deal Comments
Zdopmvmipmk

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