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
P2-r	QJC	46.000	6.20	-	TT	-	-	-	92.00%	-	Jirvg	Ncicm	-	-	150	2.94%	-	-
R2-s	EVZ	99.000	5.50	-	PP	-	-	-	90.00%	-	Azsqhjjc	3sD	-	-	160	3hG+160	-	-
W	JYL	4.000	6.80	-	TTT	-	-	-	-	-	Yvuucori	3zT	-	-	100	3kY+100	-	-
Q-1	QZT	60.000	8.10	-	W	-	-	-	71.00%	-	Qwsuxbwq	3yW	-	-	230	3dI+230	-	-
G-2	NGG	32.000	2.90	-	K	-	-	-	74.00%	-	Rmqyg	Ocilg	-	-	225	3.77%	-	-
D-1	CHG	68.100	3.20	-	VVV+	-	-	-	24.90%	-	Wujxvika	3pL	-	-	335	3uA+335	-	-
T-2	GON	17.700	2.20	-	XXX-	-	-	-	45.00%	-	Ldrppyac	3rD	-	-	420	3cW+420	-	-
A-1A	KOR	507.000	7.20	-	HHH	-	-	-	92.00%	-	Uzksypzl	3xJ	-	-	114	3pZ+114	-	-
H-2Z	JPV	29.000	4.30	-	RRR	-	-	-	83.00%	-	Xjxhexpr	3kU	-	-	135	3tK+135	-	-
W	BUE	74.380	4.20	-	UU-	-	-	-	1.87%	-	Ybcexjxz	3gG	-	-	705	3zT+705	-	-
Hgd Z	GED	35.988	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Hir D	ERB	26.787	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2021-07-15; Registration: 144D/Bqq M; A-1A: First Pay: 2021-07-15; Registration: 144I/Jbp P; H-2Z: First Pay: 2021-07-15; Registration: 144I/Dkw P; R2-s: First Pay: 2021-07-15; Registration: 144H/Nyk E; P2-r: First Pay: 2021-07-15; Registration: 144N/Keq Y; Q-1: First Pay: 2021-07-15; Registration: 144H/Xam D; G-2: First Pay: 2021-07-15; Registration: 144O/Nvz W; D-1: First Pay: 2021-07-15; Registration: 144B/Kzo F; T-2: First Pay: 2021-07-15; Registration: 144Y/Ens K; W: First Pay: 2021-07-15; Registration: 144X/Jsy M; Hir D: First Pay: 2021-07-15; Registration: 144F/Vnn X; Hgd Z: First Pay: 2021-07-15; Registration: 144P/Ouy F;

Deal Comments

Ypgpo. Lcy Bxgg Hpnocwd 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)