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
V-1T	NXS	552.000	4.90	-	TTT	-	-	-	92.00%	-	Xchueoqn	3rI	-	-	114	3wO+114	-	-
J-2	WWO	97.000	4.10	-	Y	-	-	-	49.00%	-	Lsgtk	Yfjlx	-	-	225	3.77%	-	-
H-1	EHT	84.300	4.10	-	FFF+	-	-	-	61.50%	-	Vxmsocoh	3hK	-	-	335	3dY+335	-	-
B	CUB	10.210	7.40	-	PP-	-	-	-	8.71%	-	Uzfcvknq	3hI	-	-	705	3mZ+705	-	-
C	LQK	4.000	8.20	-	WWW	-	-	-	-	-	Pqsbtehe	3iI	-	-	100	3vJ+100	-	-
H-1	JRZ	71.000	7.60	-	M	-	-	-	92.00%	-	Dlhysfxo	3hJ	-	-	230	3nF+230	-	-
C-2W	OVN	50.000	9.90	-	NNN	-	-	-	90.00%	-	Qzbucfzj	3sM	-	-	135	3fO+135	-	-
D2-u	ITP	23.000	3.40	-	UU	-	-	-	77.00%	-	Civeh	Dllew	-	-	150	2.94%	-	-
V2-l	GLW	77.000	7.30	-	YY	-	-	-	17.00%	-	Bqqmsunw	3zJ	-	-	160	3xW+160	-	-
P-2	QVQ	61.500	9.90	-	WWW-	-	-	-	23.00%	-	Elrlepxc	3lQ	-	-	420	3tU+420	-	-
Irj Q	PBM	83.253	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Mqf S	VLN	72.416	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P-2: First Pay: 2021-07-15; Registration: 144L/Kzp F; C-2W: First Pay: 2021-07-15; Registration: 144J/Ris J; Mqf S: First Pay: 2021-07-15; Registration: 144G/Wup H; V-1T: First Pay: 2021-07-15; Registration: 144L/Nob L; H-1: First Pay: 2021-07-15; Registration: 144M/Bog U; C: First Pay: 2021-07-15; Registration: 144H/Khd S; H-1: First Pay: 2021-07-15; Registration: 144B/Xqd E; V2-l: First Pay: 2021-07-15; Registration: 144X/Pcf B; Irj Q: First Pay: 2021-07-15; Registration: 144I/Hty P; J-2: First Pay: 2021-07-15; Registration: 144E/Btg D; D2-u: First Pay: 2021-07-15; Registration: 144F/Mlc Z; B: First Pay: 2021-07-15; Registration: 144V/Ioz D;

Deal Comments

Ecfch. Tub Tytt Bctiufe 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)