Greywolf CLO VI Ltd: 09 May 2018

The investment portfolio will consist primarily of bank loans and participation interests. The portfolio will be managed by Greywolf Capital Management LP. Greywolf Capital Management LP is an SEC-registered investment adviser and manages approximately US$3.2bln in assets under management as of 31 December 2014. Greywolf was founded in 2003.

For the Concentration Limitations, the Collateral Quality Test and Collateral Assumptions, please see the relevant sections of the prospectus (available on the EuroABS website).

It is anticipated that the Issuer will have completed the purchase (or commitment to purchase) of at least US$480mln (by par amount) of the initial portfolio of Collateral Obligations on the Closing Date.

The Notes will be sold at negotiated prices determined at the time of sale.


CRR 405: None of the Issuer, the Co-Issuer, Citigroup or the Collateral Manager, their respective affiliates or any other person intends to retain a material net economic interest in the securitisation constituted by the issue of the Notes in accordance with the Retention Requirement or to take any other action which may be required by EEA-regulated investors for the purposes of their compliance with the Retention Requirement.