X(R)

Wellfleet CLO (WELF) X(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Littlejohn & Co LLC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J	RTJ	6.980	2.30	-	N-	-	-	-	3.80%	-	Fdujfbvk	3uZ	-	-	929	3wI+929	-	-
BT	CXG	44.313	4.00	-	GGG-	-	-	-	76.60%	-	Byomofkx	3lE	-	-	345	3gS+345	-	299.00000
Tzc	KWL	43.560	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S2T	TRW	49.600	1.40	-	LL	-	-	-	66.00%	-	Moqoxuhq	3fD	-	-	175	3pA+175	-	142.00000
O	TZV	3.230	5.70	-	PPP	-	-	-	-	-	Drqflomj	3nT	-	-	100	3iE+100	-	133.00000
SQ	TWN	33.751	9.30	-	VV-	-	-	-	8.40%	-	Lwpesqjw	3yZ	-	-	685	3sQ+661	-	95.70000
F1Y	UZZ	161.300	6.00	-	TTT	-	-	-	45.00%	-	Tuxzumnn	3sT	-	-	117	3uQ+117	-	923.00000
AY	PHB	35.100	9.90	-	D	-	-	-	80.00%	-	Cmukefik	3hV	-	-	220	3kR+220	-	888.00000

Tranche Comments

O: First Pay: 2021-10-20; Redemption: 2022-05-20; F1Y: First Pay: 2021-10-20; Redemption: 2022-05-20; S2T: First Pay: 2021-10-20; Redemption: 2022-05-20; AY: First Pay: 2021-10-20; Redemption: 2022-05-20; BT: First Pay: 2021-10-20; Redemption: 2022-05-20; SQ: First Pay: 2021-10-20; Redemption: 2022-05-20; J: First Pay: 2021-10-20; Redemption: 2022-05-20; Tzc: First Pay: 2021-10-20; Redemption: 2022-05-20;

Deal Comments

Kzkze. Ntq Opnn Izuwtaj 1.00

Reinvestment Period (YRS)

2.9

Reinvestment Period End Date

Sep 25, 2015

Reset

Yes

WAL Test Period (YRS)

2.6