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
IG	YBL	49.481	7.80	-	BB-	-	-	-	7.60%	-	Zyxkjqav	3uP	-	-	685	3kN+661	-	63.60000
C2Z	OHI	86.700	9.70	-	PP	-	-	-	19.00%	-	Fewzbucb	3tR	-	-	175	3aC+175	-	610.00000
L	FOJ	6.180	9.90	-	E-	-	-	-	7.30%	-	Wzbrekvh	3fN	-	-	929	3xQ+929	-	-
OA	UVM	43.956	7.00	-	LLL-	-	-	-	54.20%	-	Phczheue	3hN	-	-	345	3eA+345	-	890.00000
P1M	LUV	553.200	6.00	-	AAA	-	-	-	70.00%	-	Ssperwfj	3iZ	-	-	117	3eA+117	-	789.00000
YK	RPO	55.600	5.20	-	F	-	-	-	95.00%	-	Jxpulkqz	3gW	-	-	220	3iC+220	-	580.00000
M	HIA	7.760	4.80	-	QQQ	-	-	-	-	-	Ypqvllmr	3pC	-	-	100	3zV+100	-	149.00000
Vxk	GUO	54.340	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2021-10-20; Redemption: 2022-05-20; P1M: First Pay: 2021-10-20; Redemption: 2022-05-20; C2Z: First Pay: 2021-10-20; Redemption: 2022-05-20; YK: First Pay: 2021-10-20; Redemption: 2022-05-20; OA: First Pay: 2021-10-20; Redemption: 2022-05-20; IG: First Pay: 2021-10-20; Redemption: 2022-05-20; L: First Pay: 2021-10-20; Redemption: 2022-05-20; Vxk: First Pay: 2021-10-20; Redemption: 2022-05-20;

Deal Comments

Jzuzb. Ypt Ccqq Fzkgpia 1.00

Reinvestment Period (YRS)

1.6

Reinvestment Period End Date

May 4, 2012

Reset

Yes

WAL Test Period (YRS)

2.6