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
WY	VFX	59.167	5.00	-	EEE-	-	-	-	92.30%	-	Eybwkvpw	3xW	-	-	345	3iN+345	-	375.00000
Q2V	BIR	20.200	5.80	-	KK	-	-	-	82.00%	-	Hmyjpfkl	3iU	-	-	175	3qE+175	-	947.00000
CT	ZVQ	54.657	7.50	-	RR-	-	-	-	4.50%	-	Vuesvkdp	3mW	-	-	685	3rX+661	-	21.50000
Vwm	GRN	94.460	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
NZ	OOX	32.400	6.80	-	F	-	-	-	60.00%	-	Wfjmtzpu	3yH	-	-	220	3iY+220	-	798.00000
X	APZ	1.700	9.40	-	B-	-	-	-	5.10%	-	Nfopohnm	3dI	-	-	929	3aE+929	-	-
C	BBE	4.760	6.30	-	GGG	-	-	-	-	-	Bwbrzkeg	3aP	-	-	100	3nD+100	-	113.00000
X1Z	HWX	983.600	4.00	-	OOO	-	-	-	58.00%	-	Ihyewquv	3sT	-	-	117	3fK+117	-	477.00000

Tranche Comments

C: First Pay: 2021-10-20; Redemption: 2022-05-20; X1Z: First Pay: 2021-10-20; Redemption: 2022-05-20; Q2V: First Pay: 2021-10-20; Redemption: 2022-05-20; NZ: First Pay: 2021-10-20; Redemption: 2022-05-20; WY: First Pay: 2021-10-20; Redemption: 2022-05-20; CT: First Pay: 2021-10-20; Redemption: 2022-05-20; X: First Pay: 2021-10-20; Redemption: 2022-05-20; Vwm: First Pay: 2021-10-20; Redemption: 2022-05-20;

Deal Comments

Uekef. Fpo Xyoo Texqpyg 1.00

Reinvestment Period (YRS)

6.2

Reinvestment Period End Date

Mar 22, 2013

WAL Test Period (YRS)

7.2