X(R)

Wellfleet CLO (WELF) X(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	3.750	2.50	-	AAA	-	-	-	-	-	Floating	3mL	-	100	3mL+100	-	100.00000
A1R	USD	232.500	5.00	-	AAA	-	-	-	38.00%	-	Floating	3mL	-	117	3mL+117	-	100.00000
A2R	USD	52.500	6.70	-	AA	-	-	-	24.00%	-	Floating	3mL	-	175	3mL+175	-	100.00000
BR	USD	22.500	7.50	-	A	-	-	-	18.00%	-	Floating	3mL	-	220	3mL+220	-	100.00000
CR	USD	20.625	8.00	-	BBB-	-	-	-	12.50%	-	Floating	3mL	-	345	3mL+345	-	100.00000
DR	USD	14.063	8.50	-	BB-	-	-	-	8.70%	-	Floating	3mL	-	685	3mL+661	-	98.50000
E	USD	5.550	8.80	-	B-	-	-	-	7.30%	-	Floating	3mL	-	929	3mL+929	-	-
Sub	USD	28.120	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X: First Pay: 2021-10-20; Redemption: 2022-05-20; A1R: First Pay: 2021-10-20; Redemption: 2022-05-20; A2R: First Pay: 2021-10-20; Redemption: 2022-05-20; BR: First Pay: 2021-10-20; Redemption: 2022-05-20; CR: First Pay: 2021-10-20; Redemption: 2022-05-20; DR: First Pay: 2021-10-20; Redemption: 2022-05-20; E: First Pay: 2021-10-20; Redemption: 2022-05-20; Sub: First Pay: 2021-10-20; Redemption: 2022-05-20;

Deal Comments

Reset. Non Call Period: 1.00

Reinvestment Period (YRS)

3.5

Reinvestment Period End Date

Jan 20, 2025

Reset

Yes

WAL Test Period (YRS)

4.5

Research

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