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
O	KPF	8.340	1.10	-	RRR	-	-	-	-	-	Gbrudcxf	3sP	-	-	100	3zA+100	-	583.00000
XV	FXP	81.659	7.90	-	EE-	-	-	-	2.10%	-	Wvrmawfn	3qT	-	-	685	3nF+661	-	88.80000
Bck	PUV	44.270	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L2Q	NPJ	56.900	4.40	-	VV	-	-	-	89.00%	-	Gehmhoxn	3rC	-	-	175	3zG+175	-	791.00000
E	YXQ	6.430	4.40	-	F-	-	-	-	3.60%	-	Yqxtytbl	3iP	-	-	929	3vV+929	-	-
DR	YSU	21.640	4.00	-	NNN-	-	-	-	44.50%	-	Pvmfsrbm	3eY	-	-	345	3lN+345	-	915.00000
B1B	LPE	110.200	4.00	-	GGG	-	-	-	84.00%	-	Wmpsvbfx	3jI	-	-	117	3fA+117	-	577.00000
ZS	UWS	56.500	9.90	-	G	-	-	-	80.00%	-	Quhwlekr	3kY	-	-	220	3eQ+220	-	889.00000

Tranche Comments

O: First Pay: 2021-10-20; Redemption: 2022-05-20; B1B: First Pay: 2021-10-20; Redemption: 2022-05-20; L2Q: First Pay: 2021-10-20; Redemption: 2022-05-20; ZS: First Pay: 2021-10-20; Redemption: 2022-05-20; DR: First Pay: 2021-10-20; Redemption: 2022-05-20; XV: First Pay: 2021-10-20; Redemption: 2022-05-20; E: First Pay: 2021-10-20; Redemption: 2022-05-20; Bck: First Pay: 2021-10-20; Redemption: 2022-05-20;

Deal Comments

Dvqvx. Ahf Yyoo Cvwyhnl 1.00

Reinvestment Period (YRS)

5.8

Reinvestment Period End Date

Jul 11, 2002

WAL Test Period (YRS)

1.5