Wellfleet CLO (WELF) 2021-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD270.0006.30Aaa----40.00%-Floating3mL-1203mL+120--
A-2USD18.0007.60Aaa----36.00%-Floating3mL-1453mL+145--
BUSD51.7508.20Aa2----24.50%-Floating3mL-1803mL+180--
CUSD25.9009.00A2----18.75%-Floating3mL-2353mL+235--
DUSD27.0009.50Baa3----12.75%-Floating3mL-3603mL+360--
EUSD21.40010.10Ba3----8.00%-Floating3mL-7253mL+696--
EquityUSD48.000-NR------------Retained
Tranche Comments
A-1: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144A/Reg S; A-2: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144A/Reg S; B: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144A/Reg S; C: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144A/Reg S; D: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144A/Reg S; E: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144A/Reg S; Equity: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2026
Research
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