| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 300.000 | - | Aaa | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| A-2 | USD | 16.250 | - | Aaa | NR | - | - | - | 36.80% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
| B | USD | 46.250 | - | NR | AA | - | - | - | 27.50% | - | Floating | SOFR | - | 315 | SOFR+315 | - | - |
| C | USD | 36.250 | - | NR | A | - | - | - | 20.30% | - | Floating | SOFR | - | 425 | SOFR+425 | - | - |
| D | USD | 28.500 | - | NR | BBB- | - | - | - | 14.60% | - | Floating | SOFR | - | 575 | SOFR+560 | - | - |
| E | USD | 17.000 | - | NR | BB- | - | - | - | 11.20% | - | Floating | SOFR | - | 925 | SOFR+856 | - | - |
| Sub | USD | 56.700 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-04-18; Redemption: 2024-10-18;
A-2: First Pay: 2023-04-18; Redemption: 2024-10-18;
B: First Pay: 2023-04-18; Redemption: 2024-10-18;
C: First Pay: 2023-04-18; Redemption: 2024-10-18;
D: First Pay: 2023-04-18; Redemption: 2024-10-18;
E: First Pay: 2023-04-18; Redemption: 2024-10-18;
Sub: First Pay: 2023-04-18; Redemption: 2024-10-18;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 18, 2027
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Wellfleet CLO 2022-2 | Performance Analytics | Dealscribe | Apr 14, 2023
|