Wellington Management CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	IUY	34.000	-	-	UUU-	-	-	-	38.00%	-	Fbkajsfv	HYPE	255	255	IQGM+255	-	-
E	COD	27.200	-	-	XX-	-	-	-	6.10%	-	Afoejphk	LLNH	450	450	UYGH+450	-	-
S	BFR	990.000	-	-	RRR	-	-	-	29.36%	-	Ksaukapw	YLAQ	115	115	TYVR+115	-	-
Zor	BQP	87.900	-	-	EI	-	-	-	-	-	-	-	-	-	-	-	Retained
V	UGN	38.000	-	-	W	-	-	-	63.00%	-	Pfruafdj	DQZK	175	175	ZDDP+175	-	-
J	JHF	79.000	-	-	RR	-	-	-	13.00%	-	Xbcorqkx	JLID	148	148	EHZL+148	-	-
MN	RUS	59.000	-	-	III	-	-	-	32.49%	-	Uyszxjpg	DOLS	-	115	EZPW+115	-	-
Y-2	CLN	9.000	-	-	QQQ-	-	-	-	36.93%	-	Hbmebsky	QDGR	375	375	VAVW+375	-	-

Tranche Comments

S: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144W/Piw V; MN: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144U/Qbo F; J: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144W/Yce S; V: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144Q/Jmg H; I-1: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144V/Yxy B; Y-2: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144D/Dhq Q; E: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144L/Nug I; Comments: Lhq-Ljsbqr; Zor: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144Y/Zlz T;

Deal Comments

Dhr Ipoo Ugvrhuy 2.00

Risk Retention

PU - Egy

Pricing Speed

20 BUE

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 6, 2000

Wellington Management Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z1	VOU	406.000	-	-	LLL	-	-	-	49.00%	-	Fhjpwucs	YYIY	-	136	TZXY+136	-	-
J	EVS	28.000	-	-	HH	-	-	-	46.00%	-	Tfpqtfoc	BUIH	-	165	LGGV+165	-	-
H2	KNM	3.000	-	-	ZZZ	-	-	-	55.70%	-	Ivskxkcu	VASR	-	151	CNAN+151	-	-
Z1 C	CTM	67.000	-	-	NNN	-	-	-	11.00%	-	Iscdfxzb	ULVX	-	136	LWKG+136	-	-
Gra	RII	48.440	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	NOQ	54.000	-	-	PP-	-	-	-	6.00%	-	Nmxdatej	MZSS	-	575	ZSAC+575	-	-
H	FKN	14.000	-	-	K	-	-	-	19.00%	-	Lxxqhqng	EBJB	-	195	QSPT+195	-	-
P1	MRU	49.000	-	-	QQQ-	-	-	-	14.00%	-	Aehpvmuu	ACGT	-	300	UTVJ+300	-	-
Y2	RVF	9.000	-	-	ZZZ-	-	-	-	82.00%	-	Nfxoqyyi	UHUL	-	435	JMLQ+435	-	-

Tranche Comments

Z1: Redemption: 2026-07-18; Registration: 144C/Mhv F; Z1 C: Redemption: 2026-07-18; Registration: 144E/Xaf B; H2: Redemption: 2026-07-18; Registration: 144T/Thv E; J: Redemption: 2026-07-18; Registration: 144Z/Yko A; H: Redemption: 2026-07-18; Registration: 144C/Exf J; P1: Redemption: 2026-07-18; Registration: 144I/Mqy T; Y2: Redemption: 2026-07-18; Registration: 144Q/Foy G; X: Redemption: 2026-07-18; Registration: 144N/Jzi U; Gra: Redemption: 2026-07-18; Registration: 144I/Fcv M;

Deal Comments

Mgz-Iaqq Ycksgri 2.00

Risk Retention

BC - Yxl

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 29, 2014

Wellington Management Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	CJI	45.000	6.50	-	FF	-	-	-	60.00%	-	Fejuytif	XOXM	-	200	UNDZ+200	-	-
Q	GKX	76.000	71.20	-	HH-	-	-	-	2.10%	-	Qlfpehtq	NWUN	-	690	LTTA+690	-	-
X	CHD	892.000	3.50	-	BBB	-	-	-	95.90%	-	Zdezmtwy	PWID	-	155	AOZU+155	-	-
Q	XBF	72.000	88.60	-	AAA-	-	-	-	29.00%	-	Mewwwcfj	MIXJ	-	390	EKQY+390	-	-
Qtv	KPH	75.000	-	-	ZA	-	-	-	-	-	-	-	-	-	-	-	Retained
R Asmx	WIR	71.000	3.60	-	ZZZ	-	-	-	48.10%	-	Vmkwdizd	CVJC	-	155	KWXZ+155	-	-
W	JAX	80.000	1.60	-	Y	-	-	-	57.00%	-	Fxfhfefl	NCZA	-	240	DEAN+240	-	-

Tranche Comments

X: Redemption: 2026-04-20; Registration: 144Q/Eqo D; R Asmx: Redemption: 2026-04-20; Registration: 144Y/Azp J; G: Redemption: 2026-04-20; Registration: 144X/Usq U; W: Redemption: 2026-04-20; Registration: 144U/Wea W; Q: Redemption: 2026-04-20; Registration: 144B/Ukk Y; Q: Redemption: 2026-04-20; Registration: 144U/Cem Q; Qtv: Redemption: 2026-04-20; Registration: 144T/Nkh J;

Deal Comments

Jxm Vhvv Pklpxoa 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2009

Wellington Management Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	TLT	60.000	1.50	-	T	-	-	-	70.00%	-	Sjezveby	HBKL	-	310	KOSO+310	-	-
Cpr	VGV	42.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B Ohvk	VHY	315.000	1.70	-	EEE	-	-	-	11.00%	-	Xvoukqys	JEZL	-	180	EIJX+180	-	-
F	OQK	65.000	8.50	-	FF	-	-	-	75.00%	-	Hdoqpzrl	UEFM	-	245	VQCT+245	-	-
H	TNI	781.000	7.30	-	VVV	-	-	-	61.00%	-	Cwjymuqu	UOSV	-	180	MQBZ+180	-	-
Q	VXR	90.000	4.80	-	ZZZ-	-	-	-	81.43%	-	Qjxotjyr	ZYNY	-	485	JWFM+485	-	-
B	TGU	71.300	79.30	-	JJ-	-	-	-	8.50%	-	Ihujeovq	HHCH	-	800	JIDB+766	-	-

Tranche Comments

H: Redemption: 2025-10-20; Registration: 144Y/Ifz J; B Ohvk: Redemption: 2025-10-20; Registration: 144O/Uvj Z; F: Redemption: 2025-10-20; Registration: 144A/Xih X; I: Redemption: 2025-10-20; Registration: 144K/Nqz B; Q: Redemption: 2025-10-20; Registration: 144E/Mtf A; B: Redemption: 2025-10-20; Registration: 144M/Jso Q; Cpr: Redemption: 2025-10-20; Registration: 144P/Qey I;

Deal Comments

Jgs Duhh Guzfgoy 2.00

Reinvestment Period (YRS)

1.7

Reinvestment Period End Date

Nov 30, 2022

Refinancing

Yes