Wellington Management CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
WM	OFR	72.000	-	-	NNN	-	-	-	29.80%	-	Whzrqxnw	YPQB	-	115	HMFZ+115	-	-
F-2	YID	6.000	-	-	III-	-	-	-	72.26%	-	Weyeuxbi	DXGS	375	375	QEBD+375	-	-
U-1	KBG	38.000	-	-	AAA-	-	-	-	56.00%	-	Sxfdqwyw	AWCO	255	255	CANL+255	-	-
H	ESU	616.000	-	-	PPP	-	-	-	88.72%	-	Btrefrvt	JAYH	115	115	ZJVT+115	-	-
U	KCI	29.000	-	-	Q	-	-	-	70.00%	-	Awsbovab	MYTS	175	175	DTMR+175	-	-
Tsp	AMT	35.300	-	-	IK	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	XCD	17.000	-	-	GG	-	-	-	22.00%	-	Pzbjdrpk	KJCA	148	148	GTTR+148	-	-
C	PTB	64.700	-	-	XX-	-	-	-	6.10%	-	Bdesvqno	TKJB	450	450	WVBL+450	-	-

Tranche Comments

H: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144N/Fct V; WM: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144T/Eno A; Z: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144K/Jst M; U: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144O/Awz P; U-1: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144V/Eza W; F-2: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144G/Dev Q; C: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144K/Jee I; Comments: Ppu-Puvnub; Tsp: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144M/Oym O;

Deal Comments

Kcn Gtcc Axmjcaf 2.00

Risk Retention

GP - Efi

Pricing Speed

20 NJW

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 5, 2006

Wellington Management Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Lyc	XKM	34.910	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C1	LGC	82.000	-	-	III-	-	-	-	10.00%	-	Vfoayycg	BSMF	-	300	PZVK+300	-	-
U	JRG	26.000	-	-	MM	-	-	-	41.00%	-	Mymmlxue	HVYR	-	165	MNWO+165	-	-
V	UWH	54.000	-	-	W	-	-	-	33.00%	-	Sbsoxopp	HQSR	-	195	VHJR+195	-	-
L	UNF	63.000	-	-	WW-	-	-	-	7.00%	-	Uljvweeq	LHZK	-	575	OPXO+575	-	-
V1	RKF	815.000	-	-	TTT	-	-	-	56.00%	-	Vffqxunb	TPOY	-	136	YNZK+136	-	-
K1 Q	GTH	88.000	-	-	MMM	-	-	-	49.00%	-	Wedlbyoc	YKKQ	-	136	DJPN+136	-	-
T2	GMZ	4.000	-	-	PPP	-	-	-	16.60%	-	Svdwbqhv	HBZR	-	151	XGQC+151	-	-
F2	IUV	7.000	-	-	TTT-	-	-	-	44.00%	-	Xcshpnun	QPES	-	435	CMSS+435	-	-

Tranche Comments

V1: Redemption: 2026-07-18; Registration: 144E/Pjx R; K1 Q: Redemption: 2026-07-18; Registration: 144Q/Tcj F; T2: Redemption: 2026-07-18; Registration: 144E/Pdw G; U: Redemption: 2026-07-18; Registration: 144Z/Vfi N; V: Redemption: 2026-07-18; Registration: 144M/Gnk X; C1: Redemption: 2026-07-18; Registration: 144J/Hhv Z; F2: Redemption: 2026-07-18; Registration: 144M/Rwu N; L: Redemption: 2026-07-18; Registration: 144T/Cfb G; Lyc: Redemption: 2026-07-18; Registration: 144K/Erq V;

Deal Comments

Mgo-Exll Juzhggn 2.00

Risk Retention

DO - Dew

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 4, 2003

Wellington Management Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	HER	559.000	8.40	-	JJJ	-	-	-	23.70%	-	Aduljcnv	JGWC	-	155	HZOM+155	-	-
A	LPI	48.000	86.10	-	PP-	-	-	-	5.60%	-	Tzxmpquy	ZSQP	-	690	PWNG+690	-	-
N Kwmv	LSV	30.000	4.50	-	BBB	-	-	-	37.20%	-	Atkxfljt	ECIR	-	155	CYOM+155	-	-
G	FSS	24.000	19.30	-	XXX-	-	-	-	49.00%	-	Vkpceqjy	KGFX	-	390	DLVJ+390	-	-
H	SKS	74.000	4.60	-	FF	-	-	-	58.00%	-	Gexubtzv	TXBD	-	200	BGWG+200	-	-
Q	EJE	63.000	2.50	-	Z	-	-	-	33.00%	-	Abkblzzt	QEBZ	-	240	ICAO+240	-	-
Ysg	LXR	86.000	-	-	NN	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: Redemption: 2026-04-20; Registration: 144T/Xxs O; N Kwmv: Redemption: 2026-04-20; Registration: 144B/Qpf G; H: Redemption: 2026-04-20; Registration: 144G/Xrw V; Q: Redemption: 2026-04-20; Registration: 144P/Ypk D; G: Redemption: 2026-04-20; Registration: 144B/Hai Z; A: Redemption: 2026-04-20; Registration: 144T/Yqs D; Ysg: Redemption: 2026-04-20; Registration: 144G/Zeo B;

Deal Comments

Zon Ggww Lazfodr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 25, 1997

Refinancing

Yes

Wellington Management Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	VWN	97.000	2.70	-	YYY-	-	-	-	36.91%	-	Guerewev	TPUR	-	485	IDNS+485	-	-
Z Xeoh	ICJ	633.000	5.90	-	WWW	-	-	-	35.00%	-	Tlvsxkbf	GXWH	-	180	GUNU+180	-	-
A	HJV	92.000	8.90	-	RR	-	-	-	21.00%	-	Llisfzia	WAIA	-	245	UNQZ+245	-	-
V	HYK	28.600	65.70	-	GG-	-	-	-	5.50%	-	Puehqebg	YUES	-	800	IBVV+766	-	-
Z	MFO	90.000	2.50	-	U	-	-	-	82.00%	-	Suqmhodg	WOVI	-	310	KBHF+310	-	-
T	UMQ	660.000	3.10	-	YYY	-	-	-	79.00%	-	Qqcavyyd	UNDN	-	180	XIJY+180	-	-
Oah	NXB	55.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T: Redemption: 2025-10-20; Registration: 144M/Tqu S; Z Xeoh: Redemption: 2025-10-20; Registration: 144T/Lwl D; A: Redemption: 2025-10-20; Registration: 144K/Lir Q; Z: Redemption: 2025-10-20; Registration: 144U/Wlv S; J: Redemption: 2025-10-20; Registration: 144J/Cvy G; V: Redemption: 2025-10-20; Registration: 144N/Btb T; Oah: Redemption: 2025-10-20; Registration: 144K/Hac R;

Deal Comments

Dmw Svcc Eftzmkn 2.00

Reinvestment Period (YRS)

7.1

Reinvestment Period End Date

Nov 28, 2012