Wellington Management CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Wellington Management Co

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
A-2	FHJ	8.000	-	-	YYY-	-	-	-	89.80%	-	Xpebybbc	ZUJX	-	375	375	EPMA+375	-	-
R	HEY	40.000	-	-	G	-	-	-	93.00%	-	Dhzuhwhr	LMJZ	-	175	175	HSBU+175	-	-
L	JFP	62.000	-	-	CC	-	-	-	72.00%	-	Bcljfjnw	VDOE	-	148	148	KXJL+148	-	-
L-1	LYQ	48.000	-	-	OOO-	-	-	-	68.00%	-	Cjvddzrb	SKIO	-	255	255	WTQS+255	-	-
CX	XQW	31.000	-	-	YYY	-	-	-	44.58%	-	Hzuebitg	PKBG	-	-	115	LLHF+115	-	-
Y	IMX	98.200	-	-	BB-	-	-	-	7.76%	-	Ymszdqqw	NKNM	-	450	450	EQXM+450	-	-
M	USZ	869.000	-	-	NNN	-	-	-	19.37%	-	Fxubryec	MAMK	-	115	115	YJPT+115	-	-
Twt	END	31.100	-	-	TM	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144H/Tqf N; CX: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144W/Gld A; L: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144P/Xjw W; R: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144P/Fwj F; L-1: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144I/Tcs R; A-2: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144L/Mdz M; Y: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144X/Ccp X; Comments: Zoq-Zjrwql; Twt: First Pay: 2025-10-18; Redemption: 2027-03-20; Registration: 144W/Jpu N;

Deal Comments

Sox Ivxx Cztbowa 2.00

Risk Retention

FC - Jma

Pricing Speed

20 EVM

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 4, 2011