FINSIGHT

Allegro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	LVY	96.000	3.49	-	GG	-	-	-	36.00%	-	Lesqqpim	TSQO	-	165	QELF+165	-	-
Q-1	WUZ	54.000	7.22	-	UUU	-	-	-	70.10%	-	Qcxwukyr	NHQS	-	295	JJEA+295	-	-
A	IXD	51.000	63.63	-	SS-	-	-	-	5.00%	-	Skqojejb	CMTU	-	550	WLOG+550	-	-
F-2	VHB	2.000	73.00	-	YYY-	-	-	-	42.00%	-	Ykhojoxh	LUZR	-	405	LYTV+405	-	-
N	XBX	79.000	8.27	-	U	-	-	-	43.00%	-	Vjsirfik	SUMG	-	195	WOFW+195	-	-
C	JWQ	824.000	7.51	-	SSS	-	-	-	46.00%	-	Gdupdjka	DIBC	-	118	GSYI+118	-	-
Arp	TOA	79.190	-	-	IM	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144H/Ypi V; T: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144U/Wce C; N: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144B/Alq S; Q-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144I/Qpl Y; F-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144X/Euu G; A: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144Q/Rdb S; Arp: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144D/Mpq O;

Deal Comments

Vyn-Upxx Xvtayvw 2.00

Risk Retention

SZ - Oda

Pricing Speed

20% DKD

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 18, 2010

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1O-Q	CNM	81.500	5.10	Dcc	-	-	-	-	22.00%	-	Zfrwfoeb	3nKPOD	-	118	3jAWHI+118	-	-
W-2-J	ATC	17.000	3.30	-	-	EEE	-	-	42.00%	-	Ncvwwbbs	3lQABE	-	140	3hGGMX+140	-	-
Z-2-J	JUC	9.000	8.70	-	-	V	-	-	77.00%	-	Xdxufatt	3gSHVE	-	250	3zDNGL+250	-	-
W-1-Y	OCK	463.500	8.20	Mgg	-	-	-	-	44.00%	-	Vddmlvpd	3rNIXR	-	118	3jHJYV+118	-	-
M-P	WAP	87.000	6.90	-	-	EE+	-	-	85.00%	-	Dkrsehvn	3yYHLE	-	162	3aEXHD+162	-	-
R	KMT	2.000	2.00	Igg	-	-	-	-	-	-	Yclqhuzj	3uKXSM	-	95	3iZOYM+95	-	-
L-1G-Z	THU	5.000	5.10	-	-	TTT	-	-	31.00%	-	Bcmsyvrs	3qZPWQ	-	710	3eHTBQ+710	-	-
D-1-V	YHG	34.000	6.50	-	-	C+	-	-	96.00%	-	Bfbzspmc	3sUJDM	-	180	3zUMLU+180	-	-
S-2-J	JNN	8.000	57.60	-	-	RRR-	-	-	47.50%	-	Evjojfes	3hXSMP	-	400	3pKOCV+400	-	-
K-1F-W	PXZ	31.000	7.40	-	-	JJJ	-	-	70.00%	-	Gxqumalr	3bNXFB	-	300	3xVJCL+300	-	-
Xxj	MXN	72.896	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-V	QYK	6.000	97.50	J3	-	-	-	-	9.30%	-	Dpqvbmej	3sMKKH	-	800	3hKYQP+800	-	-
G-O	LCI	30.000	38.90	-	-	VV+	-	-	8.00%	-	Xpeuxwte	3dHOIK	-	550	3lABXE+550	-	-

Tranche Comments

R: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144F/Tlm G; W-1-Y: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144O/Jfe I; I-1O-Q: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Yzw Q; W-2-J: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144D/Voz P; M-P: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Ost W; D-1-V: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Z/Cll A; Z-2-J: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Lrg W; K-1F-W: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Z/Cib I; L-1G-Z: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144T/Upi E; S-2-J: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Ehl C; G-O: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Hnr X; C-V: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Q/Epw I; Xxj: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144F/Usz I;

Deal Comments

Lptpb. Stw Hpgg Gpcftdi 2.00

Risk Retention

JS/SO - Bs

Pricing Speed

20% END

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 2004

Reset

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	JAE	53.000	1.90	-	-	ZZZ	-	-	22.00%	-	Qbcyjocm	ECKP	-	325	BZQW+325	-	626.00000
H-2	VQO	35.000	6.50	-	-	QQQ	-	-	99.38%	-	Kpkquezi	QZZT	-	160	TBYE+160	-	843.00000
R	MOJ	94.000	1.30	-	-	TT	-	-	69.00%	-	Defcvzbe	UJWT	-	185	HOUC+185	-	485.00000
U-2	CMP	4.000	39.50	-	-	XXX-	-	-	65.15%	-	Drgpw	-	-	400	7.79%	7.789%	801.00000
K-1	MZS	294.300	8.90	Yuu	-	-	-	-	89.00%	-	Nrmhdxeo	IPSF	-	138	HSTB+138	-	782.00000
M-M	ZCZ	289.800	3.20	Bee	-	-	-	-	58.00%	-	Ozpxdfuo	DMYQ	-	138	XDFM+138	-	248.00000
P-1	JRY	6.100	35.20	-	-	AA-	-	-	3.00%	-	Oucmmjqj	ZSXV	-	700	BESJ+636	-	23.00000
N	CAU	7.000	5.60	-	-	AAA	-	-	-	-	Oqdofocl	DKLY	-	135	IQWR+135	-	990.00000
D	IGH	87.000	4.80	-	-	H	-	-	54.00%	-	Fdrhsyle	ZCTF	-	225	GPCM+225	-	526.00000
O-2	HPC	7.400	25.90	-	-	BB-	-	-	5.00%	-	Buueqqfa	MVXV	-	750	ATCK+750	-	596.00000
O	OTA	7.000	30.20	T3	-	-	-	-	6.90%	-	-	-	-	-	-	-	Retained
Fvc	KJQ	62.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144M/Aqa L; K-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144I/Hzv M; M-M: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144K/Gqa B; H-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144V/Nfz K; R: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144T/Kdt Y; D: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144F/Rij I; A-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144H/Lms J; U-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144B/Aqs I; P-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Y/Nzw V; O-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Ddr P; O: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144U/Kmk I; Fvc: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144B/Raw R;

Deal Comments

Qug Vhnn Ekhauso 2.00

Pricing Speed

20 GJX

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Jun 4, 2007

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	TFD	8.000	8.70	Vpp	-	-	-	-	-	-	Eypdqllh	IZDT	120d	134	IGAP+134	-	-
A	BZM	16.000	4.20	-	-	KK	-	-	15.00%	-	Jllyxwvv	NSPC	185	185	NKOL+185	-	-
Y-2	HHX	5.000	6.10	-	-	EEE-	-	-	82.00%	-	Hhxbj	-	-	410	7.46%	-	-
S-1J	AFU	42.200	7.80	-	-	NNN	-	-	33.00%	-	Irvdpddx	KQKT	-	330	THKQ+330	-	-
A	NJW	6.000	7.10	-	-	O+	-	-	8.90%	-	-	-	-	-	-	-	Retained
Y	LIU	98.000	9.70	-	-	L	-	-	15.00%	-	Wkoxsjfz	HVQZ	210-220	220	XJNF+220	-	-
P-1L	GSC	4.700	8.40	-	-	KKK	-	-	85.00%	-	Nczxk	-	-	330	6.65%	-	-
K-1	NBH	2.000	3.50	-	-	KK-	-	-	7.00%	-	Kmhloepq	JCEJ	-	-	EBNW+660	-	-
A-2	FMM	7.000	1.30	-	-	VV-	-	-	9.00%	-	Fjbokdrw	CYMG	-	-	STAX+800	-	-
I	YSX	469.000	3.40	Sxx	-	-	-	-	82.00%	-	Mdqcarsj	UKSY	-	139	VMIQ+139	-	-
Wzhchq	MUG	83.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144P/Zsw P; I: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144H/Lup K; A: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144P/Mrd F; Y: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144F/Uwq A; S-1J: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144C/Ghu Z; P-1L: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144C/Akj D; Y-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144I/Gcs O; K-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144I/Hub E; A-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Z/Jtr Z; A: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144D/Tra O; Wzhchq: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144G/Owk B;

Deal Comments

Bzs Fpll Nchlzqj 2.00

Use of Proceeds

DH - Nkj

Pricing Speed

20% LFM

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 25, 2017

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-OO	EYY	33.000	1.10	O1	-	-	-	-	15.60%	-	Pquxurwc	KPZZ	-	205	NENO+205	-	246.00000
W-SS	RWW	85.500	6.90	Gk1	-	-	-	-	22.40%	-	Lbzosxmc	IVXB	-	160	VHZZ+160	-	398.00000
E-SS	LBU	744.180	7.30	Hee	-	-	-	-	97.70%	-	Ghrumiul	IZMG	-	113	VMIN+113	-	107.00000
A-OO	NSQ	10.800	1.40	Mee3	-	-	-	-	44.50%	-	Nudhykmy	EPOF	-	305	JADO+305	-	199.00000

Tranche Comments

E-SS: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144V/Aur R; W-SS: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144Z/Jpd Z; B-OO: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144A/Uah M; A-OO: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144W/Yta V;

Deal Comments

Ajxqmju Qhpmnjntmny. Ecn Hjuu Ahxmcer 0.5

Pricing Speed

20 VDT

Reinvestment Period End Date

Jan 15, 1997

WAL Test Period (YRS)

WAL Test Period End Date

Jul 30, 2003

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1M	CSQ	970.000	-	MX	OX	MMM	-	-	46.00%	-	Vmrwcmrq	NNHP	-	144	PCXI+144	-	-
I2A	YMP	9.000	-	QJ	QC	PPP-	-	-	54.00%	-	Lzrmcumi	MZEG	-	525	VUNE+525	-	-
K2L	AXL	8.100	-	UP	AQ	LL-	-	-	5.49%	-	Rwzfxomb	JZKX	-	-	SPTL+830	-	-
U1H	RLH	47.000	-	AR	AM	VVV-	-	-	83.00%	-	Qcspkzqc	XVNV	-	350	IYWJ+350	-	-
V1L	YPY	65.000	-	AA	CY	VV-	-	-	6.00%	-	Kulzjovs	UMID	-	740	UKNG+740	-	-
UU	TKS	96.000	-	ZJ	XI	G	-	-	61.00%	-	Rveprojc	JQAM	-	225	VYCS+225	-	-
Zxy	POF	29.100	-	WL	XQ	FK	-	-	-	-	-	-	-	-	-	-	Retained
K2X	BQP	36.000	-	LS	DY	WWW	-	-	75.00%	-	Xwvpwvyr	IPTA	-	160	KUJN+160	-	-
TA	ZNK	13.000	-	VQ	MH	II	-	-	32.00%	-	Qcvwsyts	TNXX	-	185	ZOFH+185	-	-

Tranche Comments

A1M: Redemption: 2026-07-21; Registration: 144M/Twx J; K2X: Redemption: 2026-07-21; Registration: 144P/Yui T; TA: Redemption: 2026-07-21; Registration: 144M/Gvc Z; UU: Redemption: 2026-07-21; Registration: 144I/Zbv J; U1H: Redemption: 2026-07-21; Registration: 144G/Zkf B; I2A: Redemption: 2026-07-21; Registration: 144C/Vah U; V1L: Redemption: 2026-07-21; Registration: 144G/Exd E; K2L: Redemption: 2026-07-21; Registration: 144H/Qfr X; Zxy: Redemption: 2026-07-21; Registration: 144K/Gsm M;

Deal Comments

Qyhym. Ojg-Goqq Bylxjib 2.00

Risk Retention

HD/DV - Ffv

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 11, 2015

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	ZRZ	9.000	6.60	-	-	ZZZ	-	-	-	-	Nyxpxlmy	3dAVDZ	-	120	3oHYOO+120	-	-
H-1	MAC	788.000	5.50	-	-	JJJ	-	-	30.00%	-	Wqpasybf	3vNXBF	-	150	3fJGEB+150	-	-
M-H	OAB	73.000	8.40	-	-	S	-	-	52.00%	-	Vuebdahb	3sMJHH	-	245	3eUJSW+245	-	-
W-1	LPV	74.000	9.90	-	-	WWW	-	-	49.00%	-	Syvzprwe	3zUBDE	-	350	3bIEWT+350	-	-
D-X	RLT	3.000	8.90	-	-	P	-	-	58.00%	-	Tsfqm	-	-	245	6.48%	-	-
T-2	NMG	1.000	21.90	-	-	NNN-	-	-	16.00%	-	Ckulo	-	-	450	8.53%	-	-
C-2	NJS	6.000	1.10	-	-	DDD	-	-	52.00%	-	Ifkdfcfa	3hTIAP	-	170	3bWACM+170	-	-
X-1	VMQ	60.000	2.20	-	-	BB+	-	-	24.00%	-	Hdqaqjyh	3sLYOH	-	190	3vMQDL+190	-	-
R-2	QFY	76.000	1.00	-	-	QQ	-	-	68.00%	-	Wprojqzm	3yJFYF	-	215	3qSEWT+215	-	-
T	VVZ	91.000	77.30	-	-	II-	-	-	8.00%	-	Gklbueuq	3vDDQI	-	750	3kDMMJ+750	-	-
T	TTV	30.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	ZQW	3.000	30.80	-	-	F+	-	-	4.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

J: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144M/Efm R; H-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144K/Ylq H; C-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144N/Uyw C; X-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144C/Flo Q; R-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144B/Fhd I; D-X: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Hlu D; M-H: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144I/Vij R; W-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Djf D; T-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144W/Pba Q; T: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144G/Yeb O; A: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144K/Gyf W; T: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144E/Bux N;

Deal Comments

Ve-Bbbje. Yvk Somm Wexxvlz 2.00

Risk Retention

AZ - Gtgw BA/AC - Gtg

Pricing Speed

20% GJF

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 12, 2008

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-E	LWL	929.163	6.35	Jvv	-	-	-	-	64.19%	-	Ufhusojs	UGFT	113	113	BNHN+113	-	-
N-G	UTG	40.500	5.27	Kc1	-	-	-	-	89.84%	-	Xskpwjaf	HMKA	165-170	160	HPYV+160	-	-
J-X	CBR	96.000	7.70	Q1	-	-	-	-	93.60%	-	Iezbfywa	CBLW	-	200	CILC+200	-	-

Tranche Comments

T-E: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144M/Jai I; N-G: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144Y/Gxb M; J-X: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144Y/Rzt P;

Deal Comments

Uhtmkjkwmkc. Ork Cjcc Bhnmrru 0.5

Pricing Speed

20% YAA

Reinvestment Period End Date

Jan 10, 2009

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N1E	LIJ	487.622	-	Wkk	-	-	-	-	37.88%	-	Jjwjrhup	PKZD	-	123	WEWK+123	-	736.00000
BHZ	UZC	856.000	-	Dtt	-	-	-	-	61.61%	-	Nzvdkrdf	MNMU	-	123	TEQE+123	-	691.00000
GUZ	XAW	7.860	-	Ez1	-	-	-	-	21.71%	-	Qmona	-	-	-	6.450%	6.450%	369.00000
L1X	AMQ	61.000	-	Bh1	-	-	-	-	95.29%	-	Vmscdxcy	UZYY	-	185	HJNG+185	-	933.00000
NN	AKG	33.497	-	U1	-	-	-	-	86.42%	-	Typfjdra	JBSZ	-	235	BUJN+235	-	185.00000

Tranche Comments

N1E: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144F/Buw C; BHZ: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144N/Wwx G; L1X: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144T/Ioj F; GUZ: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144A/Ndt U; NN: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144T/Rxf S;

Deal Comments

Iymumyr Mzjmhyhbmhg. Eph Jyrr Izmmpxf 0.5

Reinvestment Period End Date

Jul 15, 2003

WAL Test Period (YRS)

4.4

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M2M-N	XWM	1.000	9.40	-	WWW	-	-	-	92.53%	-	Fzefvtkp	3jAPHF	-	145	3gILGJ+145	-	-
I-E	PAR	52.000	6.37	-	SS	-	-	-	53.88%	-	Obeuaaqr	3cKVXD	-	190	3bTJAM+190	-	-
M1M-H	NXT	441.700	9.10	-	FFF	-	-	-	27.70%	-	Cmbuhrvo	3mZWKH	-	125	3wLHOO+125	-	-
U-J	KYV	39.000	8.71	-	W	-	-	-	35.35%	-	Vzljrtqz	3mAMVQ	-	253	3rEESL+253	-	-
L-P	IUX	91.000	1.41	-	CCC-	-	-	-	88.87%	-	Gqocepsf	3gIUDM	-	370	3eSQYD+370	-	-
V1-E	AVM	4.000	5.43	-	KK-	-	-	-	7.66%	-	Gswkvtkc	3lYSIX	-	650	3eYZIE+650	-	-

Tranche Comments

M1M-H: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144I/Zxv H; M2M-N: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144K/Qzc K; I-E: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144I/Gto U; U-J: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144F/Kaj D; L-P: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144N/Inu A; V1-E: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144U/Waj M;

Deal Comments

Lqpxejeuxeu. Ohe Ijkk Nqqxhnd V1VL-ZLd 1.0c V2VL, IL-P1Ld 0.5

Risk Retention

DG - Olot TD/DN - Olo

Pricing Speed

20% FCD

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 29, 2011

Reset

Yes