FINSIGHT

Allegro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-2	AFB	9.000	39.50	-	-	QQQ-	-	-	95.93%	-	Vbvbi	-	-	400	7.79%	7.789%	540.00000
N-1	VBR	4.500	55.70	-	-	KK-	-	-	7.00%	-	Nsuejizw	JLAA	-	700	WLPF+636	-	93.00000
Y	BWH	74.000	4.40	-	-	NN	-	-	43.00%	-	Uszvtrvd	GBOE	-	185	CVZB+185	-	618.00000
G-2	RQL	8.800	88.40	-	-	OO-	-	-	4.00%	-	Wdwhrvcl	AAIC	-	750	HSCL+750	-	653.00000
V	ZJY	6.000	2.10	-	-	SSS	-	-	-	-	Xswhzoba	ASXO	-	135	MXWH+135	-	329.00000
W-2	JBM	18.000	7.10	-	-	MMM	-	-	46.54%	-	Rukyalrj	BKQO	-	160	WQWB+160	-	425.00000
D	WQF	67.000	4.10	-	-	G	-	-	28.00%	-	Vorocyub	HCQK	-	225	YYDD+225	-	272.00000
A-1	BYL	773.600	3.10	Fll	-	-	-	-	77.00%	-	Ryzbxvwc	SHBM	-	138	QSAX+138	-	159.00000
W-1	VGF	40.000	6.30	-	-	AAA	-	-	46.00%	-	Buavjila	JGMG	-	325	EMTX+325	-	109.00000
A-W	TGZ	465.700	9.90	Uuu	-	-	-	-	61.00%	-	Hpwywupc	OYON	-	138	JPKZ+138	-	272.00000
G	TTT	4.000	52.70	K3	-	-	-	-	9.70%	-	-	-	-	-	-	-	Retained
Pce	JNR	90.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Bll U; A-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Z/Kfh H; A-W: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144X/Zoc E; W-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144M/Uou Q; Y: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Z/Yof Q; D: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Fmd A; W-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144V/Jdq A; O-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144F/Jsh T; N-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144W/Bii E; G-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144D/Pau E; G: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Z/Zbn G; Pce: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144C/Xsy C;

Deal Comments

Oxt Msyy Vtpnxkj 2.00

Pricing Speed

20 DNH

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 23, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Feb 12, 2005

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1M	UUP	53.900	7.20	-	-	YYY	-	-	46.00%	-	Zzfurlti	GZTA	-	330	XKAO+330	-	-
J-1	IJX	8.000	7.10	-	-	GG-	-	-	6.00%	-	Myldvqha	EMWD	-	-	WIFQ+660	-	-
P-2	QPA	1.000	6.60	-	-	UU-	-	-	4.00%	-	Dhdpddqm	VGSQ	-	-	CCYW+800	-	-
F-2	OUQ	3.000	6.80	-	-	YYY-	-	-	69.00%	-	Hoixo	-	-	410	7.46%	-	-
E	KUL	1.000	9.70	-	-	Y+	-	-	7.60%	-	-	-	-	-	-	-	Retained
N	OZO	3.000	6.60	Ggg	-	-	-	-	-	-	Asfhkddl	PWQH	120q	134	IEKT+134	-	-
U-1A	MSJ	9.800	7.30	-	-	AAA	-	-	41.00%	-	Hcafb	-	-	330	6.65%	-	-
F	OWK	86.000	1.80	-	-	DD	-	-	87.00%	-	Icbbzhjo	JIKW	185	185	GTSA+185	-	-
J	EAI	458.000	3.20	Exx	-	-	-	-	93.00%	-	Nbyuqkiv	WWMH	-	139	GPVJ+139	-	-
L	RWX	69.000	7.60	-	-	F	-	-	38.00%	-	Bkvicoci	EZWR	210-220	220	XGDG+220	-	-
Tnuoig	HOB	54.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144B/Fdv J; J: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144N/Ajc A; F: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144L/Wuq C; L: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144J/Avb K; Z-1M: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144W/Axz J; U-1A: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144W/Toy N; F-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144C/Cxx G; J-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144H/And L; P-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144U/Xmj S; E: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144U/Ibl M; Tnuoig: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144O/Auc O;

Deal Comments

Xgh Iqqq Fzvggnd 2.00

Use of Proceeds

CX - Llb

Pricing Speed

20% UPW

Reinvestment Period (YRS)

Reinvestment Period End Date

May 31, 2002

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-FF	LCD	28.100	2.40	Ye1	-	-	-	-	44.50%	-	Kmyjlbtr	KGUM	-	160	TBJX+160	-	939.00000
F-OO	YZC	18.000	5.10	D1	-	-	-	-	72.50%	-	Aelaxvkm	XMBW	-	205	QGIQ+205	-	839.00000
J-YY	JTE	29.800	4.10	Iaa3	-	-	-	-	43.70%	-	Uhhlqehx	ZPED	-	305	ZPFP+305	-	317.00000
I-WW	TWA	293.440	7.20	Rqq	-	-	-	-	10.60%	-	Ymxyfeyi	XPKK	-	113	UEMH+113	-	274.00000

Tranche Comments

I-WW: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144F/Ppf X; I-FF: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144M/Vyu B; F-OO: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144K/Jsv K; J-YY: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144Z/Ukd M;

Deal Comments

Gybmpyy Imwpiyijpin. Efi Xyyy Gmbpftk 0.5

Pricing Speed

20 CII

Reinvestment Period End Date

Aug 30, 2001

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 27, 1997

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E2L	CRK	67.000	-	DA	WO	CCC	-	-	70.00%	-	Gmpqudfh	HXYF	-	160	GVPM+160	-	-
BT	LHH	45.000	-	IH	XN	KK	-	-	73.00%	-	Yssetplt	PNLC	-	185	KZFM+185	-	-
I2Y	JNJ	6.000	-	OY	CG	DDD-	-	-	95.00%	-	Hcfaepzm	MYUL	-	525	CANO+525	-	-
V1Z	XVH	77.000	-	JU	KA	AAA-	-	-	89.00%	-	Sobfxaoy	YCQU	-	350	WCAI+350	-	-
G1A	HMP	37.000	-	NV	XX	EE-	-	-	5.00%	-	Gwqdjziz	USVX	-	740	ZCEO+740	-	-
Sel	LEK	45.150	-	YC	LC	YS	-	-	-	-	-	-	-	-	-	-	Retained
B2R	XSZ	3.500	-	VA	TT	VV-	-	-	6.64%	-	Xidqiuyi	YWHF	-	-	YPNW+830	-	-
H1X	AMK	232.000	-	ZG	DN	XXX	-	-	71.00%	-	Ahyzmydm	DZJE	-	144	WMCH+144	-	-
LA	LJM	72.000	-	KN	DS	F	-	-	74.00%	-	Scexahcy	DIBJ	-	225	UQUJ+225	-	-

Tranche Comments

H1X: Redemption: 2026-07-21; Registration: 144B/Qqn H; E2L: Redemption: 2026-07-21; Registration: 144T/Xty V; BT: Redemption: 2026-07-21; Registration: 144G/Yav L; LA: Redemption: 2026-07-21; Registration: 144B/Ovz A; V1Z: Redemption: 2026-07-21; Registration: 144J/Hhz A; I2Y: Redemption: 2026-07-21; Registration: 144F/Pzf Y; G1A: Redemption: 2026-07-21; Registration: 144P/Nno V; B2R: Redemption: 2026-07-21; Registration: 144P/Exw U; Sel: Redemption: 2026-07-21; Registration: 144F/Ubu H;

Deal Comments

Mezen. Ext-Gnjj Wevoxip 2.00

Risk Retention

EF/FG - Jcs

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 18, 2019

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	XRB	2.000	66.70	-	-	QQQ-	-	-	60.00%	-	Ollyz	-	-	450	8.53%	-	-
Q	MEL	89.000	80.70	-	-	PP-	-	-	2.00%	-	Xkbwpueb	3mHZQV	-	750	3iAQQG+750	-	-
F-1	GPS	50.000	5.70	-	-	CC+	-	-	24.00%	-	Mpkukkoa	3bNIOI	-	190	3pLZJI+190	-	-
S	TJA	5.000	6.30	-	-	NNN	-	-	-	-	Fvdasfrl	3lIDKK	-	120	3wNTXY+120	-	-
P-2	UIV	27.000	5.00	-	-	ZZ	-	-	35.00%	-	Dlkwrxwg	3fGVHO	-	215	3xEDWK+215	-	-
Q-2	QKX	2.000	3.60	-	-	OOO	-	-	67.00%	-	Ljvclqxr	3jLWJY	-	170	3pWTMF+170	-	-
F-1	LQY	984.000	1.60	-	-	OOO	-	-	87.00%	-	Wwxasqlh	3iJDCJ	-	150	3eLGDP+150	-	-
P-O	VMU	9.000	9.10	-	-	H	-	-	66.00%	-	Ffwtm	-	-	245	6.48%	-	-
B-Y	KCB	98.000	3.40	-	-	J	-	-	63.00%	-	Ozppoweq	3tZNLU	-	245	3qEQYC+245	-	-
S-1	UAG	19.000	5.20	-	-	WWW	-	-	41.00%	-	Ayoezqnd	3aXVYI	-	350	3xIAKY+350	-	-
D	XFU	5.000	26.50	-	-	G+	-	-	8.00%	-	-	-	-	-	-	-	Retained
A	MEA	58.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Wqd D; F-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144D/Ljc Y; Q-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144U/Iwb Q; F-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144T/Wqo Q; P-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144N/Mow H; P-O: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144H/Yvs U; B-Y: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144M/Miu W; S-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Gtp S; D-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144G/Qdh C; Q: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144G/Iwe U; D: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144A/Xpm G; A: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144N/Gvh J;

Deal Comments

Je-Tyyje. Ojv Ckcc Mefsjgw 2.00

Risk Retention

WS - Tifj DW/WX - Tif

Pricing Speed

20% VUE

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2020

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-C	LTK	16.400	1.65	Fo1	-	-	-	-	57.39%	-	Wevlkbql	HWPR	165-170	160	GSVX+160	-	-
U-T	QMY	531.775	7.74	Ipp	-	-	-	-	26.78%	-	Tdhllwnp	WWME	113	113	VJHF+113	-	-
S-Z	YZT	62.000	8.10	M1	-	-	-	-	83.30%	-	Cuqvjbsi	ZHKF	-	200	UKWF+200	-	-

Tranche Comments

U-T: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144Q/Bth T; B-C: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144I/Nmi L; S-Z: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144J/Xus D;

Deal Comments

Fmuyfafnyff. Enf Cahh Cmcynul 0.5

Pricing Speed

20% EPS

Reinvestment Period End Date

Dec 20, 1993

Refinancing

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
GIC	VLI	732.000	-	Mww	-	-	-	-	52.60%	-	Mkzmlvug	CQLT	-	123	UXIY+123	-	787.00000
Y1L	POM	96.000	-	Yk1	-	-	-	-	64.13%	-	Ypwbfhve	CJAV	-	185	UHEF+185	-	670.00000
KG	TXO	48.200	-	B1	-	-	-	-	70.40%	-	Uflxkftt	BOPL	-	235	DSDR+235	-	964.00000
F1O	PLB	967.653	-	Sii	-	-	-	-	68.20%	-	Zsdxmzht	PCVN	-	123	QHKR+123	-	524.00000
QKW	JGC	5.310	-	Jb1	-	-	-	-	46.14%	-	Tminc	-	-	-	6.450%	6.450%	722.00000

Tranche Comments

F1O: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144G/Xyb Q; GIC: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144N/Uxu Z; Y1L: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144T/Hpg Y; QKW: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144K/Tbb B; KG: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144B/Exw J;

Deal Comments

Lrkrprq Wzkpyrycpye. Sny Hrqq Lzkpnia 0.5

Reinvestment Period End Date

May 17, 2018

WAL Test Period (YRS)

2.3

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q1Q-F	TNW	587.900	8.26	-	PPP	-	-	-	89.90%	-	Qdjjhwjl	3nETYX	-	125	3dSUCX+125	-	-
M2M-C	HZM	1.000	8.30	-	GGG	-	-	-	72.92%	-	Gzdudlbi	3bAQLD	-	145	3dSMUE+145	-	-
N-F	RTF	55.000	9.65	-	H	-	-	-	45.72%	-	Djzkperi	3iXQDA	-	253	3vKWVC+253	-	-
K1-V	YVP	1.000	5.58	-	NN-	-	-	-	6.94%	-	Yvrmfaqm	3zNUZC	-	650	3nLIUG+650	-	-
Y-T	FQN	82.000	5.73	-	JJJ-	-	-	-	54.12%	-	Lxhdsawk	3tHPAH	-	370	3hUSOZ+370	-	-
F-A	KGU	56.000	4.65	-	EE	-	-	-	32.78%	-	Qzdotvvx	3oDINY	-	190	3hUUEG+190	-	-

Tranche Comments

Q1Q-F: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144W/Oce Q; M2M-C: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144N/Uju Q; F-A: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144L/Adv I; N-F: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144M/Hef J; Y-T: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144B/Tcd W; K1-V: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144Z/Oma V;

Deal Comments

Vbkqifieqit. Ffi Nfff Ibmqfhu A1AV-TVu 1.0x A2AV, NV-J1Vu 0.5

Risk Retention

BR - Nubf RB/BN - Nub

Pricing Speed

20% LWQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 14, 2005

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	RSJ	3.300	32.80	-	LLL-	-	-	-	62.00%	-	Qlmrv	-	-	560	9.50%	9.500%	281.00000
Wya	WBN	63.720	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	RBH	65.000	9.50	-	W	-	-	-	76.00%	-	Hmdaokpo	CLGA	-	270	DOPX+270	-	448.00000
X-1	UBK	284.000	8.20	Oww	-	-	-	-	67.00%	-	Fheucxqq	YUKM	-	156	XEPL+156	-	768.00000
E-2	FLO	87.250	4.80	Wii	-	-	-	-	86.40%	-	Gmrlezwl	YUOY	-	175	BGGQ+175	-	505.00000
I-1	CWX	21.100	9.90	-	ZZ+	-	-	-	45.50%	-	Aybcmvvy	NCWT	-	210	XMFC+210	-	322.00000
I	NZR	68.000	53.80	-	AA-	-	-	-	3.00%	-	Srsulelf	BKDR	-	725	HLBK+709	-	38.00000
Z-1	ILQ	51.310	5.20	-	DDD	-	-	-	40.30%	-	Zvromufa	HMWD	-	390	KVLX+390	-	587.00000
Z-2	LYH	87.330	1.90	-	JJ	-	-	-	38.00%	-	Vhwscfrv	BVAJ	-	230	NZKG+230	-	655.00000

Tranche Comments

X-1: First Pay: 2024-10-25; Registration: 144T/Bjm A; E-2: First Pay: 2024-10-25; Registration: 144C/Yet J; I-1: First Pay: 2024-10-25; Registration: 144M/Vdx O; Z-2: First Pay: 2024-10-25; Registration: 144L/Mhp K; F: First Pay: 2024-10-25; Registration: 144Y/Ytf C; Z-1: First Pay: 2024-10-25; Registration: 144T/Zod Q; K-2: First Pay: 2024-10-25; Registration: 144J/Koi Y; I: First Pay: 2024-10-25; Registration: 144E/Fxy R; Wya: First Pay: 2024-10-25; Registration: 144G/Dnd P;

Deal Comments

Otv Gwyy Qwwjtti 2.00

Risk Retention

MP - Xcv

Pricing Speed

20% IIZ

Reinvestment Period (YRS)

WAL Test Period (YRS)

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-L	EOB	50.000	-	Jkk	DJ	-	-	-	36.00%	-	Mrpvqxax	MPOC	-	150	XJBS+150	-	-
G	PKL	73.000	-	CV	HHH-	-	-	-	31.00%	-	Ibjeqjdg	IWKK	-	365	QIYN+365	-	-
M	FEX	61.000	-	FW	F	-	-	-	41.00%	-	Czlarrov	SOBD	-	250	SSFL+250	-	-
P	PSL	11.000	-	Tx3	PX	-	-	-	3.60%	-	Ejjhhqeh	TODW	-	750	ADYF+735	-	-
Z	OMZ	1.400	-	E3	BS	-	-	-	8.70%	-	-	-	-	-	-	-	Retained
Ary	BHH	15.311	-	TM	BC	-	-	-	-	-	-	-	-	-	-	-	Retained
W-P	LIC	660.000	-	Pqq	OZ	-	-	-	27.00%	-	Ovsyzkhb	XMTV	-	150	SMLU+150	-	-
O	OPO	93.000	-	IY	HH	-	-	-	51.00%	-	Cdowcckf	CEIY	-	205	NQID+205	-	-

Tranche Comments

W-P: First Pay: 2023-01-20; Redemption: 2024-06-10; U-L: First Pay: 2023-01-20; Redemption: 2024-06-10; O: First Pay: 2023-01-20; Redemption: 2024-06-10; M: First Pay: 2023-01-20; Redemption: 2024-06-10; G: First Pay: 2023-01-20; Redemption: 2024-06-10; P: First Pay: 2023-01-20; Redemption: 2024-06-10; Z: First Pay: 2023-01-20; Redemption: 2024-06-10; Ary: First Pay: 2023-01-20; Redemption: 2024-06-10;

Deal Comments

Mks Obnn Ocqbkjf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 11, 2006