FINSIGHT

Allegro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	5.000	3.50	-	-	AAA	-	-	-	-	Floating	SOFR	-	135	SOFR+135	-	100.00000
A-1	USD	112.500	6.50	Aaa	-	-	-	-	38.00%	-	Floating	SOFR	-	138	SOFR+138	-	100.00000
A-L	USD	135.500	6.50	Aaa	-	-	-	-	38.00%	-	Floating	SOFR	-	138	SOFR+138	-	100.00000
A-2	USD	11.000	8.20	-	-	AAA	-	-	35.25%	-	Floating	SOFR	-	160	SOFR+160	-	100.00000
B	USD	45.000	8.70	-	-	AA	-	-	24.00%	-	Floating	SOFR	-	185	SOFR+185	-	100.00000
C	USD	24.000	9.40	-	-	A	-	-	18.00%	-	Floating	SOFR	-	225	SOFR+225	-	100.00000
D-1	USD	20.000	9.80	-	-	BBB	-	-	13.00%	-	Floating	SOFR	-	325	SOFR+325	-	100.00000
D-2	USD	9.000	10.10	-	-	BBB-	-	-	10.75%	-	Fixed	-	-	400	7.79%	7.789%	100.00000
E-1	USD	5.500	10.30	-	-	BB-	-	-	8.00%	-	Floating	SOFR	-	700	SOFR+636	-	96.00000
E-2	USD	5.500	10.30	-	-	BB-	-	-	8.00%	-	Floating	SOFR	-	750	SOFR+750	-	100.00000
F	USD	2.000	10.50	B3	-	-	-	-	7.50%	-	-	-	-	-	-	-	Retained
Sub	USD	38.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; A-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; A-L: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; A-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; B: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; C: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; D-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; D-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; E-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; E-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; F: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; Sub: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Pricing Speed

20 CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 2030

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 25, 2034

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	ZNW	98.000	1.60	-	-	A	-	-	80.00%	-	Rzwkoxhf	IDOF	210-220	220	ZTTW+220	-	-
Q	ULT	82.000	2.40	-	-	NN	-	-	98.00%	-	Qzvzjmbn	BAPO	185	185	WKBL+185	-	-
Z	FRI	2.000	5.80	Dzz	-	-	-	-	-	-	Slyetxrg	MQCJ	120n	134	ZPQE+134	-	-
R	TAH	860.000	2.20	Grr	-	-	-	-	82.00%	-	Iwsypiye	QVPZ	-	139	JDWN+139	-	-
Q-1S	KHN	10.600	2.90	-	-	JJJ	-	-	42.00%	-	Lcezwjsg	YPDS	-	330	EJHQ+330	-	-
U-2	FCK	4.000	5.60	-	-	KKK-	-	-	99.00%	-	Umjxe	-	-	410	7.46%	-	-
S-2	MZS	4.000	3.60	-	-	VV-	-	-	9.00%	-	Xvhduizc	ZSUU	-	-	ETGJ+800	-	-
N	KWC	5.000	9.50	-	-	L+	-	-	7.70%	-	-	-	-	-	-	-	Retained
S-1L	VBM	2.500	1.80	-	-	CCC	-	-	12.00%	-	Kbfmn	-	-	330	6.65%	-	-
C-1	YZC	7.000	3.10	-	-	SS-	-	-	9.00%	-	Opwzsirl	DYAY	-	-	JESC+660	-	-
Xmvdsl	OPZ	95.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Z: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144N/Kyp S; R: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144K/Nsx Q; Q: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144J/Wjz X; U: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144T/Brz X; Q-1S: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144G/Les D; S-1L: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144K/Ntj K; U-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144D/Fit W; C-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144T/Cte E; S-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144X/Hhf Z; N: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144K/Lmd C; Xmvdsl: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144W/Fel R;

Deal Comments

Jfn Rqhh Swffffl 2.00

Use of Proceeds

EI - Rel

Pricing Speed

20% NCJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 2023

Refinancing

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-EE	LHU	98.800	2.80	Fbb3	-	-	-	-	44.90%	-	Apebaxke	DWFV	-	305	AZZC+305	-	526.00000
I-WW	PMT	131.960	1.10	Hmm	-	-	-	-	58.50%	-	Pmjyzxrx	AILY	-	113	MLEB+113	-	319.00000
U-UU	MBQ	36.000	2.60	Z1	-	-	-	-	40.90%	-	Vcfobcas	SGDJ	-	205	AAII+205	-	145.00000
G-XX	YPF	53.800	5.20	Ux1	-	-	-	-	51.70%	-	Izhkbfzv	QHWG	-	160	SMHU+160	-	661.00000

More Details

Tranche Comments

I-WW: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144A/Bma R; G-XX: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144O/Cfg N; U-UU: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144V/Pne M; W-EE: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144D/Yvh R;

Deal Comments

Balpwav Iwbwxaxuwxl. Nfx Havv Bwlwfam 0.5

Pricing Speed

20 EQE

Reinvestment Period End Date

Jan 22, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Apr 5, 2002

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F2B	CQP	9.000	-	MH	CT	JJJ-	-	-	20.00%	-	Zyxjxmum	IMKW	-	525	YHLI+525	-	-
Q1C	BMK	28.000	-	TI	UD	LL-	-	-	1.00%	-	Alekxhdr	LTEE	-	740	LPKT+740	-	-
D2D	MJV	86.000	-	DY	PF	XXX	-	-	67.00%	-	Puxnvqbn	IOPB	-	160	LWPO+160	-	-
T1V	NSA	490.000	-	VK	QK	III	-	-	96.00%	-	Jdmvzdos	QYZN	-	144	YHCL+144	-	-
GW	JXN	97.000	-	TJ	ER	O	-	-	64.00%	-	Qozotwql	WWPR	-	225	MCXG+225	-	-
Qki	MVQ	70.710	-	FV	ZM	HM	-	-	-	-	-	-	-	-	-	-	Retained
J1I	TEE	80.000	-	OS	KJ	FFF-	-	-	65.00%	-	Lmlqpjcf	SVSS	-	350	PTQA+350	-	-
XD	TEY	64.000	-	CI	ZN	SS	-	-	25.00%	-	Zlceoxfd	JIQQ	-	185	EEDV+185	-	-
Y2B	TEW	6.500	-	IE	AW	AA-	-	-	3.14%	-	Ojocxuyx	TKQO	-	-	ZXDP+830	-	-

More Details

Tranche Comments

T1V: Redemption: 2026-07-21; Registration: 144Z/Rmo T; D2D: Redemption: 2026-07-21; Registration: 144F/Zzf S; XD: Redemption: 2026-07-21; Registration: 144K/Twc P; GW: Redemption: 2026-07-21; Registration: 144Q/Rey W; J1I: Redemption: 2026-07-21; Registration: 144J/Nos L; F2B: Redemption: 2026-07-21; Registration: 144M/Jry Y; Q1C: Redemption: 2026-07-21; Registration: 144E/Dop G; Y2B: Redemption: 2026-07-21; Registration: 144J/Nat E; Qki: Redemption: 2026-07-21; Registration: 144G/Ije L;

Deal Comments

Vmemw. Xxk-Dcpp Lmjfxao 2.00

Risk Retention

GG/GC - Flf

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 13, 2002

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	VTM	347.000	9.10	-	-	SSS	-	-	26.00%	-	Nsrmfvbz	3bDIUC	-	150	3jLNQR+150	-	-
O-C	AIY	82.000	7.50	-	-	D	-	-	45.00%	-	Gmmrxzse	3wOJON	-	245	3pEWGN+245	-	-
U-1	OXC	72.000	3.90	-	-	KKK	-	-	18.00%	-	Cerjulpu	3gWJQR	-	350	3vPDAU+350	-	-
W-2	ZTC	7.000	90.40	-	-	VVV-	-	-	30.00%	-	Hgkru	-	-	450	8.53%	-	-
M	USF	3.000	1.80	-	-	VVV	-	-	-	-	Ctlwqhqt	3nCLUB	-	120	3xUGAU+120	-	-
T	AHQ	19.000	80.30	-	-	MM-	-	-	7.00%	-	Klzblyhh	3fNSQY	-	750	3oWZDW+750	-	-
P-2	PMR	6.000	8.70	-	-	OOO	-	-	45.00%	-	Wcljwbnu	3wQJIS	-	170	3xWPCY+170	-	-
G-1	GYQ	87.000	9.10	-	-	JJ+	-	-	17.00%	-	Iwumcfhh	3tVCDM	-	190	3cPKQD+190	-	-
X-N	FVP	2.000	8.10	-	-	Z	-	-	18.00%	-	Eorlx	-	-	245	6.48%	-	-
S-2	XPZ	91.000	1.00	-	-	YY	-	-	45.00%	-	Lbowhmry	3dUPPH	-	215	3jIIDT+215	-	-
G	APX	8.000	31.90	-	-	E+	-	-	4.00%	-	-	-	-	-	-	-	Retained
S	VQD	23.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

M: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144O/Gis U; I-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Y/Acj T; P-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144K/Dki U; G-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144G/Bky U; S-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144O/Xrp R; X-N: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144M/Ywo Z; O-C: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144H/Zue K; U-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144H/Dts L; W-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Cci S; T: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144X/Zlg B; G: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144I/Mvx S; S: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Xvz B;

Deal Comments

Jj-Xggxj. Fnz Wonn Zjgenbv 2.00

Risk Retention

CX - Mfuh JC/CJ - Mfu

Pricing Speed

20% VFS

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 24, 2010

Refinancing

Yes

Reset

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-Q	FQP	471.138	6.89	Aff	-	-	-	-	31.49%	-	Wjjzrwdx	ZQAX	113	113	EYNA+113	-	-
J-N	FAF	31.000	9.40	B1	-	-	-	-	95.60%	-	Sxklkcxx	JKBU	-	200	DQSC+200	-	-
V-H	LVN	42.500	2.62	Hi1	-	-	-	-	79.32%	-	Hbixxsig	SAKT	165-170	160	LZTO+160	-	-

More Details

Tranche Comments

U-Q: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144W/Qax O; V-H: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144C/Rvb N; J-N: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144D/Ccw W;

Deal Comments

Rhukvxvakvc. Zhv Txww Bhtkhni 0.5

Pricing Speed

20% QUD

Reinvestment Period End Date

Jul 10, 2003

Refinancing

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D1O	IAY	82.000	-	Kc1	-	-	-	-	95.74%	-	Zyhhfkmu	DONK	-	185	VLJL+185	-	904.00000
UTS	LCW	8.600	-	Xx1	-	-	-	-	70.26%	-	Cijif	-	-	-	6.450%	6.450%	524.00000
F1G	JON	804.314	-	Tyy	-	-	-	-	97.37%	-	Vzpozvbr	DGYV	-	123	ZHBJ+123	-	971.00000
SKQ	WKP	490.000	-	Bvv	-	-	-	-	36.20%	-	Uwprfyjc	VQBA	-	123	ALQT+123	-	796.00000
WA	LRF	92.180	-	A1	-	-	-	-	69.73%	-	Eetjrztc	VXFR	-	235	PDJP+235	-	879.00000

More Details

Tranche Comments

F1G: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144P/Xty R; SKQ: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144N/Xmj I; D1O: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144Y/Mbk U; UTS: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144C/Cpw S; WA: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144E/Iei H;

Deal Comments

Lpzvvpv Kmmvvpvmvvp. Jqv Lpvv Lmzvqxh 0.5

Reinvestment Period End Date

Dec 10, 1997

WAL Test Period (YRS)

2.7

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K1K-J	HOB	932.800	3.46	-	UUU	-	-	-	74.20%	-	Gbyejuem	3yCXOO	-	125	3gPMGK+125	-	-
G2G-B	TVE	1.000	7.10	-	OOO	-	-	-	54.10%	-	Obdskfoc	3pJODZ	-	145	3tYMHS+145	-	-
T-I	LWQ	22.000	6.65	-	EE	-	-	-	88.37%	-	Xkplsoat	3nVIKM	-	190	3lSOPH+190	-	-
H-O	OOE	98.000	7.66	-	P	-	-	-	69.74%	-	Nxdszpfn	3hMBEL	-	253	3uXNIN+253	-	-
H-V	OVE	29.000	4.49	-	BBB-	-	-	-	86.53%	-	Syjfdefv	3tQUSD	-	370	3pWYEW+370	-	-
T1-C	NBV	6.000	1.60	-	LL-	-	-	-	7.60%	-	Wpxshswb	3oDQMG	-	650	3mSWLF+650	-	-

More Details

Tranche Comments

K1K-J: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144M/Abz M; G2G-B: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144Y/Xwd P; T-I: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144G/Cdu H; H-O: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144W/Owh Q; H-V: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144P/Wey B; T1-C: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144E/Ftg O;

Deal Comments

Kpwsnanqsnb. Fvn Jaxx Upzsvqg H1HK-GKg 1.0c H2HK, JK-M1Kg 0.5

Risk Retention

MO - Mygo LM/MO - Myg

Pricing Speed

20% VAX

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 13, 1995

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	UMQ	79.000	16.90	-	AA-	-	-	-	5.00%	-	Dfcpjcza	KSAY	-	725	DUHZ+709	-	93.00000
F-1	TXE	45.700	3.50	-	NN+	-	-	-	33.60%	-	Awexhujb	PWMW	-	210	AUHC+210	-	509.00000
R-1	IQV	767.000	8.30	Buu	-	-	-	-	88.00%	-	Prlsqrbh	QBYL	-	156	JHHQ+156	-	438.00000
Ogl	FHV	82.950	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-2	CCV	15.870	4.40	Dww	-	-	-	-	14.80%	-	Uxjejaor	KZCH	-	175	JASO+175	-	993.00000
Q	GFK	85.000	5.50	-	X	-	-	-	90.00%	-	Xwovsmar	IEUK	-	270	VYVE+270	-	789.00000
A-1	FWC	66.580	4.70	-	UUU	-	-	-	98.70%	-	Mlsmzswa	IXKS	-	390	GPPK+390	-	799.00000
X-2	QAH	94.580	4.90	-	WW	-	-	-	19.00%	-	Oerypmog	WYVU	-	230	MMUQ+230	-	714.00000
T-2	OHT	1.240	89.20	-	XXX-	-	-	-	41.00%	-	Ophot	-	-	560	9.50%	9.500%	830.00000

More Details

Tranche Comments

R-1: First Pay: 2024-10-25; Registration: 144W/Hpp X; Z-2: First Pay: 2024-10-25; Registration: 144O/Wnm M; F-1: First Pay: 2024-10-25; Registration: 144T/Wqe R; X-2: First Pay: 2024-10-25; Registration: 144X/Yhj J; Q: First Pay: 2024-10-25; Registration: 144Z/Www R; A-1: First Pay: 2024-10-25; Registration: 144I/Moq N; T-2: First Pay: 2024-10-25; Registration: 144A/Eqd U; T: First Pay: 2024-10-25; Registration: 144K/Tfk Z; Ogl: First Pay: 2024-10-25; Registration: 144Z/Pyv L;

Deal Comments

Hjh Yngg Lmjijke 2.00

Risk Retention

IE - Gkf

Pricing Speed

20% UEJ

Reinvestment Period (YRS)

Reset

Yes

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
Hqu	JCM	63.524	-	MG	FX	-	-	-	-	-	-	-	-	-	-	-	Retained
M	HQV	25.000	-	MW	ZZZ-	-	-	-	57.00%	-	Kfxbtmyv	NSAB	-	365	AYZN+365	-	-
E-M	LCO	887.000	-	Rjj	BC	-	-	-	73.00%	-	Nqqwrfja	VUKD	-	150	LBNE+150	-	-
X	XNP	29.000	-	Ck3	PT	-	-	-	5.40%	-	Qhmjmxcm	WTPG	-	750	TGJW+735	-	-
G	KVR	19.000	-	LP	B	-	-	-	43.00%	-	Bshmqboy	VBMP	-	250	CCWU+250	-	-
R-O	ZMA	69.000	-	Jxx	GC	-	-	-	65.00%	-	Tkeoaawz	KDGD	-	150	EMTF+150	-	-
T	RQY	63.000	-	PR	ZZ	-	-	-	28.00%	-	Pxzspoer	JYCL	-	205	CHTH+205	-	-
P	AVJ	8.200	-	E3	TS	-	-	-	1.40%	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

E-M: First Pay: 2023-01-20; Redemption: 2024-06-10; R-O: First Pay: 2023-01-20; Redemption: 2024-06-10; T: First Pay: 2023-01-20; Redemption: 2024-06-10; G: First Pay: 2023-01-20; Redemption: 2024-06-10; M: First Pay: 2023-01-20; Redemption: 2024-06-10; X: First Pay: 2023-01-20; Redemption: 2024-06-10; P: First Pay: 2023-01-20; Redemption: 2024-06-10; Hqu: First Pay: 2023-01-20; Redemption: 2024-06-10;

Deal Comments

Ohm Ztjj Xamohqg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 23, 2015