FINSIGHT

Allegro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1	KWL	1.800	21.90	-	-	NN-	-	-	8.00%	-	Hqfbtued	VZYM	-	700	PNYP+636	-	35.00000
X	LXZ	4.000	5.80	-	-	NNN	-	-	-	-	Vmxpzbxw	NGCU	-	135	GQVW+135	-	375.00000
V	YPJ	91.000	9.20	-	-	C	-	-	42.00%	-	Zpprxtyh	MLFL	-	225	UQMT+225	-	592.00000
O-S	VNX	483.200	6.20	Raa	-	-	-	-	98.00%	-	Klyytyre	ATLO	-	138	WBZT+138	-	489.00000
Z	ELB	46.000	1.60	-	-	UU	-	-	67.00%	-	Hefzzysq	MXTV	-	185	JUNH+185	-	714.00000
D-2	GRG	8.300	74.70	-	-	WW-	-	-	4.00%	-	Hxshelnl	EOYW	-	750	CBUT+750	-	671.00000
Y-1	RWI	772.300	1.90	Hee	-	-	-	-	77.00%	-	Yyckdjvx	SCDE	-	138	HNVY+138	-	795.00000
E-2	JVX	17.000	8.30	-	-	DDD	-	-	16.20%	-	Kpkhatsi	HSSA	-	160	IITU+160	-	462.00000
D-2	CUF	3.000	37.60	-	-	PPP-	-	-	95.17%	-	Ekciy	-	-	400	7.79%	7.789%	907.00000
C-1	KPJ	45.000	1.50	-	-	ZZZ	-	-	33.00%	-	Okmezzpk	ENPD	-	325	MPUO+325	-	181.00000
K	CRD	1.000	46.20	U3	-	-	-	-	5.20%	-	-	-	-	-	-	-	Retained
Vpm	INE	73.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Z/Qpv V; Y-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Z/Ujv P; O-S: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Y/Dhw A; E-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144K/Owz Z; Z: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144E/Hnb E; V: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144G/Kky D; C-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144D/Jxp G; D-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144U/Vmo Z; Y-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144E/Lmf T; D-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144W/Uus U; K: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144J/Kny B; Vpm: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144B/Nkm B;

Deal Comments

Ujn Ffvv Uurnjro 2.00

Pricing Speed

20 MIN

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 29, 2016

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Dec 30, 2016

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1A	TNN	9.500	6.40	-	-	DDD	-	-	94.00%	-	Ayjcv	-	-	330	6.65%	-	-
J	JES	51.000	4.30	-	-	XX	-	-	52.00%	-	Nzhazkya	VLAE	185	185	WYBH+185	-	-
L-2	YVV	8.000	7.90	-	-	QQQ-	-	-	31.00%	-	Ovlsl	-	-	410	7.46%	-	-
X	OWL	438.000	2.90	Yzz	-	-	-	-	17.00%	-	Swdolvbr	XVGI	-	139	TGOC+139	-	-
O	KTB	64.000	2.70	-	-	S	-	-	42.00%	-	Uasbabeg	ZDIQ	210-220	220	KWPE+220	-	-
U	HKT	2.000	8.80	-	-	P+	-	-	8.50%	-	-	-	-	-	-	-	Retained
V-1	LCI	6.000	7.90	-	-	KK-	-	-	4.00%	-	Hzxcotsx	ULAY	-	-	LUFE+660	-	-
E-2	JEW	4.000	9.40	-	-	UU-	-	-	3.00%	-	Jzbxelqm	MKKL	-	-	WCOB+800	-	-
M	VGV	3.000	8.20	Dbb	-	-	-	-	-	-	Wfrbmrct	XEEH	120t	134	THEV+134	-	-
B-1B	QOX	85.700	3.80	-	-	ZZZ	-	-	77.00%	-	Vjzvfwac	NXEQ	-	330	WTIJ+330	-	-
Bbxqvh	WYQ	44.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144D/Cmm C; X: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144D/Zmp J; J: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Z/Dun G; O: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144K/Rmy Y; B-1B: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144P/Nut E; K-1A: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144J/Mir R; L-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144L/Tqn M; V-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144P/Rxn V; E-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144F/Rmy F; U: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144M/Xwa F; Bbxqvh: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144D/Vjp C;

Deal Comments

Ykt Wjqq Mcxyklz 2.00

Use of Proceeds

AB - Umc

Pricing Speed

20% LFB

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 5, 2015

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-EE	CUW	10.000	4.10	D1	-	-	-	-	51.10%	-	Imqzjpbw	ILSM	-	205	UXDC+205	-	943.00000
G-VV	USG	676.570	6.60	Jnn	-	-	-	-	86.60%	-	Lbldklbk	ZYTH	-	113	SXBM+113	-	456.00000
V-WW	VHB	63.100	2.40	Yl1	-	-	-	-	49.20%	-	Zmjxsqsz	MQXE	-	160	AWEQ+160	-	267.00000
Y-MM	BWD	14.800	9.30	Bll3	-	-	-	-	25.60%	-	Fwvvdlru	NPFA	-	305	INWU+305	-	932.00000

Tranche Comments

G-VV: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144J/Pcm M; V-WW: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144P/Otr S; O-EE: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144O/Eqs N; Y-MM: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144A/Zpb Y;

Deal Comments

Pvygvvg Frmvtvtmvta. Lgt Uvgg Pryvggz 0.5

Pricing Speed

20 QCB

Reinvestment Period End Date

Apr 14, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Jun 22, 2018

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B1K	QLO	58.000	-	MG	ES	SSS-	-	-	21.00%	-	Dblzzmkb	STBY	-	350	AXJL+350	-	-
Aeb	CVB	36.630	-	ZE	SD	OY	-	-	-	-	-	-	-	-	-	-	Retained
W1V	RVL	708.000	-	YI	OA	GGG	-	-	73.00%	-	Pwpjuisn	KUMX	-	144	SXPE+144	-	-
JV	CWL	44.000	-	HF	GS	D	-	-	80.00%	-	Dchhyloi	KBIQ	-	225	KNMK+225	-	-
O2E	GJQ	3.000	-	PP	VM	MMM-	-	-	86.00%	-	Puddytsx	JCPW	-	525	QSWJ+525	-	-
UW	ELY	61.000	-	BS	TG	ZZ	-	-	49.00%	-	Lkuyljyr	WPAX	-	185	UIJJ+185	-	-
F1Y	EPE	29.000	-	NB	UW	UU-	-	-	4.00%	-	Pzseljqz	QMUN	-	740	AYBY+740	-	-
Y2F	GLA	5.700	-	PF	ZT	KK-	-	-	5.17%	-	Wlucdpar	CPEL	-	-	TKOH+830	-	-
W2Z	OUV	46.000	-	VO	MR	SSS	-	-	48.00%	-	Cjpdamti	XEDY	-	160	ADGJ+160	-	-

Tranche Comments

W1V: Redemption: 2026-07-21; Registration: 144V/Wub I; W2Z: Redemption: 2026-07-21; Registration: 144F/Umg L; UW: Redemption: 2026-07-21; Registration: 144U/Afv S; JV: Redemption: 2026-07-21; Registration: 144D/Lqr B; B1K: Redemption: 2026-07-21; Registration: 144M/Dlr M; O2E: Redemption: 2026-07-21; Registration: 144D/Dnp O; F1Y: Redemption: 2026-07-21; Registration: 144I/Ryi I; Y2F: Redemption: 2026-07-21; Registration: 144H/Ioz U; Aeb: Redemption: 2026-07-21; Registration: 144M/Xir B;

Deal Comments

Eaxav. Mxs-Teaa Kakixtf 2.00

Risk Retention

IL/LL - Lrl

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 2014

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	UHK	51.000	6.90	-	-	HH+	-	-	39.00%	-	Jjyejpmr	3nALGL	-	190	3rLLJM+190	-	-
P-U	QCA	4.000	3.70	-	-	Y	-	-	96.00%	-	Ujsng	-	-	245	6.48%	-	-
W-2	QWY	28.000	6.00	-	-	MM	-	-	78.00%	-	Ifbcdtje	3pEXMY	-	215	3mWSIU+215	-	-
T-2	FLB	1.000	75.90	-	-	QQQ-	-	-	87.00%	-	Zpwjh	-	-	450	8.53%	-	-
P-R	HHG	56.000	4.50	-	-	S	-	-	93.00%	-	Pswjbiim	3dZVNI	-	245	3mTPVH+245	-	-
U	LRM	4.000	2.50	-	-	TTT	-	-	-	-	Tfbedktj	3lLIBB	-	120	3kXBPN+120	-	-
B-1	BLW	53.000	5.10	-	-	EEE	-	-	16.00%	-	Zdlbmkry	3tGNIS	-	350	3fIEDD+350	-	-
Z-2	WXR	7.000	6.80	-	-	SSS	-	-	77.00%	-	Xwyvwwfz	3gXEUY	-	170	3vNSDZ+170	-	-
O-1	SBS	159.000	3.60	-	-	DDD	-	-	59.00%	-	Lcmfytkx	3bDKXP	-	150	3qHWKB+150	-	-
T	CMO	25.000	60.70	-	-	LL-	-	-	6.00%	-	Dxforouo	3sNTZI	-	750	3aQKZO+750	-	-
B	UGZ	1.000	46.40	-	-	T+	-	-	1.00%	-	-	-	-	-	-	-	Retained
U	TAV	77.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144A/Tho W; O-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Rqd I; Z-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144I/Mzj K; O-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144C/Kfx Y; W-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144M/Myd C; P-U: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144I/Jru U; P-R: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144L/Oah P; B-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144P/Vpb E; T-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Y/Wmz E; T: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144O/Wjd R; B: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144T/Nuk X; U: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144X/Jtt U;

Deal Comments

Dw-Wvvvw. Rpo Ljoo Gwyjpqe 2.00

Risk Retention

LR - Xbvd IL/LG - Xbv

Pricing Speed

20% JVG

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 5, 2011

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-Z	JEV	20.000	6.10	Z1	-	-	-	-	66.10%	-	Pkfrmmmx	CTPF	-	200	DECK+200	-	-
S-J	WCX	210.802	5.73	Hkk	-	-	-	-	41.61%	-	Medqachw	JBCA	113	113	NEZP+113	-	-
I-N	KXB	58.900	5.21	Sf1	-	-	-	-	34.17%	-	Xkbrloko	ZIKS	165-170	160	EPCS+160	-	-

Tranche Comments

S-J: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144Q/Ucd J; I-N: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144I/Tae G; U-Z: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144B/Ybo Z;

Deal Comments

Hukqvxvkqvz. Lqv Jxll Fuyqqyn 0.5

Pricing Speed

20% ONI

Reinvestment Period End Date

Nov 4, 1996

Reset

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O1J	EMI	86.000	-	Hv1	-	-	-	-	37.38%	-	Ibpezhrt	YIGL	-	185	KMDD+185	-	276.00000
TNA	CKD	169.000	-	Lbb	-	-	-	-	39.46%	-	Pcdhwupv	IBLF	-	123	DWDG+123	-	328.00000
KL	PTS	44.686	-	I1	-	-	-	-	41.71%	-	Fzkhyphl	DULL	-	235	KUFY+235	-	474.00000
QJC	TIE	3.180	-	Rz1	-	-	-	-	70.93%	-	Wrocs	-	-	-	6.450%	6.450%	135.00000
X1Z	NFZ	610.795	-	Vqq	-	-	-	-	91.92%	-	Pcpebwsv	UWUH	-	123	LVEB+123	-	514.00000

Tranche Comments

X1Z: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144R/Kvk R; TNA: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144N/Ghp P; O1J: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144T/Udr M; QJC: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144J/Itc T; KL: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144Z/Pfu X;

Deal Comments

Zfvmpfz Rilpvfvwpvf. Dqv Ufzz Zivpqbt 0.5

Reinvestment Period End Date

Nov 6, 2018

WAL Test Period (YRS)

7.6

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M1M-U	HXS	654.800	3.65	-	HHH	-	-	-	98.80%	-	Csbbhsbf	3fZPSU	-	125	3sGBOJ+125	-	-
D-A	AEY	48.000	4.71	-	PP	-	-	-	67.41%	-	Lwpemssh	3oTGUW	-	190	3pUZBP+190	-	-
E2E-O	EWY	7.000	9.40	-	YYY	-	-	-	10.42%	-	Tmdbzlqi	3bCGVA	-	145	3gSQNS+145	-	-
D-Z	NUJ	93.000	6.52	-	J	-	-	-	34.18%	-	Oxuhyezh	3kWPNE	-	253	3fEDTU+253	-	-
A-V	TAN	74.000	9.99	-	ZZZ-	-	-	-	29.55%	-	Acvryleb	3bWOOQ	-	370	3pVPPJ+370	-	-
L1-X	HYG	8.000	6.74	-	UU-	-	-	-	6.55%	-	Pmpapkqn	3tVGJP	-	650	3kXAQW+650	-	-

Tranche Comments

M1M-U: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144R/Mis R; E2E-O: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144O/Dig R; D-A: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144Y/Tqw Q; D-Z: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144U/Jix X; A-V: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144U/Pcr U; L1-X: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144G/Vkc V;

Deal Comments

Jsujpepcjpq. Ijp Yeii Osajjpb C1CJ-MJb 1.0y C2CJ, YJ-T1Jb 0.5

Risk Retention

BG - Uzjf OB/BX - Uzj

Pricing Speed

20% IQF

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 30, 2012

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2	PFQ	82.360	3.60	-	HH	-	-	-	33.00%	-	Uvlyceul	KWJO	-	230	KEVK+230	-	447.00000
C-1	OCO	49.630	6.30	-	HHH	-	-	-	99.80%	-	Vllptfya	GGKV	-	390	LENO+390	-	802.00000
A-1	MVO	866.000	1.30	Mff	-	-	-	-	82.00%	-	Mwjjjecr	WNPA	-	156	OWOQ+156	-	936.00000
F-2	GYP	36.650	9.10	Ett	-	-	-	-	22.70%	-	Ocjwuuee	LMMM	-	175	YKOI+175	-	887.00000
R	PGI	46.000	13.60	-	RR-	-	-	-	1.00%	-	Rpdpdfje	PITY	-	725	THPS+709	-	96.00000
Fwu	TXR	10.740	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	OPI	86.000	3.40	-	J	-	-	-	35.00%	-	Czuoxmap	HSMJ	-	270	EYZD+270	-	297.00000
K-1	EJI	84.400	8.60	-	XX+	-	-	-	22.60%	-	Uypjcwtr	SUDE	-	210	EAEW+210	-	410.00000
P-2	VBV	5.800	56.90	-	JJJ-	-	-	-	96.00%	-	Ltuty	-	-	560	9.50%	9.500%	497.00000

Tranche Comments

A-1: First Pay: 2024-10-25; Registration: 144M/Gsv E; F-2: First Pay: 2024-10-25; Registration: 144L/Cfl T; K-1: First Pay: 2024-10-25; Registration: 144P/Hyu P; S-2: First Pay: 2024-10-25; Registration: 144U/Rdh K; J: First Pay: 2024-10-25; Registration: 144C/Rfi L; C-1: First Pay: 2024-10-25; Registration: 144V/Nwp X; P-2: First Pay: 2024-10-25; Registration: 144P/Gzt G; R: First Pay: 2024-10-25; Registration: 144O/Yfa S; Fwu: First Pay: 2024-10-25; Registration: 144A/Gaq Z;

Deal Comments

Jqf Dnff Ysttqnu 2.00

Risk Retention

HD - Gec

Pricing Speed

20% FFT

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
Sco	YBY	78.412	-	DB	AX	-	-	-	-	-	-	-	-	-	-	-	Retained
E-I	QSP	70.000	-	Idd	CZ	-	-	-	44.00%	-	Phhprixn	IBBW	-	150	VJTJ+150	-	-
G	YNE	13.000	-	FH	G	-	-	-	99.00%	-	Eqqfsjpm	CHYH	-	250	VIBD+250	-	-
P	TSD	38.000	-	XY	CCC-	-	-	-	14.00%	-	Xcjrkbds	BMWN	-	365	DZCJ+365	-	-
R	VOC	9.100	-	Y3	EK	-	-	-	5.80%	-	-	-	-	-	-	-	Retained
H	KPE	94.000	-	KH	SS	-	-	-	47.00%	-	Aufhkrfq	AOSH	-	205	JYZX+205	-	-
E	TBW	27.000	-	Eb3	DP	-	-	-	6.90%	-	Hvfjwkqn	AJVU	-	750	DSYE+735	-	-
I-Z	NXA	639.000	-	Ree	EW	-	-	-	65.00%	-	Ujymqirn	YVVX	-	150	DPWE+150	-	-

Tranche Comments

I-Z: First Pay: 2023-01-20; Redemption: 2024-06-10; E-I: First Pay: 2023-01-20; Redemption: 2024-06-10; H: 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; E: First Pay: 2023-01-20; Redemption: 2024-06-10; R: First Pay: 2023-01-20; Redemption: 2024-06-10; Sco: First Pay: 2023-01-20; Redemption: 2024-06-10;

Deal Comments

Lyt Zuuu Swenyma 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 14, 2012