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	EIA	14.000	2.50	-	-	V	-	-	98.00%	-	Mklscubg	EPOQ	-	235	WVQS+235	-	418.00000
C-2	XEW	7.200	9.20	-	-	OOO-	-	-	31.60%	-	Zyzbuois	PYDW	-	525	XNDU+525	-	304.00000
G	PSH	6.350	79.20	Y3	-	-	-	-	3.47%	-	-	-	-	-	-	-	Retained
M-A	MTL	203.000	1.20	Pss	-	-	-	-	74.00%	-	Kfxkpqde	DTUP	-	145	EHJX+145	-	559.00000
I	CII	3.300	2.30	Nll	-	-	-	-	-	-	Wsbcuryr	KPNN	-	135	DXSJ+135	-	889.00000
P-1	NHC	911.000	2.30	Zff	-	-	-	-	55.00%	-	Svxzcltz	BLMQ	-	145	CQBN+145	-	754.00000
A-1	KTP	86.000	7.70	-	-	QQQ	-	-	91.00%	-	Tuketelq	GPXV	-	360	BAMO+360	-	100.00000
N	CRO	39.300	84.40	-	-	XX-	-	-	3.00%	-	Yecceosh	WYPM	-	715	AADV+699	-	69.00000
N-2	UPN	37.000	2.20	-	-	VVV	-	-	56.00%	-	Rdzxwmfx	KNOX	-	172	QMLC+172	-	282.00000
T	BZV	86.000	1.40	-	-	YY	-	-	13.00%	-	Zmeowzud	WJXY	-	195	YAXZ+195	-	227.00000
Nub	VRY	24.630	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144X/Kba E; P-1: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144Z/Jxp W; M-A: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144M/Eca D; N-2: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144N/Bjj Q; T: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144A/Xop Q; X: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144F/Lrk K; A-1: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144L/Rxb U; C-2: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144H/Ter J; N: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144N/Dzs J; G: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144F/Ooy Z; Nub: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144X/Yev F;

Deal Comments

Fgy-Uxbb Hgxagzj 2.00

Risk Retention

MV - Lka

Pricing Speed

20 ENZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 12, 2027

WAL Test Period (YRS)

WAL Test Period End Date

Jan 9, 2017

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	GMX	93.000	86.77	-	VV-	-	-	-	3.00%	-	Iwyvqomj	GVNX	-	550	DBPY+550	-	-
Q	EMX	190.000	2.42	-	FFF	-	-	-	80.00%	-	Vlmufbny	STLB	-	118	PWUP+118	-	-
Z	ANY	42.000	2.71	-	TT	-	-	-	20.00%	-	Bcksqvnl	DZGC	-	165	YKAC+165	-	-
S	JJP	22.000	9.94	-	K	-	-	-	42.00%	-	Yzxbopwt	TUYX	-	195	DIHW+195	-	-
Y-1	LVS	76.000	1.79	-	YYY	-	-	-	10.40%	-	Fqvzrsia	HQKL	-	295	XOZM+295	-	-
T-2	RGR	1.000	86.00	-	ZZZ-	-	-	-	82.00%	-	Wlxwfykw	WWVM	-	405	PJER+405	-	-
Vot	WFI	94.770	-	-	MD	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144C/Dau Z; Z: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144K/Rhk I; S: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144C/Qbl D; Y-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144K/Mxo X; T-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144U/Xaw Q; P: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144C/Amd M; Vot: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144T/Jfs X;

Deal Comments

Tkf-Ogzz Juwjkio 2.00

Risk Retention

JN - Zir

Pricing Speed

20% CLL

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 12, 2011

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1V-Z	LSB	46.200	2.40	Brr	-	-	-	-	69.00%	-	Uhwfycor	3eYJSM	-	118	3yVWYM+118	-	-
P-2-I	MTV	84.000	6.50	-	-	KKK	-	-	21.00%	-	Ghbvlqfx	3bNMAD	-	140	3iLWOX+140	-	-
Z-1-C	XEI	44.000	6.90	-	-	E+	-	-	54.00%	-	Aqflbtwu	3mPLVY	-	180	3tJVEX+180	-	-
V-F	BBZ	44.000	9.90	-	-	XX+	-	-	85.00%	-	Mjlmkdup	3pXJKY	-	162	3hZHUW+162	-	-
G-2-W	OQP	3.000	4.90	-	-	U	-	-	44.00%	-	Ydypqdut	3wVCVD	-	250	3rSZTX+250	-	-
Z-1-R	HPI	939.700	9.40	Mnn	-	-	-	-	95.00%	-	Pzfhhsxw	3tXXSP	-	118	3bMLSK+118	-	-
A	QFP	8.000	6.00	Rdd	-	-	-	-	-	-	Ibyvpkyt	3aNPJY	-	95	3dHIMS+95	-	-
Q-2-C	OAY	7.000	49.40	-	-	AAA-	-	-	31.90%	-	Vquwwqyh	3gULWA	-	400	3bIDDJ+400	-	-
U-1W-V	UHU	76.000	8.80	-	-	NNN	-	-	34.00%	-	Rfzjqtaa	3rAZHI	-	300	3eBCHR+300	-	-
E-1W-X	LSS	3.000	3.40	-	-	QQQ	-	-	68.00%	-	Bdmjbbsm	3lUWGC	-	710	3iQHSE+710	-	-
Ynx	ALQ	94.431	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-L	PVP	81.000	49.30	-	-	VV+	-	-	9.00%	-	Yqwxzdrk	3hWGZU	-	550	3dEUTO+550	-	-
N-U	UQG	5.000	37.10	N3	-	-	-	-	7.10%	-	Ujhfuaot	3dJDMS	-	800	3jUISL+800	-	-

Tranche Comments

A: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Mmn I; Z-1-R: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144N/Uhp H; H-1V-Z: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Aqg F; P-2-I: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Qpa B; V-F: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Zmv U; Z-1-C: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Z/Nco O; G-2-W: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Uij M; U-1W-V: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144N/Ida W; E-1W-X: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Fpt N; Q-2-C: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144J/Jrw I; Z-L: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144L/Mcb X; N-U: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Nnj G; Ynx: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Hkh D;

Deal Comments

Tooof. Mhf Kwll Zoxohre 2.00

Risk Retention

LD/DR - If

Pricing Speed

20% SDU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 23, 2014

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	KNM	31.000	1.10	-	-	CC	-	-	23.00%	-	Qerkhcwa	VXVV	-	185	XWGG+185	-	403.00000
H-1	VNJ	11.000	4.30	-	-	EEE	-	-	67.00%	-	Mycrquea	WMDV	-	325	XNZS+325	-	353.00000
I-2	QPY	7.600	75.50	-	-	YY-	-	-	3.00%	-	Sszhxpsk	AXDU	-	750	DUBE+750	-	397.00000
X-2	PML	6.000	75.20	-	-	GGG-	-	-	59.27%	-	Dqaly	-	-	400	7.79%	7.789%	484.00000
P-1	VNF	4.100	17.20	-	-	RR-	-	-	5.00%	-	Qbldaumg	JPQQ	-	700	LDFY+636	-	12.00000
M-1	BTI	578.300	4.40	Edd	-	-	-	-	10.00%	-	Lmoyheyz	NODA	-	138	NSIK+138	-	357.00000
Y-C	XPN	940.600	4.20	Fvv	-	-	-	-	10.00%	-	Dllbxize	IXPK	-	138	WLOK+138	-	958.00000
Q-2	WID	75.000	6.70	-	-	WWW	-	-	62.40%	-	Rdclwypt	BBXB	-	160	KKAY+160	-	697.00000
Q	KAU	93.000	5.50	-	-	Q	-	-	64.00%	-	Ivvfesez	YSQA	-	225	KQFA+225	-	602.00000
X	ETT	7.000	6.90	-	-	XXX	-	-	-	-	Azfrcesp	ZTPJ	-	135	AWMZ+135	-	187.00000
Gns	VVQ	67.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	XKQ	8.000	50.30	T3	-	-	-	-	3.70%	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144D/Cvz B; M-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144P/Oya M; Y-C: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Cjz J; Q-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144J/Gyv I; W: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144I/Bzz G; Q: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144O/Ova M; H-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144E/Tie S; X-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Q/Oyc A; P-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144E/Ucm R; I-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144U/Yxc O; I: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144M/Tok M; Gns: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144C/Apl G;

Deal Comments

Dbk Mtff Wjxlbru 2.00

Pricing Speed

20 ZTV

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 24, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Jun 25, 2015

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	RBX	1.000	5.10	Vvv	-	-	-	-	-	-	Nzofwqut	PBMG	120h	134	MNMH+134	-	-
N	YFV	823.000	7.70	Udd	-	-	-	-	96.00%	-	Oqsmhqbh	GZUJ	-	139	THSY+139	-	-
K-1F	VSS	7.300	2.30	-	-	KKK	-	-	86.00%	-	Krkta	-	-	330	6.65%	-	-
H-2	KYY	8.000	9.10	-	-	CCC-	-	-	41.00%	-	Hczcm	-	-	410	7.46%	-	-
L-2	GYG	3.000	7.50	-	-	DD-	-	-	5.00%	-	Spmzbhjf	HHTS	-	-	SLEX+800	-	-
V-1	QMG	2.000	4.50	-	-	KK-	-	-	3.00%	-	Krzpfakq	XHKZ	-	-	AUWV+660	-	-
X	UHP	94.000	8.30	-	-	RR	-	-	58.00%	-	Mdocumnz	VUSA	185	185	LTQR+185	-	-
E	YJZ	58.000	7.50	-	-	D	-	-	25.00%	-	Rfcdupkz	HHTY	210-220	220	QXQD+220	-	-
Y-1G	PBX	32.900	6.90	-	-	YYY	-	-	18.00%	-	Ppyolkkh	QZFC	-	330	JPCV+330	-	-
J	PVP	1.000	7.80	-	-	E+	-	-	9.20%	-	-	-	-	-	-	-	Retained
Smpity	QWY	91.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144O/Oax J; N: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144C/Ctt T; X: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Z/Mqa N; E: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144O/Etg T; Y-1G: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144T/Uqw J; K-1F: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144U/Feo U; H-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144B/Abc V; V-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Z/Wip Y; L-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144T/Jur Y; J: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Q/Euk Y; Smpity: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144T/Nlh L;

Deal Comments

Ejf Zmcc Mvhfjal 2.00

Use of Proceeds

CU - Ovf

Pricing Speed

20% BUD

Reinvestment Period (YRS)

Reinvestment Period End Date

May 2, 2006

Refinancing

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-LL	PUJ	63.100	9.90	Dtt3	-	-	-	-	49.10%	-	Jjbqkdww	LQNH	-	305	DAPE+305	-	142.00000
M-BB	IXV	28.800	2.50	Qj1	-	-	-	-	37.20%	-	Cjjwuslk	CSJQ	-	160	TIDF+160	-	332.00000
N-II	IYX	18.000	9.70	A1	-	-	-	-	36.90%	-	Cjkjutvk	DMUV	-	205	XUXK+205	-	592.00000
N-WW	VMJ	978.160	7.10	Faa	-	-	-	-	80.20%	-	Ndjkfiaa	QZAT	-	113	MDTT+113	-	510.00000

Tranche Comments

N-WW: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144W/Tqc X; M-BB: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144Q/Ppu R; N-II: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144I/Bzt V; Y-LL: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144W/Nke E;

Deal Comments

Vizrsij Mwzsiiiksic. Dei Nijj Vwzsehv 0.5

Pricing Speed

20 SOG

Reinvestment Period End Date

Jun 9, 2007

WAL Test Period (YRS)

WAL Test Period End Date

Oct 9, 2023

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Epp	PUK	40.870	-	UT	DR	NX	-	-	-	-	-	-	-	-	-	-	Retained
A2G	WKF	39.000	-	FV	FO	VVV	-	-	80.00%	-	Jvkfokbh	UGDV	-	160	BWUZ+160	-	-
Q2N	ROZ	6.000	-	NA	SY	MMM-	-	-	52.00%	-	Wevawpya	YGWV	-	525	DOXR+525	-	-
Z1P	TUB	55.000	-	WY	IN	EEE-	-	-	42.00%	-	Wsdslcfl	DVKC	-	350	APAS+350	-	-
H1M	QVY	424.000	-	XS	SM	YYY	-	-	68.00%	-	Rrwwjlhi	NBHO	-	144	HYKT+144	-	-
SD	EKU	37.000	-	MF	PF	WW	-	-	25.00%	-	Gzyjubdp	HLMZ	-	185	HUFA+185	-	-
G2H	WCK	4.600	-	WY	WY	JJ-	-	-	2.97%	-	Erzwjypf	PUPQ	-	-	PTYN+830	-	-
HZ	RQR	23.000	-	ZW	QD	I	-	-	15.00%	-	Kbkstarz	CHNJ	-	225	HUZK+225	-	-
L1O	BTH	12.000	-	WQ	AO	EE-	-	-	3.00%	-	Azfmezyn	TPTH	-	740	SMVU+740	-	-

Tranche Comments

H1M: Redemption: 2026-07-21; Registration: 144W/Zik J; A2G: Redemption: 2026-07-21; Registration: 144Z/Tjg S; SD: Redemption: 2026-07-21; Registration: 144P/Nzy B; HZ: Redemption: 2026-07-21; Registration: 144E/Ffj E; Z1P: Redemption: 2026-07-21; Registration: 144D/Clq J; Q2N: Redemption: 2026-07-21; Registration: 144G/Rul N; L1O: Redemption: 2026-07-21; Registration: 144D/Dyw Z; G2H: Redemption: 2026-07-21; Registration: 144V/Pkq M; Epp: Redemption: 2026-07-21; Registration: 144J/Jof N;

Deal Comments

Xxhxz. Ffu-Nfff Txpcfve 2.00

Risk Retention

NP/PI - Stz

Reinvestment Period (YRS)

Reinvestment Period End Date

May 23, 2006

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	XMX	9.000	3.20	-	-	FFF	-	-	-	-	Tqpjqzxc	3dNSEA	-	120	3dPHJZ+120	-	-
Z-1	OBT	393.000	3.70	-	-	JJJ	-	-	86.00%	-	Uumqqayy	3yMPZW	-	150	3vACQN+150	-	-
B-2	TWC	1.000	2.80	-	-	TTT	-	-	85.00%	-	Gcdjxhux	3mKYHQ	-	170	3kIXEJ+170	-	-
I-1	JMO	80.000	8.70	-	-	QQ+	-	-	13.00%	-	Aumazvxa	3qPPWQ	-	190	3uHAYC+190	-	-
Q-2	NFN	6.000	61.50	-	-	PPP-	-	-	89.00%	-	Izuew	-	-	450	8.53%	-	-
J-2	XYX	67.000	8.00	-	-	GG	-	-	89.00%	-	Bcushcjq	3oYYDI	-	215	3yEZKE+215	-	-
Z-1	PNX	47.000	7.40	-	-	AAA	-	-	99.00%	-	Sydcjppc	3bTVJI	-	350	3nLUZJ+350	-	-
H-Q	JHX	12.000	3.30	-	-	T	-	-	40.00%	-	Afszzwmp	3iCGYN	-	245	3nMBEX+245	-	-
H-Q	YJO	2.000	4.70	-	-	M	-	-	45.00%	-	Vcmkz	-	-	245	6.48%	-	-
J	COC	69.000	66.40	-	-	DD-	-	-	6.00%	-	Skeobqha	3hKYXW	-	750	3uIJEF+750	-	-
X	KWI	18.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	HSM	6.000	90.50	-	-	H+	-	-	2.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144C/Fuf G; Z-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144H/Yid K; B-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144B/Hrt K; I-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Ydr M; J-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144M/Ppj M; H-Q: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Jzp C; H-Q: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144A/Tpa H; Z-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Ikf H; Q-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Pmh G; J: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Dlr Q; S: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144A/Lun H; X: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Xmk J;

Deal Comments

Fw-Apphw. Hox Sqww Twpzocv 2.00

Risk Retention

AZ - Jgwl DA/AT - Jgw

Pricing Speed

20% XWJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 15, 2014

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-F	OVI	907.946	2.86	Oss	-	-	-	-	51.99%	-	Nwhkmilh	HQLJ	113	113	MLWD+113	-	-
D-L	ION	37.000	4.60	T1	-	-	-	-	86.30%	-	Pxjxkbpe	KSUS	-	200	ETBA+200	-	-
G-G	QTG	96.300	9.50	Gm1	-	-	-	-	66.55%	-	Mhypkpyd	EGLG	165-170	160	CQSN+160	-	-

Tranche Comments

H-F: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144N/Gpc R; G-G: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144K/Vua P; D-L: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144Y/Auq Q;

Deal Comments

Fzemaiajmay. Oaa Cinn Lzkmaju 0.5

Pricing Speed

20% AKN

Reinvestment Period End Date

Oct 23, 2010

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K1O	WHG	66.000	-	Co1	-	-	-	-	29.98%	-	Hpseqfpe	VBYO	-	185	PGVD+185	-	513.00000
SAB	JWU	4.330	-	Nj1	-	-	-	-	76.82%	-	Mktic	-	-	-	6.450%	6.450%	127.00000
H1T	XWG	388.224	-	Aff	-	-	-	-	54.64%	-	Bjmlmhxf	CYHT	-	123	ZZXY+123	-	410.00000
PTP	LHL	176.000	-	Dvv	-	-	-	-	22.94%	-	Hvpwflje	LYAK	-	123	DISW+123	-	170.00000
FV	PFR	14.743	-	P1	-	-	-	-	63.88%	-	Yecdtlzn	WTZB	-	235	CIZR+235	-	684.00000

Tranche Comments

H1T: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144K/Vuu U; PTP: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144H/Kxi C; K1O: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144I/Iwu I; SAB: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144V/Aiz R; FV: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144K/Evc I;

Deal Comments

Lpqakpi Ltikrprhkrj. Hcr Xpii Ltqkcbv 0.5

Reinvestment Period End Date

Nov 23, 2018

WAL Test Period (YRS)

2.2