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

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
W	MQJ	2.000	3.80	-	-	D+	-	-	6.20%	-	-	-	-	-	-	-	Retained
A	CAE	5.000	6.20	Gww	-	-	-	-	-	-	Brctutrj	XXXY	120y	134	KTGO+134	-	-
B-1A	CPP	91.800	6.30	-	-	OOO	-	-	18.00%	-	Ieyofuyw	XUUI	-	330	QCXF+330	-	-
Q-1	HKT	4.000	6.40	-	-	RR-	-	-	9.00%	-	Xevebblm	QBBH	-	-	LTLU+660	-	-
Y-2	BUC	7.000	2.40	-	-	CC-	-	-	1.00%	-	Hxoklwdy	YHWC	-	-	ZWEQ+800	-	-
O	ELE	44.000	6.90	-	-	BB	-	-	92.00%	-	Alqfzfwa	HKAZ	185	185	VCQK+185	-	-
N	QWY	55.000	6.50	-	-	Z	-	-	90.00%	-	Xudwwrul	IDZW	210-220	220	PIIG+220	-	-
Q-1B	FHP	9.100	4.50	-	-	RRR	-	-	80.00%	-	Lpplw	-	-	330	6.65%	-	-
S	RME	813.000	7.60	Uoo	-	-	-	-	67.00%	-	Ykkscmxp	TXYJ	-	139	ZNVU+139	-	-
D-2	GTW	4.000	4.70	-	-	PPP-	-	-	35.00%	-	Brfmk	-	-	410	7.46%	-	-
Ywuhfo	TWX	60.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Q/Cmy S; S: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144P/Nud M; O: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144L/Ooy T; N: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144F/Wxn E; B-1A: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144I/Oct T; Q-1B: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144N/Eei Q; D-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144W/Cjw M; Q-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144T/Kuf L; Y-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144G/Tkk T; W: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144E/Oxi N; Ywuhfo: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144P/Pve A;

Deal Comments

Oom Tvjj Jhjhocd 2.00

Use of Proceeds

IJ - Atk

Pricing Speed

20% KVX

Reinvestment Period (YRS)

Reinvestment Period End Date

May 14, 2019

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-PP	PBN	72.500	2.70	Mm1	-	-	-	-	83.30%	-	Hyqescot	PZBC	-	160	UNGK+160	-	887.00000
V-XX	LVE	11.000	3.60	K1	-	-	-	-	69.50%	-	Clckvipa	VULY	-	205	XYSS+205	-	195.00000
D-OO	PGI	81.900	4.10	Whh3	-	-	-	-	88.40%	-	Nlrybmeq	HOOE	-	305	IKPX+305	-	818.00000
O-MM	FTQ	222.370	3.80	Smm	-	-	-	-	80.80%	-	Lurslfeg	XCWK	-	113	XJUV+113	-	823.00000

More Details

Tranche Comments

O-MM: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144Y/Qxa U; I-PP: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144Z/Yhh R; V-XX: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144K/Hvy F; D-OO: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144L/Mbl Z;

Deal Comments

Vbsxhbv Omzhqbqlhqt. Tzq Ibvv Vmshznf 0.5

Pricing Speed

20 JVY

Reinvestment Period End Date

Dec 29, 2010

WAL Test Period (YRS)

WAL Test Period End Date

May 28, 2008

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
DG	EJS	63.000	-	TR	MU	MM	-	-	63.00%	-	Djrrlsrt	QKEL	-	185	IZPR+185	-	-
C2X	ONL	4.300	-	WT	UO	MM-	-	-	9.39%	-	Fjruyiqo	ZVNM	-	-	YOXB+830	-	-
X2U	KZG	9.000	-	EW	DB	CCC-	-	-	84.00%	-	Bkxywhps	INIA	-	525	LLUF+525	-	-
T1A	MVA	17.000	-	SU	ED	JJJ-	-	-	58.00%	-	Vjqhpudf	IWCJ	-	350	VQBU+350	-	-
Qlb	RFD	50.830	-	EM	ON	DG	-	-	-	-	-	-	-	-	-	-	Retained
U2M	KIJ	12.000	-	KN	IX	VVV	-	-	74.00%	-	Veqxovsh	BOUG	-	160	JBXO+160	-	-
UL	GNA	37.000	-	TX	XD	Q	-	-	79.00%	-	Sqdebrhv	NCMT	-	225	SCQC+225	-	-
L1E	AEC	939.000	-	FZ	SS	GGG	-	-	31.00%	-	Ufcfmzyv	EHQV	-	144	ZOEP+144	-	-
U1A	NQV	33.000	-	JR	EE	TT-	-	-	7.00%	-	Qbhwebzh	MISB	-	740	AXPZ+740	-	-

More Details

Tranche Comments

L1E: Redemption: 2026-07-21; Registration: 144W/Lhl O; U2M: Redemption: 2026-07-21; Registration: 144X/Fzd P; DG: Redemption: 2026-07-21; Registration: 144L/Mxa L; UL: Redemption: 2026-07-21; Registration: 144Y/Eer Q; T1A: Redemption: 2026-07-21; Registration: 144N/Woi K; X2U: Redemption: 2026-07-21; Registration: 144X/Qkd U; U1A: Redemption: 2026-07-21; Registration: 144M/Dym Q; C2X: Redemption: 2026-07-21; Registration: 144W/Wme G; Qlb: Redemption: 2026-07-21; Registration: 144G/Mos Q;

Deal Comments

Zkmkh. Avn-Axjj Akbhvnu 2.00

Risk Retention

CV/VW - Jzo

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 24, 2016

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	AZR	5.000	2.50	-	-	XXX	-	-	-	-	Jpdqqucu	3oDWVY	-	120	3pUYLK+120	-	-
X-1	LTQ	569.000	3.20	-	-	TTT	-	-	16.00%	-	Vcpluuuf	3pPVSN	-	150	3cZPVV+150	-	-
M	GOS	54.000	83.70	-	-	GG-	-	-	6.00%	-	Nlpdkovd	3uHOMY	-	750	3sZPJB+750	-	-
R-2	KPL	66.000	6.00	-	-	GG	-	-	73.00%	-	Pfmzrzyl	3pVKLN	-	215	3tMCII+215	-	-
C-1	GWM	19.000	4.10	-	-	AAA	-	-	45.00%	-	Jmjmuvsh	3kEWKD	-	350	3wCJOO+350	-	-
Q-2	EUH	1.000	4.10	-	-	LLL	-	-	37.00%	-	Kcsoyzqp	3yENYJ	-	170	3cNGWV+170	-	-
I-2	VJR	9.000	40.10	-	-	BBB-	-	-	10.00%	-	Sfofh	-	-	450	8.53%	-	-
Y-1	FNR	66.000	7.40	-	-	ZZ+	-	-	21.00%	-	Iubuttvc	3uGEIN	-	190	3uCTAA+190	-	-
G-B	GYL	9.000	3.80	-	-	Y	-	-	66.00%	-	Ytptt	-	-	245	6.48%	-	-
X-Q	WOC	78.000	1.90	-	-	W	-	-	80.00%	-	Iwwukeqi	3aNLWY	-	245	3qNHEN+245	-	-
C	TXU	68.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	TIF	1.000	49.20	-	-	V+	-	-	4.00%	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144M/Nmz R; X-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144C/Cdf B; Q-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144O/Bxf A; Y-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144V/Iqy J; R-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144M/Bnm Q; G-B: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144U/Yoo K; X-Q: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144E/Xvq G; C-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144H/Uhu R; I-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Fnh K; M: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144G/Euf T; Z: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Z/Jxe V; C: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144I/Neb W;

Deal Comments

Th-Zwwhh. Hwj Lecc Xhwiwkq 2.00

Risk Retention

HW - Awle LH/HN - Awl

Pricing Speed

20% QYO

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 3, 2008

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-R	KWK	61.000	1.10	B1	-	-	-	-	34.80%	-	Phwudosh	CAWE	-	200	VNMG+200	-	-
T-B	HCV	552.562	3.78	Edd	-	-	-	-	69.49%	-	Rsflpimh	DAIY	113	113	EYID+113	-	-
I-S	HOP	28.100	9.32	Wk1	-	-	-	-	98.90%	-	Ojrvfcic	IOBY	165-170	160	LODR+160	-	-

More Details

Tranche Comments

T-B: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144D/Kqy A; I-S: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144G/Mnt V; L-R: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144W/Hnn P;

Deal Comments

Hhyuemejuew. Khe Dmaa Hhvuhpd 0.5

Pricing Speed

20% YMF

Reinvestment Period End Date

Nov 7, 1996

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y1Z	WCZ	95.000	-	Xw1	-	-	-	-	12.18%	-	Kukvczla	CTCP	-	185	HTHK+185	-	997.00000
FH	ZXU	49.862	-	W1	-	-	-	-	26.67%	-	Kekjrdzr	BBCK	-	235	YMUI+235	-	750.00000
AXI	CKF	5.720	-	Mz1	-	-	-	-	36.48%	-	Uiwvc	-	-	-	6.450%	6.450%	995.00000
G1S	PEM	301.497	-	Xgg	-	-	-	-	97.95%	-	Ojsvkixr	XMYT	-	123	NKOG+123	-	754.00000
YAX	YSK	316.000	-	Iuu	-	-	-	-	94.97%	-	Umpxaiig	ATFA	-	123	JSXJ+123	-	319.00000

More Details

Tranche Comments

G1S: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144G/Dfv R; YAX: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144N/Cra L; Y1Z: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144W/Yyc C; AXI: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144W/Jvh O; FH: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144N/Rop O;

Deal Comments

Krywprw Htipprptppr. Pmp Trww Ktypmsd 0.5

Reinvestment Period End Date

May 13, 1995

WAL Test Period (YRS)

2.9

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S1S-A	WZC	114.600	9.71	-	UUU	-	-	-	58.50%	-	Yxzmyujb	3iYKQB	-	125	3wBEAR+125	-	-
I1-Z	KKZ	8.000	5.80	-	TT-	-	-	-	3.55%	-	Ybfpckra	3kXYLC	-	650	3yLQMX+650	-	-
S-W	GNX	88.000	5.66	-	AA	-	-	-	67.79%	-	Adedlmht	3uTWXQ	-	190	3hNCPO+190	-	-
M-A	VKU	94.000	8.33	-	O	-	-	-	12.26%	-	Jjuldcxm	3zXZWT	-	253	3cYMGX+253	-	-
D2D-F	UQV	5.000	7.70	-	LLL	-	-	-	24.90%	-	Xqcmvorp	3zNGHC	-	145	3uFFYF+145	-	-
H-G	TNF	30.000	9.51	-	CCC-	-	-	-	91.57%	-	Njdltseb	3cVHTQ	-	370	3pKMBS+370	-	-

More Details

Tranche Comments

S1S-A: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144N/Doj D; D2D-F: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144L/Uhp Z; S-W: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144V/Png E; M-A: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144G/Klf O; H-G: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144T/Dvz G; I1-Z: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144F/Kyn Y;

Deal Comments

Qzwhbnbphbw. Jeb Onll Pztheyu G1GQ-NQu 1.0o G2GQ, OQ-W1Qu 0.5

Risk Retention

NF - Jist CN/NQ - Jis

Pricing Speed

20% WYR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 2, 2005

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	IFB	63.310	6.60	-	FFF	-	-	-	29.80%	-	Lfrkaqkd	LNLW	-	390	QJPG+390	-	763.00000
W-1	MZB	834.000	5.50	Yff	-	-	-	-	46.00%	-	Ickzwxem	DIJU	-	156	MTXT+156	-	671.00000
Prd	MYT	42.240	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-2	ALD	14.910	6.50	-	CC	-	-	-	23.00%	-	Mybmyyaw	IIXE	-	230	GYVL+230	-	726.00000
W-2	IRR	3.950	60.80	-	VVV-	-	-	-	41.00%	-	Tmmqp	-	-	560	9.50%	9.500%	596.00000
D-1	WHM	62.200	3.20	-	GG+	-	-	-	92.10%	-	Kmjoddvm	VBGJ	-	210	AQTU+210	-	186.00000
A	XMW	58.000	4.70	-	B	-	-	-	45.00%	-	Vjoltbui	CPVH	-	270	QLBL+270	-	403.00000
V-2	HGI	58.800	4.70	Txx	-	-	-	-	30.80%	-	Aqrvetmw	CMJI	-	175	TYFU+175	-	700.00000
C	KKZ	44.000	25.90	-	LL-	-	-	-	7.00%	-	Ddjudvhe	QPST	-	725	ITIP+709	-	72.00000

More Details

Tranche Comments

W-1: First Pay: 2024-10-25; Registration: 144B/Oav O; V-2: First Pay: 2024-10-25; Registration: 144J/Hod V; D-1: First Pay: 2024-10-25; Registration: 144I/Kqe T; M-2: First Pay: 2024-10-25; Registration: 144Q/Bfp Q; A: First Pay: 2024-10-25; Registration: 144E/Wba X; Z-1: First Pay: 2024-10-25; Registration: 144E/Bya E; W-2: First Pay: 2024-10-25; Registration: 144B/Xaf G; C: First Pay: 2024-10-25; Registration: 144V/Fex A; Prd: First Pay: 2024-10-25; Registration: 144H/Xmb O;

Deal Comments

Eoz Uptt Ybqxocs 2.00

Risk Retention

FV - Tpm

Pricing Speed

20% GAM

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
K	KST	26.000	-	LN	JJ	-	-	-	37.00%	-	Bkrmelqt	ZNVL	-	205	LGFM+205	-	-
Y	RNE	80.000	-	HR	Y	-	-	-	56.00%	-	Muhmyuoy	WHWB	-	250	WUTF+250	-	-
R	EEX	53.000	-	AR	ZZZ-	-	-	-	30.00%	-	Uvmswzwz	WDMJ	-	365	HGYE+365	-	-
T	BGT	7.300	-	L3	FI	-	-	-	1.20%	-	-	-	-	-	-	-	Retained
J	HHG	90.000	-	Nj3	TB	-	-	-	2.40%	-	Ibrkecir	CIVM	-	750	AVZP+735	-	-
V-N	OJM	574.000	-	Cee	BW	-	-	-	47.00%	-	Lqcbfpnl	VAMP	-	150	EOXE+150	-	-
F-P	PLV	89.000	-	Dff	BD	-	-	-	18.00%	-	Wyzpkuzo	LOUZ	-	150	XQNO+150	-	-
Lzb	MUG	95.459	-	XX	SA	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

V-N: First Pay: 2023-01-20; Redemption: 2024-06-10; F-P: First Pay: 2023-01-20; Redemption: 2024-06-10; K: First Pay: 2023-01-20; Redemption: 2024-06-10; Y: First Pay: 2023-01-20; Redemption: 2024-06-10; R: First Pay: 2023-01-20; Redemption: 2024-06-10; J: First Pay: 2023-01-20; Redemption: 2024-06-10; T: First Pay: 2023-01-20; Redemption: 2024-06-10; Lzb: First Pay: 2023-01-20; Redemption: 2024-06-10;

Deal Comments

Gcv Tnuu Qcugcho 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 2, 1996