FINSIGHT

Allegro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	KXB	3.890	80.10	E3	-	-	-	-	1.80%	-	-	-	-	-	-	-	Retained
K	WLD	84.000	8.20	-	-	W	-	-	94.00%	-	Zjrpbivg	EWZX	-	235	YCTG+235	-	918.00000
H	AZY	4.200	9.90	Fzz	-	-	-	-	-	-	Nlbvlsnk	AIGY	-	135	LVKC+135	-	111.00000
L	FZD	71.000	8.90	-	-	II	-	-	56.00%	-	Ylfyztni	QDNZ	-	195	QBUX+195	-	110.00000
V-1	IZL	487.000	2.60	Www	-	-	-	-	45.00%	-	Bvxcvdbh	VBYM	-	145	LDYF+145	-	619.00000
I-S	PIA	867.000	8.30	Orr	-	-	-	-	74.00%	-	Lrvmvzbg	JMOI	-	145	GBID+145	-	191.00000
G-2	LCT	35.000	1.50	-	-	FFF	-	-	22.00%	-	Kvjesebx	SPNK	-	172	WPSY+172	-	535.00000
H-1	FHG	16.000	6.30	-	-	AAA	-	-	94.00%	-	Ycrxkujo	GQZP	-	360	KVXT+360	-	334.00000
C	JCI	60.800	82.70	-	-	VV-	-	-	8.00%	-	Yhjjkqkc	GUDV	-	715	SAXA+699	-	78.00000
Y-2	JLX	1.100	3.80	-	-	QQQ-	-	-	84.50%	-	Eusadout	CTNG	-	525	XXFS+525	-	179.00000
Rwa	IAZ	65.290	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144Y/Oqf G; V-1: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144A/Qje K; I-S: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144X/Nxv W; G-2: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144X/Gzd H; L: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144E/Akv Z; K: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144Y/Oen K; H-1: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144L/Btb M; Y-2: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144F/Bhi Q; C: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144M/Txc N; K: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144Q/Qyt G; Rwa: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144E/Cbt W;

Deal Comments

Lhu-Mygg Wqcrhba 2.00

Risk Retention

OQ - Hfw

Pricing Speed

20 BGZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2025

WAL Test Period (YRS)

WAL Test Period End Date

Aug 19, 2006

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Miv	TFX	65.360	-	-	HS	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	LPM	15.000	6.56	-	HH	-	-	-	96.00%	-	Xuhxkfap	JALJ	-	165	CVBJ+165	-	-
O-2	KMS	9.000	45.00	-	PPP-	-	-	-	24.00%	-	Sqkxvwdr	QOZX	-	405	WDIE+405	-	-
X	JQC	20.000	1.84	-	U	-	-	-	68.00%	-	Mhrpzpot	NAVT	-	195	KGWP+195	-	-
C	BHP	91.000	15.54	-	ZZ-	-	-	-	5.00%	-	Wvujowzm	IGCX	-	550	YVQK+550	-	-
A	QLE	477.000	6.87	-	VVV	-	-	-	95.00%	-	Icsdkfkc	AJGV	-	118	NWTL+118	-	-
H-1	YVO	37.000	3.45	-	NNN	-	-	-	39.40%	-	Cvlobubz	UXVJ	-	295	XMSW+295	-	-

Tranche Comments

A: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144G/Nwh I; Z: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144C/Xfm A; X: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144P/Rym F; H-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144D/Zby Z; O-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144U/Wjb Y; C: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144Y/Nxj J; Miv: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144Y/Myy J;

Deal Comments

Qwt-Opuu Xlxwweb 2.00

Risk Retention

JR - Qgq

Pricing Speed

20% FXC

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 4, 2014

Refinancing

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1-I	AQL	37.000	4.50	-	-	H+	-	-	33.00%	-	Rylqmjyd	3cEAKF	-	180	3fINKD+180	-	-
H-2-G	MNI	1.000	9.80	-	-	F	-	-	64.00%	-	Zqceovmw	3kMABP	-	250	3aBKXN+250	-	-
H-1-J	BKB	929.400	4.50	Cmm	-	-	-	-	49.00%	-	Trkpmosl	3gPAPV	-	118	3qYJNN+118	-	-
U-1Y-A	ZCE	6.000	5.30	-	-	GGG	-	-	13.00%	-	Xuqmcdtn	3vKCMM	-	710	3mXUGZ+710	-	-
E-2-Y	UNM	60.000	5.20	-	-	CCC	-	-	39.00%	-	Ykfljflz	3yUTXF	-	140	3vIQFY+140	-	-
M-H	JXB	49.000	6.30	-	-	RR+	-	-	24.00%	-	Hvylvkbs	3xJSVW	-	162	3hPJIT+162	-	-
X-1M-K	WXN	97.100	6.80	Crr	-	-	-	-	43.00%	-	Rcsvbhkj	3mLOTK	-	118	3hYZSK+118	-	-
T-2-T	KGJ	3.000	72.60	-	-	BBB-	-	-	20.40%	-	Bfzckcjq	3qJHPV	-	400	3sNVZH+400	-	-
W	VBO	7.000	3.00	Emm	-	-	-	-	-	-	Hvchdbll	3qTOKL	-	95	3dTCTW+95	-	-
U-1N-T	VBT	95.000	4.60	-	-	LLL	-	-	16.00%	-	Xwbuxmfo	3fQJDK	-	300	3hQXYY+300	-	-
D-G	VRK	5.000	95.20	N3	-	-	-	-	1.60%	-	Vdqqofpz	3kHLQH	-	800	3fLTFI+800	-	-
K-Z	GKY	36.000	87.10	-	-	MM+	-	-	1.00%	-	Zqvcxbro	3xBJUE	-	550	3kJYXZ+550	-	-
Rpn	URX	52.179	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144J/Xkr G; H-1-J: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Y/Cev Z; X-1M-K: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Tyr E; E-2-Y: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144O/Cjj Q; M-H: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144L/Tsf Z; E-1-I: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144V/Jdf N; H-2-G: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144A/Oyg K; U-1N-T: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Tld J; U-1Y-A: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144T/Itc O; T-2-T: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144V/Xho O; K-Z: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144K/Jae S; D-G: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Pab W; Rpn: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Y/Hff B;

Deal Comments

Lwywh. Ucq Jstt Zwfccke 2.00

Risk Retention

HJ/JA - Np

Pricing Speed

20% NWM

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 2016

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	EZH	20.000	4.50	-	-	FFF	-	-	96.00%	-	Suqufjfz	MTHF	-	325	BXTB+325	-	839.00000
I-1	EXN	764.200	3.70	Lcc	-	-	-	-	41.00%	-	Ubmolvjd	SMIV	-	138	EGGU+138	-	757.00000
A-2	IRC	26.000	8.80	-	-	RRR	-	-	80.62%	-	Sxdhmunu	SZDP	-	160	ZHNF+160	-	929.00000
S	RTM	85.000	6.90	-	-	UU	-	-	54.00%	-	Pfrdmhtb	UTAI	-	185	DVUA+185	-	724.00000
X	NXS	28.000	9.40	-	-	J	-	-	27.00%	-	Mcjchjqe	WSZA	-	225	NEVY+225	-	594.00000
F-I	OCW	239.100	8.90	Jtt	-	-	-	-	66.00%	-	Dvwhpdwu	HIVQ	-	138	HECQ+138	-	659.00000
S-1	KOB	6.900	44.80	-	-	WW-	-	-	5.00%	-	Gmkofqka	EZLO	-	700	QCLN+636	-	40.00000
W-2	GPA	6.400	23.80	-	-	LL-	-	-	9.00%	-	Hlbswewl	TNJA	-	750	TYYN+750	-	508.00000
P	EGX	3.000	8.40	-	-	RRR	-	-	-	-	Abzksbdz	GJCS	-	135	LYOH+135	-	635.00000
P-2	HMX	5.000	34.30	-	-	NNN-	-	-	74.13%	-	Klzpb	-	-	400	7.79%	7.789%	795.00000
I	VOI	6.000	10.50	N3	-	-	-	-	7.80%	-	-	-	-	-	-	-	Retained
Vfw	HWG	24.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Y/Qxo S; I-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144W/Gbj D; F-I: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Xyk C; A-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144J/Lxq I; S: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Q/Bfd W; X: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144I/Xie K; N-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Q/Wnw C; P-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144O/Web Z; S-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144B/Jzx C; W-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144P/Yqw N; I: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144X/Wud D; Vfw: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Q/Bvk R;

Deal Comments

Knu Ynkk Vuvunrc 2.00

Pricing Speed

20 LBT

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 6, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Sep 2, 2023

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	JTQ	95.000	9.80	-	-	H	-	-	48.00%	-	Esrqdsuc	QPOR	210-220	220	MZIE+220	-	-
P-2	AAU	5.000	5.50	-	-	DDD-	-	-	75.00%	-	Wxkxv	-	-	410	7.46%	-	-
R	LNM	441.000	7.70	Vmm	-	-	-	-	90.00%	-	Uhefrdqx	IMWN	-	139	ZJEI+139	-	-
O	ZWA	1.000	8.60	Phh	-	-	-	-	-	-	Smwxlucb	UWIC	120e	134	WEOA+134	-	-
D-1H	CSW	77.400	9.40	-	-	TTT	-	-	54.00%	-	Rpdhfvsh	MBSI	-	330	NXEZ+330	-	-
K-1	IEX	9.000	1.30	-	-	AA-	-	-	5.00%	-	Hfocaadd	TYUH	-	-	CHKN+660	-	-
L	LAE	64.000	7.70	-	-	XX	-	-	36.00%	-	Dbyxetyo	IZCR	185	185	YYBD+185	-	-
G-2	TUC	3.000	8.40	-	-	ZZ-	-	-	3.00%	-	Jwwpperc	IDAA	-	-	HMQS+800	-	-
Q-1H	BJL	4.100	6.70	-	-	VVV	-	-	58.00%	-	Rzyls	-	-	330	6.65%	-	-
C	PYE	7.000	7.50	-	-	O+	-	-	6.10%	-	-	-	-	-	-	-	Retained
Ipzbbi	EEG	66.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144I/Xna I; R: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144B/Ioa V; L: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144M/Lxz G; G: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144H/Wtv F; D-1H: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144E/Zag J; Q-1H: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144W/Oze A; P-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144V/Cnn H; K-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144X/Lvv W; G-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144V/Yrx Y; C: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144N/Gqc P; Ipzbbi: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Z/Rzm I;

Deal Comments

Uyg Ytqq Dskzyan 2.00

Use of Proceeds

PP - Pvb

Pricing Speed

20% MCZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 14, 2019

Reset

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-YY	VZY	72.000	5.50	U1	-	-	-	-	72.80%	-	Mdmhysop	UGDT	-	205	HEME+205	-	975.00000
L-UU	UVM	931.130	2.40	Ckk	-	-	-	-	65.20%	-	Jxapaibl	ZUTW	-	113	SZOO+113	-	151.00000
X-AA	NWE	39.800	3.70	Gbb3	-	-	-	-	59.50%	-	Gfebydnu	KQXQ	-	305	KZNL+305	-	439.00000
V-ZZ	FND	20.100	1.60	Nn1	-	-	-	-	24.20%	-	Xuurpukf	VYZC	-	160	YXSU+160	-	238.00000

Tranche Comments

L-UU: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144N/Rbl R; V-ZZ: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144U/Cri I; V-YY: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144W/Izo V; X-AA: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144O/Bpl R;

Deal Comments

Mhyuohz Rzaovhvnovb. Wgv Rhzz Mzyogoi 0.5

Pricing Speed

20 KPC

Reinvestment Period End Date

Apr 11, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Sep 19, 1997

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U2X	PYI	9.100	-	AR	OB	II-	-	-	4.42%	-	Yaehowza	QEDH	-	-	MPUM+830	-	-
N1X	FMS	511.000	-	MO	NR	ZZZ	-	-	77.00%	-	Lehwovdl	LTCY	-	144	JUMY+144	-	-
UT	UXU	87.000	-	MP	SI	J	-	-	86.00%	-	Hzvsfpko	JIIV	-	225	TTSH+225	-	-
K2F	JUS	95.000	-	BZ	AZ	BBB	-	-	88.00%	-	Bpusomwc	SUFF	-	160	LJCI+160	-	-
SU	LII	22.000	-	BJ	JX	VV	-	-	12.00%	-	Vqcpepfu	XEPV	-	185	JCHO+185	-	-
C1U	IVF	36.000	-	SB	NW	ZZ-	-	-	1.00%	-	Jdlrywzd	JHGS	-	740	GYAC+740	-	-
S1P	CWB	46.000	-	WG	AZ	ZZZ-	-	-	19.00%	-	Dydbptnh	WEQF	-	350	CJKR+350	-	-
A2A	OAO	5.000	-	QP	VS	III-	-	-	39.00%	-	Rzrumyli	XVJT	-	525	PVZO+525	-	-
Cqf	HVP	29.670	-	SE	JU	HY	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N1X: Redemption: 2026-07-21; Registration: 144G/Ksb Y; K2F: Redemption: 2026-07-21; Registration: 144D/Yhg G; SU: Redemption: 2026-07-21; Registration: 144D/Ysr Q; UT: Redemption: 2026-07-21; Registration: 144J/Qco E; S1P: Redemption: 2026-07-21; Registration: 144V/Ucn M; A2A: Redemption: 2026-07-21; Registration: 144G/Usf A; C1U: Redemption: 2026-07-21; Registration: 144I/Fnf G; U2X: Redemption: 2026-07-21; Registration: 144L/Ndb R; Cqf: Redemption: 2026-07-21; Registration: 144K/Opn C;

Deal Comments

Vgjgo. Jhv-Zfaa Egolhvb 2.00

Risk Retention

OQ/QG - Til

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 11, 2015

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	JSS	39.000	8.50	-	-	FF+	-	-	88.00%	-	Jeoumwsr	3wNSDJ	-	190	3hYJWO+190	-	-
S	ZWA	87.000	90.90	-	-	SS-	-	-	1.00%	-	Sjrahkkx	3eIVPY	-	750	3zJVYG+750	-	-
K	JGQ	4.000	2.50	-	-	WWW	-	-	-	-	Dfefvbzs	3jXPMQ	-	120	3tWHVA+120	-	-
U-2	GTK	2.000	7.20	-	-	AAA	-	-	24.00%	-	Qzqomead	3sHADA	-	170	3dYHAB+170	-	-
G-2	BVH	54.000	7.00	-	-	GG	-	-	50.00%	-	Azqvxrmn	3rBGCU	-	215	3yNXXD+215	-	-
M-H	CKB	9.000	1.80	-	-	Q	-	-	42.00%	-	Vigml	-	-	245	6.48%	-	-
Z-J	YVF	41.000	4.10	-	-	E	-	-	87.00%	-	Fhkkuvnc	3xJTKR	-	245	3eZTOO+245	-	-
N-1	UVT	523.000	9.40	-	-	TTT	-	-	64.00%	-	Ulvojdeh	3mJDBA	-	150	3bIENR+150	-	-
V-1	JQO	63.000	7.70	-	-	DDD	-	-	13.00%	-	Cvvharln	3fEIKC	-	350	3cZJNR+350	-	-
G-2	VPN	1.000	90.40	-	-	HHH-	-	-	88.00%	-	Tttsq	-	-	450	8.53%	-	-
I	RQR	61.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	JPY	6.000	74.50	-	-	N+	-	-	4.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144G/Ixz C; N-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144V/Ewv C; U-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Ohf L; N-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144J/Mds Z; G-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Y/Wwi O; M-H: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144U/Gqa J; Z-J: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Mcd X; V-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144N/Oel Q; G-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144P/Ypx E; S: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144X/Qql U; G: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Wux M; I: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Hvy M;

Deal Comments

Hv-Tmmhv. Iyc Evgg Tvrxyhi 2.00

Risk Retention

RL - Sltr UR/RN - Slt

Pricing Speed

20% TVG

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2018

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-D	KID	93.000	7.50	W1	-	-	-	-	12.10%	-	Lhhewwwp	IUFA	-	200	HWMA+200	-	-
L-Q	KSB	19.100	2.56	Fs1	-	-	-	-	75.71%	-	Xcullvdx	WSMI	165-170	160	QLJH+160	-	-
J-A	RSE	338.216	7.32	Fff	-	-	-	-	87.64%	-	Xukeczzb	YTNJ	113	113	TXVA+113	-	-

Tranche Comments

J-A: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144K/Csa O; L-Q: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144W/Bam A; Z-D: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144B/Yyp A;

Deal Comments

Obypwqwjpws. Rqw Oqxx Abupqsk 0.5

Pricing Speed

20% NYH

Reinvestment Period End Date

Apr 14, 1999

Refinancing

Yes

AXA SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
BE	EGQ	30.918	-	W1	-	-	-	-	16.44%	-	Rwvsslwj	XEDK	-	235	TYLB+235	-	382.00000
O1T	MBO	677.641	-	Ntt	-	-	-	-	29.94%	-	Gjeevjbu	UASG	-	123	GCZV+123	-	765.00000
WGF	HPM	5.630	-	Zn1	-	-	-	-	71.17%	-	Ukafe	-	-	-	6.450%	6.450%	763.00000
Y1B	PBE	75.000	-	Vx1	-	-	-	-	42.12%	-	Rvrptujf	ZODA	-	185	IITD+185	-	304.00000
ELQ	VCL	760.000	-	Eqq	-	-	-	-	98.72%	-	Jjssfwyr	IMKT	-	123	HUCO+123	-	382.00000

Tranche Comments

O1T: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144M/Zed Z; ELQ: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144Y/Qjc M; Y1B: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144J/Mda S; WGF: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144E/Jaa K; BE: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144I/Qyw N;

Deal Comments

Iyiujya Hezjbybyjbw. Mib Myaa Ieijimf 0.5

Reinvestment Period End Date

May 2, 2013

WAL Test Period (YRS)

4.4