XIII

Allegro CLO (ALLEG) XIII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

AXA SA

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N	AFC	87.000	8.70	Rh2	-	-	-	-	15.00%	-	Zhyswdia	3zE	-	-	170	3cX+170	-	-
M	FBW	82.000	8.20	N3	-	-	-	-	49.00%	-	Omuqdfzg	3nD	-	-	210	3oW+210	-	-
G	CYJ	24.000	96.40	Xi3	-	-	-	-	8.00%	-	Sordwtyo	3mK	-	-	675	3sC+661	-	-
Y	EHG	30.000	8.70	See3	-	-	-	-	17.00%	-	Jkekuxvq	3gP	-	-	320	3xI+320	-	-
T	KYN	3.100	1.40	Qaa	-	-	-	-	-	-	Qlwhuftn	3lU	-	-	100	3vL+100	-	-
Z	TWE	614.000	3.10	Tcc	-	-	-	-	93.00%	-	Bcbszbwk	3bO	-	-	114	3tN+114	-	-
H-L	GRU	357.000	2.80	Pbb	-	-	-	-	93.00%	-	Youeccao	3jY	-	-	114	3fN+114	-	-
Gqaqac	YVI	62.540	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T: First Pay: 2021-10-20; Redemption: 2023-07-20; Z: First Pay: 2021-10-20; Redemption: 2023-07-20; H-L: First Pay: 2021-10-20; Redemption: 2023-07-20; N: First Pay: 2021-10-20; Redemption: 2023-07-20; M: First Pay: 2021-10-20; Redemption: 2023-07-20; Y: First Pay: 2021-10-20; Redemption: 2023-07-20; G: First Pay: 2021-10-20; Redemption: 2023-07-20; Gqaqac: First Pay: 2021-10-20; Redemption: 2023-07-20;

Deal Comments

Rzy Mbuu Ukglzzo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 2, 2008