Allegro CLO (ALLEG) XV

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
Byg	YVW	67.133	-	HV	DC	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	TAU	19.000	-	Hf3	JA	-	-	-	6.40%	-	Jlyydqxw	KDHX	-	-	750	AYJP+735	-	-
J-V	OOX	65.000	-	Jdd	LJ	-	-	-	21.00%	-	Ivfytdqd	SIEV	-	-	150	MTUG+150	-	-
O	WLG	49.000	-	DG	WW	-	-	-	54.00%	-	Edqfoavz	LVWU	-	-	205	XLGE+205	-	-
U	HSZ	12.000	-	ED	AAA-	-	-	-	38.00%	-	Wzmdpbne	KGNF	-	-	365	CZMZ+365	-	-
S-V	NGM	309.000	-	Whh	ZR	-	-	-	15.00%	-	Hzvfqtuh	YOTJ	-	-	150	IMMO+150	-	-
Q	HSD	47.000	-	YM	B	-	-	-	77.00%	-	Ppwuvzmh	SINQ	-	-	250	WPAV+250	-	-
U	BPR	2.400	-	J3	IN	-	-	-	5.60%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S-V: First Pay: 2023-01-20; Redemption: 2024-06-10; J-V: First Pay: 2023-01-20; Redemption: 2024-06-10; O: First Pay: 2023-01-20; Redemption: 2024-06-10; Q: First Pay: 2023-01-20; Redemption: 2024-06-10; U: First Pay: 2023-01-20; Redemption: 2024-06-10; O: First Pay: 2023-01-20; Redemption: 2024-06-10; U: First Pay: 2023-01-20; Redemption: 2024-06-10; Byg: First Pay: 2023-01-20; Redemption: 2024-06-10;

Deal Comments

Qkj Bzbb Mtcqkzx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 11, 2012