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
C	ZOV	32.000	-	PU	A	-	-	-	28.00%	-	Lhmlaqml	SYWQ	-	-	250	LKZB+250	-	-
C	PKK	2.400	-	I3	CN	-	-	-	5.50%	-	-	-	-	-	-	-	-	Retained
Q	LER	96.000	-	KY	ZZZ-	-	-	-	74.00%	-	Qjauyjpa	QSDU	-	-	365	IGHS+365	-	-
F-R	CRH	224.000	-	Fww	HU	-	-	-	81.00%	-	Yusqtpvu	VCFA	-	-	150	HWMS+150	-	-
U-O	NFG	41.000	-	Vvv	YV	-	-	-	68.00%	-	Hzezlxnx	MHJV	-	-	150	PKHA+150	-	-
U	GYK	55.000	-	Sl3	JX	-	-	-	5.70%	-	Kuwwhdem	DJBS	-	-	750	GGYB+735	-	-
Jtf	IXC	36.813	-	WN	IY	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	UGC	14.000	-	KI	FF	-	-	-	39.00%	-	Tvxlloer	AYNU	-	-	205	JWVK+205	-	-

Tranche Comments

F-R: First Pay: 2023-01-20; Redemption: 2024-06-10; U-O: First Pay: 2023-01-20; Redemption: 2024-06-10; J: First Pay: 2023-01-20; Redemption: 2024-06-10; C: 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; C: First Pay: 2023-01-20; Redemption: 2024-06-10; Jtf: First Pay: 2023-01-20; Redemption: 2024-06-10;

Deal Comments

Oym Ikxx Aaaxyyf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 9, 2003