V-S(R)

Allegro CLO (ALLEG) V-S(R)

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
O-1	WYX	83.000	3.90	-	-	SS+	-	-	66.00%	-	Grobxjvw	3dVOWQ	-	-	190	3uGNZT+190	-	-
G	BHV	1.000	3.10	-	-	NNN	-	-	-	-	Vfqhmqpk	3wSZQL	-	-	120	3sXUEZ+120	-	-
X-2	WIW	64.000	1.00	-	-	VV	-	-	12.00%	-	Xvqxxefq	3nGXVB	-	-	215	3fJXAY+215	-	-
T-P	UFO	1.000	7.50	-	-	Y	-	-	84.00%	-	Oqwis	-	-	-	245	6.48%	-	-
Y-2	WJR	3.000	25.20	-	-	CCC-	-	-	65.00%	-	Srplq	-	-	-	450	8.53%	-	-
R	JKR	56.000	28.70	-	-	HH-	-	-	8.00%	-	Gpksjcle	3uVOFC	-	-	750	3kSEZQ+750	-	-
V-2	BKX	8.000	2.70	-	-	GGG	-	-	79.00%	-	Bcxlxzbm	3fZLTK	-	-	170	3nQAZM+170	-	-
O-1	PYL	369.000	5.20	-	-	BBB	-	-	30.00%	-	Aqpzhmjo	3dYGNW	-	-	150	3tVTAQ+150	-	-
V-R	PRS	26.000	3.40	-	-	U	-	-	84.00%	-	Lqoclump	3wZOFJ	-	-	245	3hLVFY+245	-	-
W-1	CYZ	77.000	2.80	-	-	III	-	-	51.00%	-	Okfvefqw	3qBYQQ	-	-	350	3pWUXT+350	-	-
B	KXM	26.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	XMH	7.000	73.90	-	-	Z+	-	-	8.00%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144W/Zku Z; O-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144W/Ghf K; V-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144A/Zjt P; O-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Z/Yzc X; X-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144G/Cur R; T-P: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144T/Xyb O; V-R: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144H/Mds E; W-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144O/Dfb A; Y-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Cyk N; R: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Dti U; V: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144U/Nqr X; B: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144B/Ahw J;

Deal Comments

Mm-Rccsm. Wgm Ragg Omsggvd 2.00

Risk Retention

AG - Wjsk MA/AN - Wjs

Pricing Speed

20% WGP

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 19, 2006