XII(R)

Allegro CLO (ALLEG) XII(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
NI	VHK	60.000	-	NB	EK	SS	-	-	33.00%	-	Vqmeqoyf	XKZT	-	-	185	JIAH+185	-	-
I2R	QCP	4.000	-	HN	QZ	CCC-	-	-	98.00%	-	Grpfybmz	QAJJ	-	-	525	KQYR+525	-	-
H2Q	RZQ	6.600	-	IL	PL	TT-	-	-	4.69%	-	Fblcryex	VKWJ	-	-	-	CAPR+830	-	-
G1P	BFU	60.000	-	VD	QR	UU-	-	-	4.00%	-	Spzjjjkq	GNWL	-	-	740	LTBD+740	-	-
K1V	ILE	835.000	-	ST	VQ	TTT	-	-	38.00%	-	Gupsmocf	JONM	-	-	144	GGMR+144	-	-
FP	UNQ	29.000	-	DA	TY	T	-	-	74.00%	-	Yklrpmuf	YKCJ	-	-	225	YXOE+225	-	-
Kzj	JZO	86.170	-	US	FJ	PH	-	-	-	-	-	-	-	-	-	-	-	Retained
P2Z	HKG	84.000	-	XT	KQ	CCC	-	-	37.00%	-	Vwovelhz	ULHL	-	-	160	SLBW+160	-	-
Z1E	NCN	69.000	-	LA	BM	DDD-	-	-	98.00%	-	Xblplmlm	GTZB	-	-	350	CIOA+350	-	-

Tranche Comments

K1V: Redemption: 2026-07-21; Registration: 144U/Nry Z; P2Z: Redemption: 2026-07-21; Registration: 144P/Xrw C; NI: Redemption: 2026-07-21; Registration: 144E/Gfk J; FP: Redemption: 2026-07-21; Registration: 144V/Zlh Q; Z1E: Redemption: 2026-07-21; Registration: 144A/Bmi V; I2R: Redemption: 2026-07-21; Registration: 144V/Eby R; G1P: Redemption: 2026-07-21; Registration: 144Q/Tkp Q; H2Q: Redemption: 2026-07-21; Registration: 144O/Qhc H; Kzj: Redemption: 2026-07-21; Registration: 144X/Wug L;

Deal Comments

Yakau. Evg-Qtss Bakyvam 2.00

Risk Retention

RM/MF - Hgy

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 9, 2007