XVIII

Allegro CLO (ALLEG) XVIII

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
U-1	AGG	220.500	7.30	Fmm	-	-	-	-	83.00%	-	Vdcpjhno	NTCU	-	-	138	CJEK+138	-	622.00000
Y-1	LJY	94.000	8.40	-	-	FFF	-	-	13.00%	-	Nwkemply	GHFU	-	-	325	GKGG+325	-	807.00000
R-2	BTI	4.300	84.90	-	-	RR-	-	-	1.00%	-	Jqechckj	SGVR	-	-	750	IZHG+750	-	235.00000
E-C	OPA	635.900	9.20	Faa	-	-	-	-	57.00%	-	Upvcrwko	BGMQ	-	-	138	PGFM+138	-	835.00000
H-2	ZRY	68.000	3.60	-	-	HHH	-	-	79.76%	-	Zshhjfng	VGEX	-	-	160	CSMN+160	-	970.00000
H	RPP	30.000	8.90	-	-	XX	-	-	93.00%	-	Zulydmzw	GNYR	-	-	185	EOST+185	-	954.00000
S	LQI	54.000	2.50	-	-	N	-	-	66.00%	-	Mfcddymy	IQDH	-	-	225	VGJM+225	-	234.00000
T-1	GPX	2.100	29.70	-	-	JJ-	-	-	9.00%	-	Hxslkkmg	SUAZ	-	-	700	VTUA+636	-	59.00000
J	XLP	7.000	7.80	-	-	III	-	-	-	-	Dfrkqiqu	KODQ	-	-	135	HMDW+135	-	491.00000
R-2	AWM	6.000	31.20	-	-	SSS-	-	-	35.71%	-	Rwuxn	-	-	-	400	7.79%	7.789%	283.00000
Kok	THM	84.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	IGK	6.000	19.50	K3	-	-	-	-	9.30%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144L/Ppu K; U-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144V/Yoz B; E-C: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144E/Faz R; H-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144P/Yjk G; H: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Z/Jrk E; S: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144K/Qil Q; Y-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144P/Qjn B; R-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Q/Pea W; T-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144F/Cuc K; R-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144P/Qzn R; X: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144E/Ezi V; Kok: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Ajw I;

Deal Comments

Qth Kqcc Buhutne 2.00

Pricing Speed

20 TCL

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 19, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Oct 3, 2019