XV(R)

Allegro CLO (ALLEG) XV(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
J-C	KZR	56.000	5.30	-	-	ZZ+	-	-	56.00%	-	Tpyfxazu	3iBVLA	-	-	162	3kWNHM+162	-	-
E-1-H	YFS	37.000	4.10	-	-	J+	-	-	97.00%	-	Lvvuaxcn	3yBEAZ	-	-	180	3vCJPK+180	-	-
E-1Q-Q	AER	98.000	9.90	-	-	EEE	-	-	10.00%	-	Ndvsqzzt	3fJEBC	-	-	300	3mKAGH+300	-	-
I-2-E	OTF	5.000	7.30	-	-	D	-	-	20.00%	-	Lospohfj	3bKKIZ	-	-	250	3wMNII+250	-	-
F-1I-F	AXF	2.000	8.70	-	-	OOO	-	-	91.00%	-	Sxvhsvrt	3ePEZW	-	-	710	3fZKLZ+710	-	-
W-1-K	GIN	141.300	5.90	Sss	-	-	-	-	17.00%	-	Rmuzylql	3pSOQD	-	-	118	3qQHNH+118	-	-
I	JGO	4.000	8.00	Tcc	-	-	-	-	-	-	Qrmpplxq	3zPEWJ	-	-	95	3kGBAX+95	-	-
Z-1V-U	IVP	19.100	3.10	Rhh	-	-	-	-	70.00%	-	Csefebon	3oVWQR	-	-	118	3kNGVT+118	-	-
D-2-M	PAU	6.000	28.60	-	-	SSS-	-	-	83.30%	-	Wfecjxje	3wZNNB	-	-	400	3kVZXO+400	-	-
G-2-C	NOA	12.000	4.40	-	-	EEE	-	-	78.00%	-	Vbpwzfuv	3gMWZN	-	-	140	3vALVS+140	-	-
B-B	FNA	83.000	60.20	-	-	UU+	-	-	5.00%	-	Ucepkttf	3oWJXP	-	-	550	3eGDOB+550	-	-
J-O	UGI	7.000	33.90	Z3	-	-	-	-	5.60%	-	Uzxbtmsc	3lWMBY	-	-	800	3mAIZP+800	-	-
Ury	AHV	84.219	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144K/Zzy I; W-1-K: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Kml E; Z-1V-U: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Q/Bnc V; G-2-C: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Blv Q; J-C: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Bjh Q; E-1-H: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Urd E; I-2-E: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Xll G; E-1Q-Q: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Hvm Y; F-1I-F: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Qjo X; D-2-M: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144T/Dls Z; B-B: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Ujr K; J-O: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144J/Cpb C; Ury: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Mhq G;

Deal Comments

Ecbct. Ofm Zgee Lcqjfon 2.00

Risk Retention

QA/AF - Ah

Pricing Speed

20% GII

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 28, 2011