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
T-2-F	WOE	5.000	9.20	-	-	I	-	-	20.00%	-	Kheqjaiv	3uZENQ	-	-	250	3uZMMW+250	-	-
D-1C-F	IED	27.000	8.80	-	-	ZZZ	-	-	65.00%	-	Mcmbfari	3yWYJZ	-	-	300	3gUQIX+300	-	-
D-2-W	QGU	53.000	3.70	-	-	CCC	-	-	68.00%	-	Cpqhtrps	3pKZGW	-	-	140	3lZXLP+140	-	-
G-1O-S	MTD	2.000	3.40	-	-	EEE	-	-	96.00%	-	Trwseqer	3pSDQI	-	-	710	3mAMSB+710	-	-
Z-2-A	WOG	4.000	76.10	-	-	YYY-	-	-	19.30%	-	Bhmkesli	3dYEFF	-	-	400	3mSHEK+400	-	-
G-H	GHS	98.000	5.90	-	-	OO+	-	-	72.00%	-	Cuwpttwk	3uTHSN	-	-	162	3tQEGA+162	-	-
V	LPE	7.000	6.00	Bmm	-	-	-	-	-	-	Gqfrembk	3jUHVP	-	-	95	3zDZTK+95	-	-
U-1-A	CGR	65.000	9.60	-	-	R+	-	-	51.00%	-	Cwhzbkcv	3cKZII	-	-	180	3bJEMB+180	-	-
W-1-Y	GOY	377.700	5.30	Yss	-	-	-	-	53.00%	-	Sfzysras	3uSDGM	-	-	118	3sTIMZ+118	-	-
P-1U-V	EON	50.400	6.30	Iss	-	-	-	-	94.00%	-	Vffztrxs	3kMEYB	-	-	118	3eMAGG+118	-	-
A-Z	NAC	53.000	56.30	-	-	LL+	-	-	1.00%	-	Qvxzdkxu	3fEPPE	-	-	550	3mNAYW+550	-	-
Tvl	GFF	31.529	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-K	WVA	5.000	93.30	N3	-	-	-	-	5.80%	-	Ozhxflue	3nGXCP	-	-	800	3hPJXN+800	-	-

Tranche Comments

V: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144D/Gxi L; W-1-Y: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144A/Vaw P; P-1U-V: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Fca G; D-2-W: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Lqs Y; G-H: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144D/Tjy W; U-1-A: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144P/Bpq W; T-2-F: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Mvs S; D-1C-F: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Kde U; G-1O-S: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Z/Ewv V; Z-2-A: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144A/Xzu Q; A-Z: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144A/Gpm F; Q-K: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144J/Mwk A; Tvl: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Vbv X;

Deal Comments

Xcxcv. Fjv Swcc Icomjtq 2.00

Risk Retention

HL/LU - Hj

Pricing Speed

20% EQD

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 27, 2010