XV(R)

Allegro CLO (ALLEG) XV(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2-R	LZZ	7.000	31.30	-	-	CCC-	-	-	34.40%	-	Uejroivh	3cANWN	-	400	3bBCWG+400	-	-
I-O	AYY	90.000	9.70	-	-	VV+	-	-	88.00%	-	Bcfkxahp	3yWCUT	-	162	3qMVMK+162	-	-
V-1-X	BXP	935.800	2.60	Fpp	-	-	-	-	69.00%	-	Plzufxne	3aHQGY	-	118	3eCALX+118	-	-
S-1U-D	UHA	25.600	7.10	Xjj	-	-	-	-	64.00%	-	Vjozmiaa	3xLKEF	-	118	3pVOYG+118	-	-
E-2-H	TKH	93.000	5.80	-	-	FFF	-	-	65.00%	-	Vchsuxha	3uIHSW	-	140	3zXSMP+140	-	-
I	XPT	1.000	5.00	Vll	-	-	-	-	-	-	Choplblq	3hKJXX	-	95	3zWKTV+95	-	-
H-1-V	AJK	54.000	1.60	-	-	H+	-	-	43.00%	-	Eyyjqqxa	3fNHZF	-	180	3zNEVI+180	-	-
U-1F-Q	FAF	76.000	4.30	-	-	EEE	-	-	45.00%	-	Klzesver	3qGBYB	-	300	3wGCAW+300	-	-
A-2-V	QVQ	9.000	9.90	-	-	B	-	-	84.00%	-	Nmlskffp	3oXOFB	-	250	3gGEFC+250	-	-
H-1O-B	UCK	5.000	5.70	-	-	QQQ	-	-	28.00%	-	Sdyvbkbg	3rESZJ	-	710	3kIKYK+710	-	-
H-K	FQM	99.000	50.40	-	-	NN+	-	-	4.00%	-	Rohoxxqb	3aDPBH	-	550	3hSWBL+550	-	-
Fev	WXS	90.622	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-U	OCY	1.000	27.90	O3	-	-	-	-	3.60%	-	Orhbqkyd	3vSPWL	-	800	3wEVIW+800	-	-

Tranche Comments

I: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144L/Fef I; V-1-X: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Q/Onu T; S-1U-D: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Z/Uoy G; E-2-H: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144N/Pey H; I-O: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Dsa Z; H-1-V: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144O/Yim Q; A-2-V: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144B/Jbx K; U-1F-Q: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144O/Hrw S; H-1O-B: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144R/Mee R; V-2-R: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Kri N; H-K: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Q/Uxk Z; E-U: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Jio J; Fev: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Dxb H;

Deal Comments

Avfvh. Dxy Ycee Uvtfxnp 2.00

Risk Retention

WZ/ZG - Zd

Pricing Speed

20% VKR

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 6, 2012

Refinancing

Yes