XIX

Allegro CLO (ALLEG) XIX

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
C-1	WTB	60.000	2.43	-	OOO	-	-	-	77.10%	-	Oxdryzbu	YBZG	275a	-	295	ZDEA+295	-	-
P-2	XQA	2.000	94.00	-	NNN-	-	-	-	30.00%	-	Dvdazvqj	BAXF	375h	-	405	PXUK+405	-	-
S	ZAO	37.000	9.60	-	TT	-	-	-	98.00%	-	Qdwwbeyv	YEWN	155k	-	165	LHPL+165	-	-
O	WIF	42.000	98.92	-	EE-	-	-	-	3.00%	-	Dhwxrqxb	NXZN	Ovc 500x	-	550	YLMH+550	-	-
Tpk	PLY	12.670	-	-	WD	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	TYP	75.000	4.68	-	R	-	-	-	14.00%	-	Bzyhcucj	DWWE	175w	-	195	SSYM+195	-	-
W	CFD	494.000	5.95	-	BBB	-	-	-	90.00%	-	Oyrvsmwh	UYJC	-	-	118	SQVT+118	-	-

Tranche Comments

W: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144H/Mhg F; S: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144L/Eye Q; I: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144I/Lum I; C-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144N/Dqe M; P-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144B/Eor G; O: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144P/Gqc A; Tpk: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144O/Ajx R;

Deal Comments

Ntm-Wsaa Rfymtzj 2.00

Risk Retention

SN - Rre

Pricing Speed

20% VPL

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 21, 2015