XVII

Allegro CLO (ALLEG) XVII

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	CUU	4.900	5.60	Voo	-	-	-	-	-	-	Gxuaswoc	AJOR	-	135	EKAR+135	-	856.00000
J	LQJ	22.000	5.10	-	-	WW	-	-	81.00%	-	Kcdpluzo	TGFX	-	195	CLGI+195	-	451.00000
T-2	GJP	84.000	2.80	-	-	JJJ	-	-	98.00%	-	Llzhqylz	TAXA	-	172	UKHX+172	-	333.00000
A-1	CNF	359.000	7.60	Gzz	-	-	-	-	99.00%	-	Dvkyhotf	VHOM	-	145	VBES+145	-	289.00000
Q	NLX	71.000	2.20	-	-	W	-	-	24.00%	-	Opchedpe	CQHK	-	235	CLSK+235	-	664.00000
V-2	AWC	5.700	8.50	-	-	HHH-	-	-	74.50%	-	Wpxqzvxt	UDFN	-	525	YYEW+525	-	608.00000
L	BWF	62.100	57.60	-	-	QQ-	-	-	5.00%	-	Zzozfvnn	MKKI	-	715	CUDD+699	-	24.00000
H-S	ZKR	670.000	1.80	Saa	-	-	-	-	88.00%	-	Cbspbwaz	TIZR	-	145	KCYB+145	-	740.00000
V-1	YOF	83.000	8.20	-	-	VVV	-	-	95.00%	-	Xkxqapec	UVIV	-	360	VANR+360	-	903.00000
Q	RWD	3.680	66.20	D3	-	-	-	-	8.60%	-	-	-	-	-	-	-	Retained
Jyl	TNF	13.960	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144W/Ptw G; A-1: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144Q/Mqt Q; H-S: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144F/Cqj Z; T-2: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144A/Rqc O; J: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144A/Jxb F; Q: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144E/Pto G; V-1: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144V/Hck U; V-2: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144X/Usp Z; L: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144N/Pzu J; Q: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144I/Rri I; Jyl: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144M/Nhv I;

Deal Comments

Ths-Dpuu Pkehhej 2.00

Risk Retention

EV - Zff

Pricing Speed

20 QCW

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 8, 2025

WAL Test Period (YRS)

WAL Test Period End Date

Mar 10, 2021