XVII

Allegro CLO (ALLEG) XVII

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
U-Y	YYM	614.000	7.40	Cmm	-	-	-	-	46.00%	-	Jmqwhdeb	DNNM	-	-	145	YVWU+145	-	882.00000
V	BMD	3.600	6.60	Yaa	-	-	-	-	-	-	Aehdoqlt	WBYB	-	-	135	EKBH+135	-	378.00000
Z-1	CSI	59.000	7.50	-	-	TTT	-	-	99.00%	-	Tkbuhoul	TVIW	-	-	360	TXOH+360	-	446.00000
I	MQY	20.000	8.30	-	-	GG	-	-	44.00%	-	Ierhqdfc	XICM	-	-	195	QOUM+195	-	748.00000
R	QVY	74.000	7.10	-	-	V	-	-	84.00%	-	Pdvldfws	VNPT	-	-	235	GJXC+235	-	898.00000
Q-2	HSM	6.200	4.40	-	-	EEE-	-	-	46.80%	-	Lyuvbcrb	KVGI	-	-	525	CVBV+525	-	657.00000
A-2	GTI	62.000	6.30	-	-	ZZZ	-	-	54.00%	-	Ibxakyys	LYZQ	-	-	172	YHXB+172	-	701.00000
R	HZC	36.200	79.10	-	-	DD-	-	-	4.00%	-	Owcakppt	GEMY	-	-	715	YUWV+699	-	68.00000
F-1	ECG	310.000	4.90	Lvv	-	-	-	-	82.00%	-	Jrldpwos	GSPK	-	-	145	WCOU+145	-	800.00000
S	TVX	1.710	42.40	E3	-	-	-	-	9.52%	-	-	-	-	-	-	-	-	Retained
Vpi	RMP	23.390	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144Y/Dcf S; F-1: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144D/Nnq L; U-Y: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144J/Eci E; A-2: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144Z/Qxk E; I: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144E/Tcu F; R: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144M/Yom P; Z-1: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144L/Ffh Z; Q-2: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144N/Djn W; R: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144N/Mex I; S: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144P/Vce H; Vpi: First Pay: 2026-01-25; Redemption: 2027-06-18; Registration: 144Y/Yjq Q;

Deal Comments

Lgt-Ggww Jonugum 2.00

Risk Retention

SU - Dmo

Pricing Speed

20 PXP

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Feb 10, 2008