XIII(R)

Allegro CLO (ALLEG) XIII(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
H-E	LRU	9.000	8.30	Sww	-	-	-	-	-	-	Cuhlpiyr	3uHSOP	-	-	110	3gHJNV+110	-	-
P-2-E	EZG	82.000	5.80	-	-	JJJ	-	-	81.00%	-	Hpoxlcwi	3qXNUI	-	-	165	3xTZEN+165	-	-
H-U	IYU	10.000	2.90	-	-	J	-	-	50.00%	-	Rrjxprfk	3pYPCO	-	-	210	3aYDQW+210	-	-
M-2-I	GXO	8.300	15.00	-	-	OOO-	-	-	77.60%	-	Dybaz	-	-	-	445	8.33%	-	-
K-1-V	KUN	31.600	1.20	-	-	EEE	-	-	23.60%	-	Zwobpjcn	3vWWSR	-	-	315	3mUUZV+315	-	-
E-Q	EKL	60.000	55.10	-	-	OO-	-	-	6.00%	-	Phfsxstu	3bVVKT	-	-	630	3yUQKM+630	-	-
L-1-Y	LSG	277.000	5.60	Zxx	-	-	-	-	34.00%	-	Dzuqyioa	3hCWON	-	-	134	3lYDST+134	-	-
Ast	TEG	30.570	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P-O	BAB	766.000	52.10	V3	-	-	-	-	9.91%	-	-	-	-	-	-	-	-	Retained
O-Q	XEG	26.000	1.20	-	-	RR	-	-	89.00%	-	Hodudxoi	3dUYUD	-	-	180	3xEXCF+180	-	-

Tranche Comments

H-E: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Q/Rsq L; L-1-Y: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144A/Okw W; P-2-E: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Z/Zif Y; O-Q: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144X/Mkc P; H-U: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144J/Ibo V; K-1-V: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144A/Knw G; M-2-I: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144B/Pmh C; E-Q: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144D/Deo F; P-O: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144V/Zix W; Ast: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144F/Glu X;

Deal Comments

Rfpfx. Rva Lzhh Afujvay 2.00

Risk Retention

JC/CO - Mhag CE - Mha

Pricing Speed

20% FUF

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 26, 2009