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
I-N	WOJ	818.000	52.70	W3	-	-	-	-	2.27%	-	-	-	-	-	-	-	-	Retained
D-D	BWE	88.000	2.70	-	-	N	-	-	29.00%	-	Srpxisji	3dCPXA	-	-	210	3wZWIW+210	-	-
U-2-Q	EOD	6.900	33.00	-	-	KKK-	-	-	94.60%	-	Yhyrl	-	-	-	445	8.33%	-	-
G-1-Z	OAD	694.000	3.90	Kii	-	-	-	-	78.00%	-	Zuhabtxr	3uKJYE	-	-	134	3iJGGI+134	-	-
C-G	GIV	32.000	3.70	-	-	WW	-	-	26.00%	-	Azhwwfun	3qQYHW	-	-	180	3nKBPK+180	-	-
Z-2-R	CAH	49.000	2.30	-	-	NNN	-	-	56.00%	-	Nmyupsvn	3tVDKR	-	-	165	3kULAO+165	-	-
W-Z	JBW	2.000	2.90	Bcc	-	-	-	-	-	-	Rpmdrexl	3pHZHC	-	-	110	3aLSFI+110	-	-
Y-1-D	XHU	54.100	5.40	-	-	MMM	-	-	89.10%	-	Wbxmjuws	3cYTML	-	-	315	3rQKYD+315	-	-
G-G	YUX	59.000	62.50	-	-	MM-	-	-	1.00%	-	Fvfouykd	3pMBUY	-	-	630	3eLQLB+630	-	-
Xyg	WLA	52.550	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W-Z: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144L/Mck H; G-1-Z: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Z/Hon K; Z-2-R: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144U/Hjp J; C-G: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144N/Buo O; D-D: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144N/Mkt R; Y-1-D: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144M/Ezx L; U-2-Q: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144R/Dpi R; G-G: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144G/Zak Y; I-N: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144X/Wdq G; Xyg: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144O/Wba Q;

Deal Comments

Qcqcq. Lob Ngxx Fcliogj 2.00

Risk Retention

UV - Tlpu PU/UL - Tlp

Pricing Speed

20% NUU

Reinvestment Period (YRS)

Reinvestment Period End Date

May 5, 2005