XIV(R)

Allegro CLO (ALLEG) XIV(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
W-2-B	BNM	7.000	-	NP	-	WWW-	-	-	45.00%	-	Cmvvubwc	BKYE	-	400-410	410	WEFI+410	-	-
Q-N	OAN	39.000	-	PX	-	II-	-	-	1.00%	-	Mjomcfbj	LKGX	-	525-550	540	YSTG+540	-	-
U-C	GUX	4.770	-	Z3	-	VK	-	-	1.31%	-	-	-	-	-	-	-	-	Retained
C-1-R	ZTH	881.000	-	Bkk	-	DJ	-	-	24.00%	-	Vxzuhsyw	LJBU	-	134	134	SWFR+134	-	-
A-R	LCL	12.000	-	BB	-	DD	-	-	61.00%	-	Ucvbmfus	JYHB	-	170-175	170	WMUR+170	-	-
A-1-V	RVT	92.000	-	JE	-	QQQ-	-	-	85.00%	-	Zjekwhis	CUGL	-	295j	295	AKSO+295	-	-
H-2-U	RQV	63.000	-	KN	-	QQQ	-	-	96.00%	-	Kdllouwk	JOHU	-	160l	160	KYDR+160	-	-
P-N	EFJ	5.000	-	Kdd	-	QD	-	-	-	-	Zllcsukb	AJTA	-	95k	95	WYNE+95	-	-
T-J	KEB	76.000	-	ZL	-	W	-	-	57.00%	-	Npqslhtq	NUPC	-	195q	195	XKPR+195	-	-
Q-1-IE	CCB	961.000	-	Aee	-	FN	-	-	24.00%	-	Byhshwoj	INKO	-	-	134	JVZH+134	-	-
Hzo	EPW	16.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P-N: Redemption: 2027-08-14; Registration: 144A/Mae A; C-1-R: Redemption: 2027-08-14; Registration: 144H/Vvz M; Q-1-IE: Redemption: 2027-08-14; Registration: 144X/Gfk Q; H-2-U: Redemption: 2027-08-14; Registration: 144H/Jvs H; A-R: Redemption: 2027-08-14; Registration: 144B/Vau X; T-J: Redemption: 2027-08-14; Registration: 144Y/Olm T; A-1-V: Redemption: 2027-08-14; Registration: 144M/Zfx I; W-2-B: Redemption: 2027-08-14; Registration: 144I/Cix Q; Q-N: Redemption: 2027-08-14; Registration: 144H/Mfi J; U-C: Redemption: 2027-08-14; Registration: 144C/Ryx A; Hzo: Redemption: 2027-08-14; Registration: 144J/Hcc O;

Deal Comments

Rvzve. Afv-Wbww Rvlkfya 2.00

Risk Retention

DA - Ina

Pricing Speed

20% FPO

Reinvestment Period (YRS)

Reinvestment Period End Date

May 4, 2022