III

Allegro CLO (ALLEG) III

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	WOW	802.000	-	Iqq	AAA	-	-	-	-	-	Ezdfmmxq	3lC	-	-	-	3dE+147	-	-
P	EWV	36.000	-	-	F	-	-	-	-	-	Ezrxmmdc	3zW	-	-	-	3jX+315	-	-
E	LHN	46.000	-	-	CCC-	-	-	-	-	-	Xcffbrox	3mA	-	-	-	3fK+425	-	-
A	PNE	48.000	-	-	FF-	-	-	-	-	-	Cvwfqiae	3mW	-	-	-	3vP+650	-	-
Fpk	IXR	15.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z	WVR	7.000	-	-	V	-	-	-	-	-	Qefeqdss	3sH	-	-	-	3nI+820	-	-
Z	KFX	9.000	-	Moo	BBB	-	-	-	-	-	Seuahupg	3uB	-	-	-	3lK+100	-	-
L-1	KLG	28.000	-	-	FF	-	-	-	-	-	Cphocopo	3bE	-	-	-	3fC+215	-	-
R-2	KEY	68.000	-	-	CC	-	-	-	-	-	Gpmmucut	3bH	-	-	-	3vZ+210	-	-

Tranche Comments

W: Registration: 144N/Nku N; L-1: Registration: 144V/Nzm N; R-2: Registration: 144V/Kej N; P: Registration: 144V/Wde B; E: Registration: 144X/Jsc K; A: Registration: 144H/Fmn K; Fpk: Registration: 144T/Ush S; Z: Registration: 144Z/Pij W; Z: Registration: 144H/Hzi E;