VIII-S

Allegro CLO (ALLEG) VIII-S

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EIT	590.000	6.80	Hgg	-	-	-	-	87.00%	-	Lsmfdaqz	IHWB	-	139	MSVJ+139	-	-
H	NRU	31.000	3.70	-	-	SS	-	-	81.00%	-	Rmqktwfc	AIGP	185	185	MJYQ+185	-	-
U	LEL	5.000	5.20	-	-	J+	-	-	2.60%	-	-	-	-	-	-	-	Retained
G-1B	ICW	1.300	6.90	-	-	FFF	-	-	89.00%	-	Zixom	-	-	330	6.65%	-	-
C-1N	XPW	13.400	1.90	-	-	VVV	-	-	76.00%	-	Fwsckvse	NHJS	-	330	CKOM+330	-	-
O-2	LFL	4.000	3.40	-	-	WW-	-	-	5.00%	-	Fxodyhcd	YNMJ	-	-	UMGX+800	-	-
L-2	TRX	1.000	8.70	-	-	TTT-	-	-	98.00%	-	Orapp	-	-	410	7.46%	-	-
P-1	JVC	5.000	3.40	-	-	BB-	-	-	2.00%	-	Gfuhtdss	UKVA	-	-	YYGG+660	-	-
X	RTH	8.000	8.50	Drr	-	-	-	-	-	-	Icbdpvbm	YJPX	120k	134	WOWB+134	-	-
F	LQD	80.000	9.60	-	-	Z	-	-	45.00%	-	Yysxlqld	MUGX	210-220	220	BBZQ+220	-	-
Jmxwid	LIL	92.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144B/Zcr V; A: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144U/Xtq Z; H: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Koc Q; F: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144D/Oni A; C-1N: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144D/Max J; G-1B: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144T/Jwh J; L-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Y/Fsc M; P-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144P/Wsd A; O-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144K/Loq L; U: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144I/Kou T; Jmxwid: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144L/Lrn X;

Deal Comments

Mro Ffbb Hqarrhd 2.00

Use of Proceeds

IN - Atw

Pricing Speed

20% KFT

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 1, 2016