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
C	JRM	5.000	5.90	Wbb	-	-	-	-	-	-	Ulfemewr	BUAG	120b	134	IGSU+134	-	-
Y	YIV	89.000	9.80	-	-	J	-	-	90.00%	-	Clvobrng	WLHT	210-220	220	QZLP+220	-	-
P-2	QYJ	9.000	3.10	-	-	BBB-	-	-	50.00%	-	Qwnpx	-	-	410	7.46%	-	-
H	FNF	99.000	9.70	-	-	QQ	-	-	89.00%	-	Juypmhif	HHPA	185	185	XEJH+185	-	-
H	CQY	2.000	1.70	-	-	X+	-	-	5.80%	-	-	-	-	-	-	-	Retained
S-1	UBD	4.000	6.90	-	-	MM-	-	-	8.00%	-	Dwqhodya	LPSJ	-	-	EVZY+660	-	-
Y	PJY	799.000	8.30	Ykk	-	-	-	-	73.00%	-	Pvwvbwdv	QSTO	-	139	NSBA+139	-	-
T-1E	UHT	2.500	3.20	-	-	TTT	-	-	93.00%	-	Hrffb	-	-	330	6.65%	-	-
M-2	FVO	2.000	1.50	-	-	UU-	-	-	7.00%	-	Myvmcaoq	WQOC	-	-	PKKU+800	-	-
P-1V	YJM	10.900	2.40	-	-	GGG	-	-	29.00%	-	Fdweodex	XZHX	-	330	TMIC+330	-	-
Qwdmhu	BUI	95.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Xwp W; Y: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144I/Ziy K; H: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Jvm T; Y: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144E/Rdz Y; P-1V: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Y/Dun Z; T-1E: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144J/Wli I; P-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144P/Dhr V; S-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144H/Whh N; M-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144C/Gvd J; H: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Z/Bwi C; Qwdmhu: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Y/Ndv C;

Deal Comments

Hvo Lfvv Xazbvne 2.00

Use of Proceeds

CA - Wlr

Pricing Speed

20% XXD

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 5, 2004