VIII-S

Allegro CLO (ALLEG) VIII-S

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
Z	ZHN	682.000	1.70	Ytt	-	-	-	-	51.00%	-	Xhhsvydn	IAXU	-	-	139	MGVX+139	-	-
X-2	BIK	9.000	8.60	-	-	HH-	-	-	4.00%	-	Lfqmomsu	WYLC	-	-	-	HEFO+800	-	-
H	HAU	95.000	9.20	-	-	U	-	-	39.00%	-	Txrupesy	KQPN	-	210-220	220	PPTR+220	-	-
Y-1O	OQR	54.900	3.20	-	-	DDD	-	-	41.00%	-	Hbzhkfxf	WQVR	-	-	330	JOZS+330	-	-
W	LTO	1.000	9.20	-	-	P+	-	-	5.80%	-	-	-	-	-	-	-	-	Retained
F	MBQ	7.000	3.60	Nbb	-	-	-	-	-	-	Nufwsdmu	MESV	-	120h	134	SWZA+134	-	-
I-2	RVA	7.000	1.90	-	-	MMM-	-	-	21.00%	-	Yvbxo	-	-	-	410	7.46%	-	-
K-1G	EEE	3.700	5.50	-	-	TTT	-	-	47.00%	-	Vubri	-	-	-	330	6.65%	-	-
W	WZX	50.000	6.20	-	-	CC	-	-	25.00%	-	Isddrjxf	BZAB	-	185	185	BYEU+185	-	-
F-1	YIF	3.000	3.40	-	-	QQ-	-	-	5.00%	-	Dbrzluhf	MPGA	-	-	-	KMQT+660	-	-
Mghcnm	HBZ	15.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144B/Qvj H; Z: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144F/Qzc M; W: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144D/Rnx Z; H: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144P/Bno K; Y-1O: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144L/Nuo I; K-1G: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144C/Fbl I; I-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144K/Tzq A; F-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Q/Gsp D; X-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144W/Wrs B; W: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144U/Mmm H; Mghcnm: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144D/Ahp L;

Deal Comments

Erm Lycc Gsurrqo 2.00

Use of Proceeds

PK - Gxt

Pricing Speed

20% NQJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 2, 2010