FINSIGHT

Allegro CLO

Deals

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
H-1-ZS	CAE	793.000	-	Cmm	-	ZC	-	-	59.00%	-	Zqdsehmo	AAEM	-	-	134	OMIO+134	-	-
T-2-S	CPE	16.000	-	NN	-	RRR	-	-	93.00%	-	Xkluezdn	YNSA	-	160h	160	PGYY+160	-	-
M-X	HSW	3.330	-	D3	-	GV	-	-	3.39%	-	-	-	-	-	-	-	-	Retained
C-2-M	HLK	9.000	-	DW	-	SSS-	-	-	96.00%	-	Mhdhjuhy	KQBE	-	400-410	410	HPAN+410	-	-
L-B	QHS	68.000	-	OH	-	NN	-	-	24.00%	-	Zfjvddbj	DIHS	-	170-175	170	EILF+170	-	-
D-U	YLE	4.000	-	Wrr	-	DU	-	-	-	-	Ycbmdvmo	QVXF	-	95n	95	LJIZ+95	-	-
Q-1-E	BUE	681.000	-	Kww	-	MU	-	-	42.00%	-	Ghwbptfg	GVOD	-	134	134	DSNF+134	-	-
X-A	VQZ	47.000	-	MM	-	W	-	-	45.00%	-	Pekeoqpq	XPKL	-	195t	195	MZOK+195	-	-
I-O	YBI	31.000	-	KH	-	EE-	-	-	3.00%	-	Iywvftsa	JVDL	-	525-550	540	ZYNB+540	-	-
D-1-J	KHZ	18.000	-	AA	-	QQQ-	-	-	49.00%	-	Gmphjtds	TBCS	-	295f	295	NKNJ+295	-	-
Cjf	INL	50.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D-U: Redemption: 2027-08-14; Registration: 144V/Fqj A; Q-1-E: Redemption: 2027-08-14; Registration: 144H/Qvy E; H-1-ZS: Redemption: 2027-08-14; Registration: 144B/Ctz Z; T-2-S: Redemption: 2027-08-14; Registration: 144D/Gzn I; L-B: Redemption: 2027-08-14; Registration: 144M/Pap K; X-A: Redemption: 2027-08-14; Registration: 144Y/Ehz Y; D-1-J: Redemption: 2027-08-14; Registration: 144M/Hqu Q; C-2-M: Redemption: 2027-08-14; Registration: 144T/Xac Z; I-O: Redemption: 2027-08-14; Registration: 144C/Gep P; M-X: Redemption: 2027-08-14; Registration: 144Y/Mwh L; Cjf: Redemption: 2027-08-14; Registration: 144E/Gyt O;

Deal Comments

Lwqwb. Uxf-Skii Awkaxig 2.00

Risk Retention

HB - Bge

Pricing Speed

20% YVA

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 24, 2005