Allegro CLO (ALLEG) XI

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IMZL82.000--Y---42.00%-Jfyovbrv3xJ285m3003wU+300--
Y-1NSV5.000--ZZ----47.49%-------Retained
HeoXAB32.000--------------Retained
ANJW65.000--QQ---82.00%-Joycfzou3dY200e2003vT+200--
R-1aFBH829.700--RRRRRR--45.00%-Fzuqrica3eZ-1393hO+139--
I-2dEGN9.000---DDD--90.70%-Xwhxomdt3lI-1853iQ+185--
U-2kRXT99.000---DDD--85.50%-NcuylHtitn-1853.620%--
WNFV23.000--PPP----48.00%-Gwhxzjqz3qF395c3953mD+395--
B-2CUB6.000--UU----2.40%-------Retained
Z-1wYAT86.400--UUUNNN--39.00%-ToyozLdxii-1393.120%--
Tranche Comments
R-1a: First Pay: 2020-07-19; Registration: 144I/Zvj T; Z-1w: First Pay: 2020-07-19; Registration: 144O/Hpe G; I-2d: First Pay: 2020-07-19; Registration: 144A/Ppr N; U-2k: First Pay: 2020-07-19; Registration: 144L/Gfm C; A: First Pay: 2020-07-19; Registration: 144Z/Lzc V; I: First Pay: 2020-07-19; Registration: 144E/Kbm N; W: First Pay: 2020-07-19; Registration: 144T/Qia A; Y-1: First Pay: 2020-07-19; Registration: 144A/Aei C; B-2: First Pay: 2020-07-19; Registration: 144X/Mkd F; Heo: First Pay: 2020-07-19; Registration: 144Y/Poi W;
Deal Comments
Spm-Bvgg Xbfapmu 2.00
Risk Retention
CA - Ptg
Reinvestment Period (YRS)
5
WAL Test Period (YRS)
4

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research