Allegro CLO (ALLEG) XII

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD2.000-NRAAANR----Floating3mL-803mL+80--
A-1USD248.000-AaaAAANR--38.00%-Floating3mL-1253mL+125--
A-2USD8.000-NRAAANR--36.00%-Floating3mL-1503mL+150--
BUSD48.000-NRAANR--24.00%-Floating3mL-1703mL+170--
CUSD24.000-NRANR--18.00%-Floating3mL-2453mL+245--
DUSD21.000-NRBBB-NR--12.75%-Floating3mL-3603mL+360--
EUSD17.000-NRBB-NR--8.50%-------Retained
SubUSD38.250-NRNRNR----------Retained
Tranche Comments
X: Redemption: 2022-01-21; Registration: 144A/Reg S; A-1: Redemption: 2022-01-21; Registration: 144A/Reg S; A-2: Redemption: 2022-01-21; Registration: 144A/Reg S; B: Redemption: 2022-01-21; Registration: 144A/Reg S; C: Redemption: 2022-01-21; Registration: 144A/Reg S; D: Redemption: 2022-01-21; Registration: 144A/Reg S; E: Redemption: 2022-01-21; Registration: 144A/Reg S; Sub: Redemption: 2022-01-21; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
Both US and EU
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 21, 2024
Research

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