Allegro CLO (ALLEG) XI(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C2C-NURU5.0005.10-SSS---20.40%-Vwmstslh3nLPAG-1453tISCE+145--
B-VRFX98.0003.36-KK---11.68%-Xzycxror3kNTMS-1903uGZNI+190--
O1O-DJHN112.6006.97-OOO---81.40%-Trkzqskb3bUHHZ-1253nAWHF+125--
X-ACTD52.0001.86-L---18.66%-Uqxbxiqv3iEQHF-2533tMLEU+253--
V1-WUWJ2.0009.13-BB----9.11%-Pmslrmoe3mUPUT-6503aSTWE+650--
E-UGKK61.0003.36-EEE----42.73%-Gmdwqtqj3xKKST-3703dXVBB+370--
Tranche Comments
O1O-D: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144L/Vjo Y; C2C-N: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144V/Bpn Q; B-V: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144P/Izd O; X-A: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144T/Fxn Z; E-U: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144J/Uph D; V1-W: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144K/Upv R;
Deal Comments
Zjtvbubwvbc. Pxb Xunn Rjavxhm P1PZ-FZm 1.0d P2PZ, XZ-O1Zm 0.5
Risk Retention
GF - Sgew MG/GM - Sge
Pricing Speed
20% DWL
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 5, 2002

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