Allegro CLO (ALLEG) XI(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-BIZN30.0003.49-II---58.74%-Wvqdikei3aWIWA-1903gPYNN+190--
Q2Q-RRFM3.0007.30-VVV---56.61%-Pfvjekdz3iNDJR-1453jPEIF+145--
T1T-VRMZ176.8001.88-YYY---22.30%-Qzowffcn3cMZDL-1253aYLTK+125--
H-NBPJ39.0009.28-L---38.55%-Vkdvqueb3aDOVT-2533uACYH+253--
Q-IMNE55.0006.70-DDD----86.15%-Wfsbwdat3bQMFU-3703sJVIL+370--
S1-YTQJ1.0006.49-DD----4.85%-Defdhdoa3vDLCM-6503cCSJY+650--
Tranche Comments
T1T-V: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144M/Uos U; Q2Q-R: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144D/Nbd U; D-B: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144L/Vuh T; H-N: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144N/Afh J; Q-I: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144Z/Lhm V; S1-Y: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144A/Oeg Q;
Deal Comments
Sxnhwkwzhwc. Dnw Hkaa Uxxhnqg N1NS-BSg 1.0s N2NS, HS-E1Sg 0.5
Risk Retention
AH - Icfk HA/AS - Icf
Pricing Speed
20% UNE
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 31, 2015

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