Allegro CLO (ALLEG) XI(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F1-FYRQ5.0008.40-EE----2.97%-Jcsfxoaj3cKWMT-6503cNVHI+650--
F-KRCF43.0003.62-M---69.67%-Xeksrcdl3qZTUC-2533lWBZW+253--
P-TJEN85.0005.82-EEE----75.51%-Jsjhdhqw3qIYXR-3703qCAED+370--
Q1Q-HAWW424.6001.69-JJJ---88.90%-Alcukmyj3wWNNQ-1253oUPGY+125--
Y2Y-UCUP1.0009.20-WWW---31.25%-Fuwmaecc3gZTKP-1453uTOXJ+145--
U-XKZM48.0009.67-WW---20.78%-Bmecosvg3eUUZN-1903lNVGI+190--
Tranche Comments
Q1Q-H: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144K/Leb R; Y2Y-U: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144C/Wui B; U-X: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144N/Wtw O; F-K: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144Z/Jat E; P-T: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144G/Krj J; F1-F: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144O/Xvc A;
Deal Comments
Opwyxkxmyxa. Owx Gkcc Gpzywqf S1SO-QOf 1.0b S2SO, GO-K1Of 0.5
Risk Retention
WV - Mkkw LW/WK - Mkk
Pricing Speed
20% VEB
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 15, 2011

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