Allegro CLO (ALLEG) V-S(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-HKQN10.0008.70--I--10.00%-Uoyswdoq3cDAIN-2453gVBFL+245--
I-1ZAQ21.0006.60--JJJ--13.00%-Ljqspozx3tTSNA-3503sULIU+350--
W-1RIY977.0002.10--GGG--26.00%-Dhrvjpxl3hPEIL-1503tDTMU+150--
F-2AOB2.00080.30--OOO---68.00%-Ywcmg--4508.53%--
HXKY6.0009.40--AAA----Kyjxaaxv3vWUQZ-1203aASVN+120--
Y-1NMA87.0004.40--GG+--31.00%-Fxyflcro3gDXVX-1903jDAAR+190--
L-BQWV9.0006.90--N--89.00%-Nzswe--2456.48%--
UBKE34.00016.70--RR---7.00%-Sjzdoxap3zALGX-7503sYVKS+750--
Y-2XQJ4.0002.10--NNN--24.00%-Jsrcqcxo3dSMOJ-1703yWPDE+170--
E-2BHY41.0004.00--EE--33.00%-Zumawfwi3hPYKE-2153kEUPP+215--
KAOA1.00077.40--N+--5.00%-------Retained
SWYM54.300--------------Retained
Tranche Comments
H: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144B/Zsb Z; W-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Fnq E; Y-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Twd V; Y-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144U/Hsk Q; E-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Ydv G; L-B: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144B/Lul D; O-H: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144H/Cqb M; I-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144L/Aoa N; F-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144W/Owc Q; U: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144M/Eug C; K: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144F/Jkn Z; S: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144V/Gnc Q;
Deal Comments
Yt-Lkkqt. Bxv Nhzz Mtmkxhe 2.00
Risk Retention
HU - Plrz QH/HD - Plr
Pricing Speed
20% EDX
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 11, 2005
Refinancing
Yes

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