Allegro CLO (ALLEG) XII(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X2AJBU52.000-NWHYLLL--32.00%-JbyfooreZUDD-160KDYS+160--
HCXCV66.000-EPACLL--53.00%-NhsamvllEJOK-185HWJN+185--
P1MXSV53.000-WVSLSSS---30.00%-UszujuyvPUGQ-350LIBB+350--
X1VTYL26.000-EXVASS---9.00%-LvlopatfHSPA-740ILLZ+740--
WdnJLP11.180-YCHKCI----------Retained
S2BCIX5.000-CEONJJJ---34.00%-FxppzkfyQMCL-525IOMX+525--
CSGGQ38.000-ZEHBS--79.00%-KecbqmrnDGOF-225JKOG+225--
X1URFZ438.000-EMDDSSS--62.00%-LbuklsfaEDBP-144LJJJ+144--
E2EMEN5.800-HNHEGG---4.22%-EbldfjrfSAIZ--MXKJ+830--
Tranche Comments
X1U: Redemption: 2026-07-21; Registration: 144Q/Fhi D; X2A: Redemption: 2026-07-21; Registration: 144W/Kpk B; HC: Redemption: 2026-07-21; Registration: 144T/Vwp X; CS: Redemption: 2026-07-21; Registration: 144L/Cir A; P1M: Redemption: 2026-07-21; Registration: 144D/Nfp E; S2B: Redemption: 2026-07-21; Registration: 144V/Lrf R; X1V: Redemption: 2026-07-21; Registration: 144H/Wec U; E2E: Redemption: 2026-07-21; Registration: 144M/Dwt U; Wdn: Redemption: 2026-07-21; Registration: 144B/Rea V;
Deal Comments
Vhvht. Tze-Dwll Phxtzqb 2.00
Risk Retention
BE/EA - Mkn
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 1, 2019

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