| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-N | USD | 195.000 | - | Aaa | NR | - | - | - | 36.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | - |
| A-L | USD | 61.000 | - | Aaa | NR | - | - | - | 36.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | - |
| B | USD | 48.000 | - | NR | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| C | USD | 24.000 | - | NR | A | - | - | - | 18.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| D | USD | 24.000 | - | NR | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 365 | SOFR+365 | - | - |
| E | USD | 14.000 | - | Ba3 | NR | - | - | - | 8.50% | - | Floating | SOFR | - | 750 | SOFR+735 | - | - |
| F | USD | 2.800 | - | B3 | NR | - | - | - | 7.80% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 35.855 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-N: First Pay: 2023-01-20; Redemption: 2024-06-10;
A-L: First Pay: 2023-01-20; Redemption: 2024-06-10;
B: First Pay: 2023-01-20; Redemption: 2024-06-10;
C: First Pay: 2023-01-20; Redemption: 2024-06-10;
D: First Pay: 2023-01-20; Redemption: 2024-06-10;
E: First Pay: 2023-01-20; Redemption: 2024-06-10;
F: First Pay: 2023-01-20; Redemption: 2024-06-10;
Sub: First Pay: 2023-01-20; Redemption: 2024-06-10;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2027
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Allegro CLO XV | Performance Analytics | Dealscribe | Aug 24, 2022
|