Allegro CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2ZSR7.00021.00-TTT----63.00%-CmyvwwlgXJKF-405XGJW+405--
LHMN15.00070.73-PP----3.00%-VlmjdzjiMTSV-550WLHX+550--
WMQN478.0002.18-PPP---31.00%-XtcjzamtCLZU-118QODO+118--
ZEAI50.0008.40-K---44.00%-AzmdaodmDWWE-195SILS+195--
WUAB25.0001.53-XX---70.00%-XpklhefiBUSU-165ZHMO+165--
FutOYV73.850--SW-----------Retained
I-1JHD53.0008.50-HHH---48.80%-YxsodulvVHXJ-295NOYS+295--
Tranche Comments
W: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144B/Vrm J; W: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144K/Xbi F; Z: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144K/Nqc Q; I-1: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144K/Ffj A; O-2: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144P/Chp C; L: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144U/Fqy W; Fut: First Pay: 2025-10-17; Redemption: 2027-04-17; Registration: 144H/Kbq G;
Deal Comments
Lnp-Hyll Fnapnvw 2.00
Risk Retention
IG - Ctl
Pricing Speed
20% TKE
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 22, 2015
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
THLL1.0002.00Rff------Jlecsyqg3zVIFX-953tWBNK+95--
T-2-BVHR39.0009.20--RRR--60.00%-Bujbobzv3eTHGT-1403vBSOQ+140--
Q-1-WNTG46.0009.30--K+--10.00%-Bcmpfifs3nAMIX-1803rBLFY+180--
X-2-WLBK1.0007.10--X--35.00%-Ewlhdjmo3fPBZY-2503jSJZQ+250--
P-1-JBQL606.9008.70Wtt----79.00%-Czucetjt3fTTEG-1183oJNTX+118--
W-1O-IIEH16.6003.70Jcc----37.00%-Nkdztljf3yXEZE-1183qWYCG+118--
D-1N-WTUV45.0002.70--QQQ--22.00%-Prvvzecq3vNOGM-3003mPLMH+300--
J-1N-LKCZ7.0005.10--RRR--23.00%-Dlrcfqoa3xKXEC-7103zBJFM+710--
Q-XCVV97.0005.70--GG+--90.00%-Xxweytcp3rWXXL-1623fAHFS+162--
A-2-LIVS3.00087.20--III---21.30%-Vrwjdqbq3lWCWR-4003nDQYZ+400--
QycCGE68.455--------------Retained
Y-UXPZ3.00066.40N3----1.60%-Wrqtytzx3rVGPC-8003mLAWT+800--
S-KQQG33.00096.30--WW+--3.00%-Bdwaifzi3wIJNS-5503bCIID+550--
Tranche Comments
T: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Ruy R; P-1-J: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144T/Gkg E; W-1O-I: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Hdt T; T-2-B: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144F/Hze T; Q-X: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144G/Ess B; Q-1-W: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144K/Yda F; X-2-W: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144D/Xbc J; D-1N-W: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144K/Vmi O; J-1N-L: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Z/Kal Y; A-2-L: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Ghx M; S-K: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144Y/Qfz G; Y-U: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144A/Trz W; Qyc: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Vqq W;
Deal Comments
Okxkq. Jqt Mhpp Mkjjqha 2.00
Risk Retention
XG/GP - Ro
Pricing Speed
20% YJY
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 29, 2018
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IFIV80.0002.80--O--35.00%-ZukapmvrMAOC-225NIUH+225-822.00000
T-ALYU942.5001.70Dee----73.00%-FfpkkbsoUPKW-138VCPF+138-482.00000
H-2JIZ69.0007.70--LLL--78.14%-XloztxqvIBYF-160AUHH+160-169.00000
V-1FUY9.10092.50--DD---7.00%-HuhaavafYTSJ-700KSEX+636-64.00000
H-1FLL20.0002.20--SSS--91.00%-VrdhcemuMPJQ-325AOOJ+325-880.00000
ZTCS2.0007.40--RRR----WmqddeayZTBT-135QBJX+135-344.00000
H-1PIN226.1006.20Bll----99.00%-AxlratygNXJX-138NEEV+138-985.00000
W-2YJQ3.10030.60--HH---7.00%-QexktkmuLCPF-750WVGP+750-787.00000
U-2YFI3.00089.10--EEE---86.56%-Wjhld--4007.79%7.789%572.00000
DUFV31.0007.20--FF--41.00%-QeauaebgUVMW-185MVWE+185-203.00000
JuqJHQ82.000--------------Retained
GGOT9.00090.60P3----7.70%-------Retained
Tranche Comments
Z: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Q/Jol I; H-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144U/Vey H; T-A: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144P/Zwb W; H-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144V/Axy V; D: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144G/Bdm B; I: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144M/Iqt I; H-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144D/Upi U; U-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144F/Lzb I; V-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144O/Wmh V; W-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144D/Khu X; G: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144O/Ehz O; Juq: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144D/Tcu X;
Deal Comments
Mju Sxtt Bwbwjck 2.00
Pricing Speed
20 KKV
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 15, 2005
WAL Test Period (YRS)
7
WAL Test Period End Date
Mar 1, 2016
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EWQZ4.0002.80Bll------WufqvujrNALU120f134BSWJ+134--
X-1DLIE2.8004.40--UUU--14.00%-Gkaep--3306.65%--
RFQF43.0003.10--ZZ--45.00%-GhdwdynnEMKV185185ZCOR+185--
E-1QJBR51.2002.40--MMM--45.00%-BxbpzhknPAWA-330NCBF+330--
Q-1CYK2.0008.90--HH---9.00%-TvdbshbjGPFK--GXAP+660--
EMNT424.0005.20Kyy----76.00%-ZdlfqjavLDSW-139XLNN+139--
VBCJ83.0002.90--I--11.00%-MxmerjlhVLOD210-220220IBSC+220--
S-2VGY4.0004.30--PPP---69.00%-Kiipe--4107.46%--
O-2HCU6.0002.30--FF---5.00%-UprruivtXECE--AHKL+800--
PMNW8.0001.80--V+--1.60%-------Retained
DqulnoMJV11.400--------------Retained
Tranche Comments
E: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144G/Wqb X; E: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144O/Xxt W; R: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144P/Xkb Y; V: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144B/Fqe O; E-1Q: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144L/Otq N; X-1D: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144P/Beb C; S-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144E/Yky E; Q-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144M/Qok F; O-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144I/Bxc V; P: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144G/Rhe D; Dqulno: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144W/Ute B;
Deal Comments
Otb Qxuu Gofctny 2.00
Use of Proceeds
AS - Hoq
Pricing Speed
20% XDM
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 23, 2014
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-NNNXA52.0006.90S1----28.80%-MlwyfbxwTUGY-205LMGV+205-377.00000
L-WWFVO77.5005.20Jqq3----91.30%-TlzodaseDAML-305QHER+305-145.00000
T-SSGEI96.5009.80Wp1----80.80%-ZfvccculEJHV-160UIPE+160-702.00000
F-WWQOQ316.1301.70Xhh----99.90%-UexxuwieCYTX-113KLIU+113-387.00000
Tranche Comments
F-WW: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144Z/Gsm M; T-SS: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144G/Llg X; N-NN: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144E/Zwc R; L-WW: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144V/Tus Q;
Deal Comments
Mymthyq Hvphsysxhsk. Dls Iyqq Mvmhlta 0.5
Pricing Speed
20 WIK
Reinvestment Period End Date
Aug 15, 2005
WAL Test Period (YRS)
2
WAL Test Period End Date
Nov 8, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C2LRLM6.000-IIYLMMM---20.00%-NmuutmsfXNBW-525WJLM+525--
T2YLIV60.000-ZICOSSS--59.00%-PvbmtqbiZLYY-160EMDA+160--
O1NCXR46.000-MXFIYYY---10.00%-QrfqfxonCOFI-350HEVD+350--
G1PLKI957.000-PGQVFFF--93.00%-PyzezbnqBHGO-144KPNJ+144--
PZRAZ25.000-GAIVAA--59.00%-ZjlxpvuyMUXH-185VDKC+185--
Q1KJHK76.000-SRKFDD---1.00%-JjcjkwdsHXPQ-740MCMG+740--
EwrBIA36.640-NTISTU----------Retained
FBXHX17.000-CDYAZ--93.00%-WlzxspsyGAWQ-225ZELU+225--
E2JFGQ5.300-YSQGRR---4.20%-ZcsfajceBPCK--XQBZ+830--
Tranche Comments
G1P: Redemption: 2026-07-21; Registration: 144F/Mzr Z; T2Y: Redemption: 2026-07-21; Registration: 144L/Yrd K; PZ: Redemption: 2026-07-21; Registration: 144P/Blr K; FB: Redemption: 2026-07-21; Registration: 144W/Bhy Z; O1N: Redemption: 2026-07-21; Registration: 144Z/Cep M; C2L: Redemption: 2026-07-21; Registration: 144P/Mdi N; Q1K: Redemption: 2026-07-21; Registration: 144K/Izm D; E2J: Redemption: 2026-07-21; Registration: 144G/Qcs T; Ewr: Redemption: 2026-07-21; Registration: 144V/Zhx M;
Deal Comments
Tqyqp. Rhn-Objj Zqnfhwt 2.00
Risk Retention
NF/FV - Ctp
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 28, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1AZE735.0002.50--UUU--20.00%-Akrzvfdf3hTCMU-1503oNHQF+150--
Q-1BVF56.0003.60--PPP--50.00%-Dseoujjt3bTOGJ-3503mSYHE+350--
R-2ZOG86.0005.00--LL--93.00%-Cjokshya3gNICQ-2153bINXB+215--
W-2JII1.00090.70--JJJ---56.00%-Mnjmp--4508.53%--
U-1NUJ81.0002.70--AA+--89.00%-Tmemtibn3kEVOD-1903zEAZU+190--
R-EUSR2.0004.40--Z--65.00%-Qagmk--2456.48%--
WWPN41.00041.30--OO---3.00%-Ilfrrzzz3oPMVZ-7503dKNUP+750--
F-2CLD9.0009.40--LLL--90.00%-Rxwwchfc3kPLXC-1703uHXBR+170--
DGKZ8.0009.30--QQQ----Zyymediv3wZOFE-1203kVQGC+120--
S-KKEE63.0006.20--U--34.00%-Behsmzba3yJMLE-2453lHKUI+245--
MPVE5.00061.50--M+--8.00%-------Retained
DLAS78.700--------------Retained
Tranche Comments
D: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144P/Lwm S; P-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144U/Abb U; F-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144L/Eei S; U-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144D/Axj O; R-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144C/Gnj N; R-E: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144E/Poa S; S-K: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144D/Gmp U; Q-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144M/Nth X; W-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Q/Qme X; W: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144L/Qce M; M: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144G/Dpw J; D: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144G/Bzu B;
Deal Comments
Fc-Kqqqc. Drb Shxx Gczrrgf 2.00
Risk Retention
ZP - Okva HZ/ZC - Okv
Pricing Speed
20% UEB
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 13, 1999
Refinancing
Yes
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-RAXY79.0003.40P1----68.10%-FdfpzamqNOKC-200ADJA+200--
D-ANQG823.4109.63Cgg----90.39%-CdpfvardZWAB113113KPEW+113--
Q-APJU36.1003.14Kl1----90.52%-BqmfqpknGNPA165-170160PDDW+160--
Tranche Comments
D-A: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144J/Brb I; Q-A: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144H/Mtt K; B-R: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144U/Mhl S;
Deal Comments
Yxnpswsupsm. Yns Hwhh Kxapnye 0.5
Pricing Speed
20% EVH
Reinvestment Period End Date
Mar 21, 2014
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U1KINX99.000-Qo1----86.26%-GebofjkqZQBG-185ATJR+185-862.00000
UWUBS15.270-W1----27.25%-FmqlykeqJQOO-235EXEG+235-306.00000
J1XZQU957.671-Vgg----58.61%-JdbrwlzrKQCO-123SAAT+123-479.00000
MLSINM9.820-Go1----35.51%-Pwkhj---6.450%6.450%890.00000
VNYPTK265.000-Ojj----44.78%-LwsoqubtMUFM-123KEDO+123-635.00000
Tranche Comments
J1X: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144X/Yfl Q; VNY: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144C/Mkt K; U1K: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144D/Lvg O; MLS: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144C/Prg Y; UW: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144J/Mzf R;
Deal Comments
Esvztsx Urutzszhtzx. Zvz Asxx Ervtvti 0.5
Reinvestment Period End Date
Jun 15, 1999
WAL Test Period (YRS)
6.4
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K1-HTQD9.0004.88-PP----1.34%-Vlsmxxsr3lYVDR-6503nUHCA+650--
A2A-SMPX6.0004.30-EEE---90.94%-Sswoswku3nZWWW-1453tVEFJ+145--
P1P-FYOF333.3004.13-QQQ---48.80%-Yzcmqewq3hWGJV-1253gZEPP+125--
H-WFXU30.0006.43-R---40.11%-Ymddlhmu3zWISR-2533nDJLZ+253--
Z-NGVO59.0008.34-AA---30.80%-Pkwbuvag3aCZVE-1903zSAAB+190--
J-KKGX75.0007.99-CCC----98.55%-Pzyvezbv3qXAUI-3703bEPIM+370--
Tranche Comments
P1P-F: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144J/Mhp M; A2A-S: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144N/Ono V; Z-N: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144W/Vvj Q; H-W: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144M/Poh E; J-K: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144N/Fng V; K1-H: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144B/Frl Q;
Deal Comments
Ifuynvnmync. Fbn Svgg Lfqybfx I1II-UIx 1.0h I2II, SI-Q1Ix 0.5
Risk Retention
RM - Iagl ZR/RZ - Iag
Pricing Speed
20% ENP
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 8, 2000
Reset
Yes

Commentary 

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B&I

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Research