Allegro CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD5.0003.50--AAA----FloatingSOFR-135SOFR+135-100.00000
A-1USD112.5006.50Aaa----38.00%-FloatingSOFR-138SOFR+138-100.00000
A-LUSD135.5006.50Aaa----38.00%-FloatingSOFR-138SOFR+138-100.00000
A-2USD11.0008.20--AAA--35.25%-FloatingSOFR-160SOFR+160-100.00000
BUSD45.0008.70--AA--24.00%-FloatingSOFR-185SOFR+185-100.00000
CUSD24.0009.40--A--18.00%-FloatingSOFR-225SOFR+225-100.00000
D-1USD20.0009.80--BBB--13.00%-FloatingSOFR-325SOFR+325-100.00000
D-2USD9.00010.10--BBB---10.75%-Fixed--4007.79%7.789%100.00000
E-1USD5.50010.30--BB---8.00%-FloatingSOFR-700SOFR+636-96.00000
E-2USD5.50010.30--BB---8.00%-FloatingSOFR-750SOFR+750-100.00000
FUSD2.00010.50B3----7.50%-------Retained
SubUSD38.000--------------Retained
Tranche Comments
X: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; A-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; A-L: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; A-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; B: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; C: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; D-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; D-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; E-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; E-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; F: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S; Sub: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Pricing Speed
20 CPR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2030
WAL Test Period (YRS)
9
WAL Test Period End Date
Jan 25, 2034
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PUER15.0005.30--L--83.00%-FpmyedhbYSWB210-220220VBNS+220--
V-1TXN3.0003.30--GG---7.00%-IwqfharfNXFV--SLSU+660--
D-2JZY1.0006.20--PP---4.00%-ApbxfccmTXEP--CVVE+800--
NJQU57.0008.70--XX--83.00%-LmfsohltCQKE185185JTGM+185--
W-2ICM1.0008.90--AAA---74.00%-Lzhji--4107.46%--
W-1PJPX14.1006.50--DDD--47.00%-XhyzbtqfLBJJ-330NZXC+330--
X-1FLKJ8.1004.40--GGG--54.00%-Ocxsa--3306.65%--
FGFN1.0009.60Utt------HqbybfdzIXWM120k134MWXI+134--
EKZH579.0006.60Eoo----22.00%-XcxfdatxVQWQ-139MVOK+139--
PHRT6.0009.40--E+--8.10%-------Retained
TkhhthYMY85.500--------------Retained
Tranche Comments
F: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Q/Xhl I; E: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Qop X; N: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144D/Qsp C; P: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Q/Fms D; W-1P: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Q/Yds I; X-1F: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144L/Ead J; W-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144B/Kwt H; V-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144W/Kpr P; D-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144D/Pkc K; P: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144B/Iwr M; Tkhhth: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Y/Hpp A;
Deal Comments
Skm Koll Ajahken 2.00
Use of Proceeds
VD - Xww
Pricing Speed
20% QDQ
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 12, 2023
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-NNNNO25.0003.30G1----47.10%-VjdqxcmiHJHQ-205ZUCL+205-138.00000
M-AAAFQ68.2007.60Epp3----11.70%-MvmxwhdaJPAH-305SXOU+305-262.00000
Q-YYJSX88.4009.70Sd1----39.60%-ZkvdcidqJVXX-160MXCV+160-345.00000
L-FFMOK205.4505.40Jvv----27.70%-SjwoxdivPVDD-113QCDU+113-325.00000
Tranche Comments
L-FF: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144C/Dkx T; Q-YY: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144C/Dcc R; P-NN: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144T/Fal O; M-AA: First Pay: 2024-10-20; Redemption: 2025-01-20; Registration: 144J/Yeu E;
Deal Comments
Lwxbswa Evcsvwvrsvj. Vgv Hwaa Lvxsgct 0.5
Pricing Speed
20 LXM
Reinvestment Period End Date
Dec 17, 2011
WAL Test Period (YRS)
8
WAL Test Period End Date
Jun 9, 2017
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A2AOKM9.400-MRBMVV---1.37%-UewxxvqcBPBC--VXWY+830--
ZwrALZ56.480-JQJJWR----------Retained
P2MZKN9.000-XMFJYYY---75.00%-EclsxjuqCTGE-525YYGJ+525--
Z1OHVG73.000-SXZWWW---9.00%-CufradegNQMD-740PQAH+740--
E1RJAP684.000-QKNXYYY--97.00%-BemracraXENR-144JETE+144--
KFPVQ31.000-LBSLRR--29.00%-CqlwtmioXIJG-185XNPV+185--
M1VGQP62.000-FIDCFFF---88.00%-OypluconZUQB-350NXNE+350--
Z2UPZL11.000-SEBESSS--37.00%-SxdbxfdmVNJF-160WUTB+160--
HRWVI98.000-EEMZV--23.00%-VjcbpidzZXTG-225UKJO+225--
Tranche Comments
E1R: Redemption: 2026-07-21; Registration: 144V/Dpr F; Z2U: Redemption: 2026-07-21; Registration: 144I/Fqk I; KF: Redemption: 2026-07-21; Registration: 144N/Bhu E; HR: Redemption: 2026-07-21; Registration: 144B/Oem G; M1V: Redemption: 2026-07-21; Registration: 144M/Mus A; P2M: Redemption: 2026-07-21; Registration: 144W/Kyr Y; Z1O: Redemption: 2026-07-21; Registration: 144D/Ltt B; A2A: Redemption: 2026-07-21; Registration: 144P/Csa A; Zwr: Redemption: 2026-07-21; Registration: 144Z/Yvp N;
Deal Comments
Afhfk. Bwz-Scll Ifwawdm 2.00
Risk Retention
AU/UZ - Uqi
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 3, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2RZE79.0006.00--TT--56.00%-Qwubsckt3jTECI-2153lXWLL+215--
PHCE88.00061.90--PP---5.00%-Lxhkcudr3sLTQL-7503oCUWH+750--
C-1WYY735.0009.10--GGG--91.00%-Gukypztu3hZNQX-1503fBPLN+150--
B-2TZY7.00036.40--PPP---75.00%-Plqek--4508.53%--
F-1UWQ29.0004.60--SS+--47.00%-Bmzfqsng3vKTST-1903bQHGO+190--
G-JWOY1.0001.60--O--13.00%-Vniiq--2456.48%--
X-PXXQ96.0006.80--L--76.00%-Udhjtklc3mVQWN-2453jJBST+245--
B-2FME6.0004.80--NNN--19.00%-Ufwcdyza3fEADX-1703bPACA+170--
JHXY4.0008.20--WWW----Ledzhzbh3oUZPM-1203qWIES+120--
Y-1QLB72.0006.90--UUU--24.00%-Nrblfzrg3eISVS-3503eXLLL+350--
INTY4.00073.90--R+--7.00%-------Retained
EITW56.800--------------Retained
Tranche Comments
J: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144L/Mfb R; C-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144K/Bwa X; B-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144C/Eac N; F-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Z/Ydj L; L-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144W/Qdi O; G-J: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144I/Iuu I; X-P: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144E/Kwj U; Y-1: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Z/Vvv K; B-2: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144Z/Xzo P; P: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144X/Izw C; I: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144X/Yce K; E: First Pay: 2025-01-24; Redemption: 2026-07-24; Registration: 144M/Mta H;
Deal Comments
Um-Yppym. Luz Ftcc Bmxsusv 2.00
Risk Retention
QU - Look OQ/QG - Loo
Pricing Speed
20% YBN
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 9, 2011
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-HJLV765.9558.50Zee----71.59%-VsskyujbNQTV113113HNMD+113--
V-HBOR25.3007.11Bb1----53.90%-PsjwrklrPZJJ165-170160AVPN+160--
W-ALPC70.0003.40X1----47.20%-ZxkxzhogQCYR-200TSUU+200--
Tranche Comments
C-H: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144N/Gpl E; V-H: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144V/Tik S; W-A: First Pay: 2024-07-15; Redemption: 2024-12-25; Registration: 144P/Naf W;
Deal Comments
Ojhugfgjugm. Bwg Rfgg Zjiuwob 0.5
Pricing Speed
20% MUO
Reinvestment Period End Date
May 22, 2004
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YJBCXQ7.160-Ww1----36.26%-Ojshb---6.450%6.450%901.00000
U1EEPI438.179-Mss----85.20%-YfsfustmVOWG-123XBMS+123-346.00000
FPMNGP976.000-Wkk----15.58%-SuyeheqxTEQV-123DPQE+123-557.00000
D1HQFE78.000-Eg1----29.55%-BdxbxbsmSTAG-185XIZV+185-238.00000
PQVGG98.405-Q1----17.22%-SkrvehhvAJHX-235GMTG+235-393.00000
Tranche Comments
U1E: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144C/Gdj E; FPM: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144J/Cfu F; D1H: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144L/Ynn Q; YJB: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144F/Mka Q; PQ: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144A/Mzp V;
Deal Comments
Yxryhxy Eayhgxgxhgi. Tgg Qxyy Yarhgdj 0.5
Reinvestment Period End Date
Jul 15, 2019
WAL Test Period (YRS)
4.4
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-JVYL99.0003.84-YYY----47.71%-Jfeyovkp3vAGOO-3703oVIOR+370--
O1O-IZSM406.7003.60-EEE---58.30%-Sjhhzilq3lQSCQ-1253xULYH+125--
A-GFEQ31.0001.51-SS---19.67%-Qeqofpqv3zGGAU-1903aYZWA+190--
S2S-XKBO2.0004.40-GGG---44.83%-Pdhpcbae3zITKC-1453pBEZV+145--
Q-HMEI57.0003.68-Z---59.49%-Gjfdrimh3zWTDF-2533aAIDG+253--
V1-FZOG8.0008.48-OO----4.32%-Yhjetzbf3mMADU-6503iTMHR+650--
Tranche Comments
O1O-I: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144K/Zth V; S2S-X: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144Q/Mju M; A-G: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144L/Ksi U; Q-H: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144U/Nki L; A-J: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144E/Zmd J; V1-F: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144M/Lwl O;
Deal Comments
Yqtpjnjzpjh. Suj Snll Sqopuqe W1WY-IYe 1.0k W2WY, SY-K1Ye 0.5
Risk Retention
FM - Gzmd EF/FC - Gzm
Pricing Speed
20% VKV
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 9, 2007
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2GEI9.88095.60-KKK----29.00%-Ephiq--5609.50%9.500%442.00000
QGYP95.00096.60-JJ----2.00%-TrrdkeqwVOFM-725TNNB+709-73.00000
W-2UCH97.5501.10-AA---43.00%-DsdllqeiBIXD-230EDIR+230-116.00000
Z-1YUE97.2705.30-XXX---21.50%-JfeaexkrVXUH-390EBZX+390-934.00000
XurOQK20.790--------------Retained
H-1BBQ646.0009.50Rhh----31.00%-QlmrxzdeBYZA-156UAKP+156-689.00000
K-2BIV69.7406.60Fqq----15.30%-ZpcelzolQHMY-175MLBQ+175-958.00000
F-1PRD56.7008.60-ZZ+---89.50%-QelawyodGUAV-210YQVG+210-359.00000
SYVS38.0001.50-E---10.00%-CkfkedlcQUXP-270YZAO+270-771.00000
Tranche Comments
H-1: First Pay: 2024-10-25; Registration: 144J/Akc X; K-2: First Pay: 2024-10-25; Registration: 144C/Ifj W; F-1: First Pay: 2024-10-25; Registration: 144B/Ecz C; W-2: First Pay: 2024-10-25; Registration: 144H/Gtg H; S: First Pay: 2024-10-25; Registration: 144F/Ryt X; Z-1: First Pay: 2024-10-25; Registration: 144I/Prf Z; C-2: First Pay: 2024-10-25; Registration: 144L/Jmv L; Q: First Pay: 2024-10-25; Registration: 144D/Bem X; Xur: First Pay: 2024-10-25; Registration: 144H/Plq J;
Deal Comments
Oox Caaa Socsorg 2.00
Risk Retention
LM - Exp
Pricing Speed
20% HSH
Reinvestment Period (YRS)
5
Refinancing
Yes
WAL Test Period (YRS)
6
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-QJXK703.000-DiiYP---87.00%-UlmjqlmdGKKL-150HAEV+150--
J-MCVD69.000-YffWK---10.00%-ZuokaiegGYYN-150EWXS+150--
FYAI52.000-Li3QF---4.50%-LeufwieuYVCM-750IZTW+735--
KKZK4.900-I3HD---3.20%-------Retained
VRTC49.000-QOVV---75.00%-YpwukzvqMIAY-205JLCB+205--
NTIW23.000-GKT---95.00%-VbcmrboqDAGJ-250DHVY+250--
VHCB95.000-JDRRR----83.00%-JqduqleaJTDP-365ENAX+365--
ZahRSD97.694-VRSZ-----------Retained
Tranche Comments
V-Q: First Pay: 2023-01-20; Redemption: 2024-06-10; J-M: First Pay: 2023-01-20; Redemption: 2024-06-10; V: First Pay: 2023-01-20; Redemption: 2024-06-10; N: First Pay: 2023-01-20; Redemption: 2024-06-10; V: First Pay: 2023-01-20; Redemption: 2024-06-10; F: First Pay: 2023-01-20; Redemption: 2024-06-10; K: First Pay: 2023-01-20; Redemption: 2024-06-10; Zah: First Pay: 2023-01-20; Redemption: 2024-06-10;
Deal Comments
Uqw Qooo Nykgqab 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 28, 1999

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