Contego CLO DAC (CONTE) IV(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR211.8002.16AaaAAA-38.91%-Floating3mEu-643mEu+64-100.00000
B-1EUR31.6003.98Aa2AA-26.91%-Floating3mEu-1303mEu+130-100.00000
B-2EUR10.0003.98Aa2AA-26.91%-Fixed---1.65%1.650%100.00000
CEUR21.0004.50A2A-20.85%-Floating3mEu-1903mEu+190-100.00000
DEUR16.2004.83Baa2BBB-16.18%-Floating3mEu-2653mEu+265-100.00000
Deal Comments
Refinancing
Reinvestment Period (YRS)
0.5
Reinvestment Period End Date
Jul 23, 2021
Refinancing
Yes
WAL Test Period (YRS)
6
WAL Test Period End Date
Jan 23, 2027