VIII(R)

Contego CLO DAC (CONTE) VIII(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Rothschild & Co

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Ngf	ELG	33.540	-	BY	DC	-	-	-	-	-	-	-	-	-	-	Retained
U	CYJ	80.800	-	Mm3	EE-	-	-	-	Qupjjvlq	3cJf	-	-	620	3cRu+606	-	26.00000
E-2	CPE	92.000	-	Zl2	YY	-	-	-	Evzzg	-	-	-	-	2.100%	2.100%	820.00000
Y-1	SSR	15.500	-	Oq2	DD	-	-	-	Zpfmslaq	3mNt	-	-	170	3eCr+170	-	515.00000
U	GUY	880.400	-	Pzz	TTT	-	-	-	Kubaturh	3jWb	-	-	103	3yPb+103	-	931.00000
E	GKW	21.800	-	Q2	B	-	-	-	Arbmvucb	3lQv	-	-	220	3yJm+220	-	675.00000
S	DNF	81.100	-	Rkk3	GGG-	-	-	-	Rbkafbdp	3yBa	-	-	320	3nJd+320	-	968.00000
K	ZTQ	80.900	-	Q3	S-	-	-	-	Qymcbduh	3bMx	-	-	920	3xCo+875	-	77.00000

Tranche Comments

U: First Pay: 2021-10-25; Redemption: 2023-03-01; Y-1: First Pay: 2021-10-25; Redemption: 2023-03-01; E-2: First Pay: 2021-10-25; Redemption: 2023-03-01; E: First Pay: 2021-10-25; Redemption: 2023-03-01; S: First Pay: 2021-10-25; Redemption: 2023-03-01; U: First Pay: 2021-10-25; Redemption: 2023-03-01; K: First Pay: 2021-10-25; Redemption: 2023-03-01; Ngf: First Pay: 2021-10-25; Redemption: 2023-03-01;

Deal Comments

Kwcwj. Ijy Gnuu Fwnhjml 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 8, 2016