Contego CLO DAC (CONTE) XI

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
G-2	ZLA	4.000	1.80	-	PP	UU	96.56%	-	Nazie	TTX	-	-	-	7.00%	7.000%	658.00000
I	NFW	57.500	8.70	-	ZZZ	OOO-	54.24%	-	Jmlletsz	3kGv	620-630	-	630	3gFg+630	-	499.00000
T	OBK	73.600	3.00	-	TT-	OO-	21.38%	-	Pyculsve	3bNv	890-900	-	885	3wIu+766	-	58.80000
Qojvmp	LYD	57.300	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	SZX	45.200	9.00	-	O	D	83.42%	-	Chcrhzpv	3sSq	400-410	-	390	3bTy+390	-	246.00000
G-1	QCX	42.700	6.50	-	DD	FF	41.58%	-	Rxkrcicx	3qEv	315h	-	300	3mYa+300	-	422.00000
Y	MNH	998.900	5.30	-	UUU	KKK	30.60%	-	Arozsvic	3jOp	185o	-	185	3nTp+185	-	556.00000
D	XXQ	51.700	6.90	-	N-	U-	8.53%	-	Spvechps	3tEj	-	-	825	3pVo+807	-	91.00000

Tranche Comments

Y: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144K/Rzx M; G-1: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144Q/Oxb F; G-2: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144K/Jyi B; H: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144H/Ywb U; I: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144C/Vra V; T: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144U/Cni Q; D: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144U/Nsc L; Comments: Quqxdut tqxu sqxqjku. Rqsjut dq 2/15/2024. Zussqutuqs Qxsuy 2/20/2024; Qojvmp: First Pay: 2024-02-20; Redemption: 2024-11-20;

Deal Comments

Smx Umkk Mzjqmze 1.00

Risk Retention

CQw Pmychmwocm

Pricing Speed

20% OPP

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 4, 2010

WAL Test Period (YRS)

4.4