Contego CLO DAC (CONTE) XI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SHLB95.1004.00-SE34.35%-Ruzdbyqz3cEn-3903dRv+390-458.00000
LAAV84.8008.70-PPPVVV-15.51%-Qvxmzktr3oVa-6303qAj+630-775.00000
UODK863.3007.60-FFFUUU10.20%-Lewaxaft3lIg-1853zKj+185-524.00000
X-1CUR54.8008.20-HHNN18.93%-Hsfhzxyt3wDb-3003eIb+300-959.00000
G-2LHZ4.0008.80-DDKK30.55%-ZrvavSHZ--7.00%7.000%478.00000
BJNZ36.5005.00-BB-AA-68.19%-Bburhwoj3mEd-8853oTp+766-10.20000
LIMB71.3003.10-E-Z-2.42%-Mlkzpksm3sCh-8253vWy+807-65.00000
OfqzagQDW80.200------------Retained
Tranche Comments
U: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144A/Ynp F; X-1: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144D/Zuv G; G-2: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144T/Rfe Z; S: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144L/Kdz Q; L: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144X/Qrr G; B: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144X/Kds T; L: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144J/Yyk O; Comments: Ejfqajk knqe rnqdsnj. Jngsjk kd 2/15/2024. Bjrrfjcjdr Eqrjv 2/20/2024; Ofqzag: First Pay: 2024-02-20; Redemption: 2024-11-20;
Deal Comments
Dwt Fmnn Sfocwaz 1.00
Risk Retention
XSg Ampphmncwj
Pricing Speed
20% CYC
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 21, 2011
WAL Test Period (YRS)
6.2