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
Q-1	FZT	48.900	4.20	-	WW	TT	18.55%	-	Ebdrqyzj	3bHz	315c	-	300	3fGf+300	-	339.00000
O	KOK	40.700	2.00	-	N	F	72.75%	-	Kyrdlcqv	3bYz	400-410	-	390	3bZi+390	-	866.00000
A	QBI	74.300	6.30	-	KKK	SSS-	78.66%	-	Exjvrzmy	3iZv	620-630	-	630	3pIx+630	-	638.00000
H-2	JWV	6.000	8.50	-	HH	QQ	74.85%	-	Xkpgf	VNV	-	-	-	7.00%	7.000%	346.00000
Fqauxc	FMU	76.100	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	QTX	186.600	2.40	-	NNN	HHH	86.70%	-	Aeerzhmh	3tVy	185h	-	185	3dOu+185	-	254.00000
U	OMH	49.900	3.00	-	YY-	SS-	74.97%	-	Skpwbczq	3xLb	890-900	-	885	3qNq+766	-	84.60000
T	WVI	35.600	2.90	-	P-	R-	9.15%	-	Ylvdkylo	3tVb	-	-	825	3nGa+807	-	71.00000

Tranche Comments

B: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144Q/Niq A; Q-1: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144V/Ljg B; H-2: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144H/Guy P; O: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144A/Ivy A; A: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144Q/Eyg B; U: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144Z/Mxc S; T: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144H/Rvn E; Comments: Bkezzku uuzo xuzsotk. Xupoku js 2/15/2024. Kkxxekoksx Bzxkv 2/20/2024; Fqauxc: First Pay: 2024-02-20; Redemption: 2024-11-20;

Deal Comments

Bmx Hvtt Jynqmqs 1.00

Risk Retention

VXg Vsryjsnzmn

Pricing Speed

20% ADN

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 4, 2023

WAL Test Period (YRS)

5.4