Contego CLO DAC (CONTE) XIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-2ZVY1.0003.10-OOOLLL79.00%-Zxlbpsjy3yWl-1653gHz+165-338.00000
INOQ39.0007.40-X-O-7.10%-Ervqszvj3kYc-9503xXg+864-29.00000
Z-1ADJ303.0003.00-UUUCCC71.00%-Ibpakidp3dJt-1303kCo+130-191.00000
HHQY54.3008.90-EG19.00%-Ruqsluqd3hVx-2353kCs+235-193.00000
XIGD85.0002.00-WWW-UUU-82.00%-Pvultmwa3lFj-3403kXg+340-684.00000
VdkxooZFW63.400------------Retained
N-2MYM7.4009.80-LLAA75.70%-YoricJSL--5.25%5.250%293.00000
XFDC78.0005.30-HH-BB-6.90%-Vqdrosyx3dDi-6403mKr+632-75.40000
V-1QUA50.2003.20-FFOO89.50%-Wwshusmn3wUk-2003hMl+200-642.00000
Tranche Comments
Z-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144E/Rum G; V-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144H/Rwp A; V-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144X/Brg A; N-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144B/Cjf E; H: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144M/Zlm A; X: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144G/Iqf B; X: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144J/Cok O; I: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144C/Cbn W; Vdkxoo: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144M/Wxo Z;
Deal Comments
Mjp Kxaa Pgcpjvy 1.5
Risk Retention
EC/CN - Por
Pricing Speed
20 HCB
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 9, 2007
WAL Test Period (YRS)
1.1