XI(R)

Contego CLO DAC (CONTE) XI(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
Q-2	FVK	69.000	-	-	SS	XX	-	-	Qyhtg	GCV	-	-	-	5.000%	5.000%	263.00000
E	FKG	82.000	-	-	TT-	HH-	-	-	Cqswexuz	3fFd	-	-	625	3mTz+621	-	19.15000
Tvl	BVI	16.218	-	-	DA	JW	-	-	-	-	-	-	-	-	-	Retained
R-1	ZZN	45.000	-	-	QQ	KK	-	-	Zqwuubav	3eMd	-	-	200	3aCy+200	-	430.00000
G	TKQ	60.000	-	-	ZZZ-	III-	-	-	Zwcbckso	3dCa	-	-	320	3lHt+320	-	717.00000
O	JXH	567.000	-	-	BBB	ZZZ	-	-	Gsplscem	3yIg	-	-	132	3oGc+132	-	559.00000
V	GYL	42.000	-	-	X	I	-	-	Cdbzdupz	3jWq	-	-	230	3aJn+230	-	357.00000
G	AXT	86.210	-	-	F-	L-	-	-	Rxcoskzj	3rAm	-	-	925	3yYn+841	-	68.00000

Tranche Comments

O: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144Y/Iwe A; R-1: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144M/Ttr V; Q-2: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144T/Qqb U; V: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144A/Ntt D; G: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144M/Dqv V; E: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144V/Vym C; G: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144N/Dpr G; Tvl: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144M/Mok H;

Deal Comments

Hhlhf. Aqe Mojj Shwlqtx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 19, 2008