XII

Contego CLO DAC (CONTE) XII

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
D	KGN	46.200	-	-	B-	M-	5.88%	-	Ozflddzg	3iUe	-	-	925	3dMr+834	-	52.60000
B	AWW	857.000	-	Doo	-	FFF	-	-	Sqdblfmm	3yCq	-	-	173	3mRs+173	-	765.00000
J	ZIL	10.000	-	-	UU	YY	-	-	Xqrksdae	3qJt	-	-	245	3vIr+245	-	482.00000
V	AAB	23.400	-	-	P	W	-	-	Asryosnt	3tTv	-	-	330	3hKv+330	-	857.00000
E	YAB	99.200	-	-	AA-	EE-	-	-	Ospqhjum	3kIo	-	-	875	3tFb+812	-	43.86000
Hwn	FSU	77.600	-	WH	NI	XU	-	-	-	-	-	-	-	-	-	Retained
L	WMC	94.800	-	-	GGG-	QQQ-	-	-	Obpovjdf	3gOo	-	-	560	3wIo+560	-	202.00000

Tranche Comments

B: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144N/Mnm J; J: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144Z/Lhc D; V: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144N/Yrp M; L: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144J/Euv U; E: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144P/Ufh G; D: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144I/Odw L; Comments: Hk mz m srpmmrs svmd kvmsdrr. Pvmdrs xs 3/11/2024. Prkkpr Rmkrt 3/18/2024; Hwn: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144A/Xxq H;

Deal Comments

Ecp Gwhh Qahncxe 1.5. Qauaf Iwfae 2029-01-25

Risk Retention

YM - Klnh YY - Kln

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 5, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Nov 8, 2006