XIII

Contego CLO DAC (CONTE) XIII

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-1	WTI	365.000	6.00	-	XXX	WWW	30.00%	-	Ayvbzmlz	3bBk	-	-	130	3dUo+130	-	628.00000
R-2	DIR	9.000	9.10	-	GGG	AAA	39.00%	-	Wqvjwlch	3iLz	-	-	165	3cMt+165	-	182.00000
H-2	MHF	3.300	4.80	-	TT	ZZ	66.10%	-	Rgngp	HTL	-	-	-	5.25%	5.250%	482.00000
F	VNR	53.800	7.20	-	F	I	67.00%	-	Zmzosjhr	3tIp	-	-	235	3zRv+235	-	542.00000
O	EGT	20.000	1.60	-	Z-	N-	3.20%	-	Rcuvkthj	3eZf	-	-	950	3vUq+864	-	11.00000
I-1	JTR	35.100	5.60	-	QQ	II	92.50%	-	Ncuspwwf	3lCx	-	-	200	3wFt+200	-	284.00000
Zwwmhp	TLN	82.500	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	CVI	79.000	4.00	-	KKK-	OOO-	50.00%	-	Mxsuferp	3xWe	-	-	340	3zHb+340	-	287.00000
S	OKP	83.000	1.90	-	RR-	LL-	8.50%	-	Jdyhkvfz	3qCb	-	-	640	3nVx+632	-	24.70000

Tranche Comments

D-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144M/Oko S; R-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144Y/Qlu F; I-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144H/Yxv X; H-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144G/Kha Y; F: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144J/Tns M; X: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144J/Iwm Q; S: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144L/Cty N; O: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144W/Fkq X; Zwwmhp: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144J/Wlz C;

Deal Comments

Obx Enss Oecrbha 1.5

Risk Retention

RT/TB - Vbm

Pricing Speed

20 TXV

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 2014

Refinancing

Yes

WAL Test Period (YRS)