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
J	DYU	79.500	2.40	-	Q	H	11.00%	-	Wfwysvfg	3hUt	-	-	235	3bFq+235	-	214.00000
J	NQD	46.000	3.00	-	YYY-	BBB-	41.00%	-	Lkqmurtn	3kJx	-	-	340	3sVb+340	-	505.00000
E-2	SWT	9.900	7.70	-	CC	LL	56.10%	-	Rnvvz	XLI	-	-	-	5.25%	5.250%	886.00000
E-1	MAF	29.200	6.40	-	JJ	ZZ	97.60%	-	Cfqmfrez	3wCn	-	-	200	3iMn+200	-	375.00000
L-1	CFL	120.000	5.00	-	TTT	XXX	52.00%	-	Owzjfvov	3gZc	-	-	130	3mNw+130	-	689.00000
W-2	YFZ	4.000	8.30	-	KKK	VVV	46.00%	-	Wlsahbla	3cVe	-	-	165	3lWd+165	-	733.00000
Nbpofc	NKV	65.200	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	OAG	28.000	8.80	-	K-	Q-	5.90%	-	Yvzxrurs	3kIz	-	-	950	3sWf+864	-	93.00000
X	PAU	74.000	7.20	-	QQ-	OO-	1.90%	-	Wjkdbjwf	3rBg	-	-	640	3qGj+632	-	95.50000

Tranche Comments

L-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144N/Oof T; W-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144U/Zix X; E-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144I/Xhs V; E-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144V/Rhr Y; J: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144M/Jdn H; J: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144V/Ybo I; X: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144W/Gtz H; I: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144X/Kyi E; Nbpofc: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144O/Rqn N;

Deal Comments

Qab Zfaa Aesiafv 1.5

Risk Retention

NE/EW - Hgi

Pricing Speed

20 HLB

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 2000

WAL Test Period (YRS)

6.9