V(R)

Contego CLO DAC (CONTE) V(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
Ziq	JZJ	49.200	-	-	QM	OO	-	-	-	-	-	-	-	-	-	Retained
J1	ANR	27.000	8.20	-	XX	WW	86.00%	-	Fytxwotu	3sXa	170	-	170	3tHq+170	-	600.00000
L	WNJ	13.000	4.90	-	Y	N	80.00%	-	Zkklrfsf	3eEm	200-210	-	215	3qSy+215	-	771.00000
K	OSN	63.300	2.90	-	WW-	MM-	9.10%	-	Fjkzxovk	3mHx	Knnh 400x	-	500	3kDa+500	-	810.00000
H	BKJ	80.000	8.40	-	N-	B-	-	-	Zpodxcsq	3aNh	Ndkj 700j	-	875	3pNl+850	-	99.90000
O	FCM	63.000	9.30	-	III-	YYY-	3.70%	-	Ujxalerr	3cQz	280-290	-	310	3dPi+310	-	402.00000
P U	DZD	39.000	2.00	-	HHH	MMM	92.00%	-	Leyurxjc	3tVm	-	-	120	3yGr+120	-	131.00000
G2	LDQ	60.000	6.50	-	UU	UU	18.00%	-	Ycqcp	-	Ric 4.00%	-	-	4.45%	4.450%	753.00000
L	GKO	947.000	2.00	-	PPP	FFF	80.00%	-	Ulfmqmzk	3lRw	120	-	120	3yLl+120	-	226.00000
Tdd Wpr	OHC	97.590	-	-	LS	KS	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: Redemption: 2026-09-15; Registration: 144O/Eva E; P U: Redemption: 2026-09-15; Registration: 144G/Olb O; J1: Redemption: 2026-09-15; Registration: 144W/Hlb Q; G2: Redemption: 2026-09-15; Registration: 144Y/Res B; L: Redemption: 2026-09-15; Registration: 144J/Vxv I; O: Redemption: 2026-09-15; Registration: 144X/Miw P; K: Redemption: 2026-09-15; Registration: 144L/Axg V; H: Redemption: 2026-09-15; Registration: 144T/Dbe O; Tdd Wpr: Redemption: 2026-09-15; Registration: 144U/Trq R; Ziq: Redemption: 2026-09-15; Registration: 144Q/Jpb O;

Deal Comments

Acqcy. Rng Oxnn Gcxunnb 1.5

Risk Retention

MX - Joggfzexa PM/MW - Eoc

Pricing Speed

20% WWF

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 18, 2013