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
Z	KXT	63.200	3.40	-	BB-	SS-	1.40%	-	Xxspvcme	3gJe	Ztyq 400g	-	500	3iNq+500	-	737.00000
P	QZI	69.000	1.60	-	XXX-	BBB-	3.40%	-	Zuvxalsx	3wMh	280-290	-	310	3rXv+310	-	318.00000
O R	OYR	34.000	7.00	-	YYY	CCC	64.00%	-	Zzpbcufq	3vEt	-	-	120	3sGp+120	-	680.00000
N	YFA	80.000	3.60	-	J-	S-	-	-	Lhhxlxuq	3fQh	Hydm 700a	-	875	3lNf+850	-	85.60000
G2	KSN	96.000	3.20	-	AA	PP	37.00%	-	Qzovo	-	Znw 4.00%	-	-	4.45%	4.450%	158.00000
Pll Rci	ZPF	79.230	-	-	WT	AH	-	-	-	-	-	-	-	-	-	Retained
L	FYI	773.000	8.00	-	EEE	GGG	17.00%	-	Tbuhfuup	3cCw	120	-	120	3gXv+120	-	483.00000
C1	EHG	62.000	7.60	-	MM	NN	99.00%	-	Aowuobup	3rLf	170	-	170	3aDa+170	-	647.00000
L	WMK	82.000	7.90	-	S	U	74.00%	-	Ohxlritm	3cOp	200-210	-	215	3mAy+215	-	418.00000
Faq	KXR	40.100	-	-	AJ	SO	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: Redemption: 2026-09-15; Registration: 144T/Vyn G; O R: Redemption: 2026-09-15; Registration: 144H/Cis X; C1: Redemption: 2026-09-15; Registration: 144I/Txx V; G2: Redemption: 2026-09-15; Registration: 144K/Usj Z; L: Redemption: 2026-09-15; Registration: 144A/Tyh P; P: Redemption: 2026-09-15; Registration: 144A/Wnu U; Z: Redemption: 2026-09-15; Registration: 144P/Ptt L; N: Redemption: 2026-09-15; Registration: 144P/Qtl P; Pll Rci: Redemption: 2026-09-15; Registration: 144T/Atr Y; Faq: Redemption: 2026-09-15; Registration: 144E/Avm M;

Deal Comments

Txexp. Ith Uqee Qxkstxc 1.5

Risk Retention

SP - Cyxtfeujw IS/SU - Syh

Pricing Speed

20% KHV

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 13, 2014

Reset

Yes