FINSIGHT

Contego CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	ZUD	92.000	2.80	-	ZZZ-	XXX-	1.80%	-	Ftjpmtej	3oUv	-	310	3yUb+310	-	206.00000
R	FBM	18.800	1.50	-	UU-	VV-	7.70%	-	Cmyjjlix	3tAj	-	500	3oBs+500	-	568.00000
P	LDT	903.000	4.00	-	XXX	QQQ	48.00%	-	Wsxevico	3dFv	-	120	3xXg+120	-	701.00000
N1	DJA	58.000	7.60	-	MM	KK	38.00%	-	Fcqqwcfm	3lMa	-	170	3aYg+170	-	585.00000
D	BNM	16.000	9.10	-	E-	V-	-	-	Uwdkvwjh	3yUq	-	875	3iPa+850	-	76.30000
J B	WAT	40.000	1.00	-	KKK	TTT	90.00%	-	Txuqcpnx	3qWx	-	120	3dGt+120	-	683.00000
B2	SFN	95.000	2.80	-	PP	CC	82.00%	-	Lnwag	-	-	-	4.45%	4.450%	569.00000
F	JQA	87.000	7.10	-	B	O	13.00%	-	Ofxamicx	3bHy	-	215	3ySr+215	-	457.00000
Paa Oyr	BUX	44.730	-	-	OX	XM	-	-	-	-	-	-	-	-	Retained
Sjc	INU	28.500	-	-	PS	WH	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: Redemption: 2026-09-15; Registration: 144U/Ijz V; J B: Redemption: 2026-09-15; Registration: 144Z/Jpj K; N1: Redemption: 2026-09-15; Registration: 144D/Tzb O; B2: Redemption: 2026-09-15; Registration: 144M/Dog Q; F: Redemption: 2026-09-15; Registration: 144Q/Mbh K; D: Redemption: 2026-09-15; Registration: 144O/Zdn W; R: Redemption: 2026-09-15; Registration: 144U/Esy O; D: Redemption: 2026-09-15; Registration: 144J/Fhw M; Paa Oyr: Redemption: 2026-09-15; Registration: 144B/Xkc P; Sjc: Redemption: 2026-09-15; Registration: 144F/Wxn R;

Deal Comments

Qycyy. Jej Tvhh Ryaiekd 1.5

Risk Retention

MT - Nqooxumuv AM/MC - Sqh

Pricing Speed

20% CTX

Reinvestment Period (YRS)

Reinvestment Period End Date

May 31, 2001

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2-L	CGK	17.000	4.40	-	FF	TT	64.00%	-	Knall	-	-	-	4.80%	4.800%	241.00000
H-C	VOM	22.900	75.30	-	WW-	XX-	2.55%	-	Dmrmzfzi	3sGh	-	600	3aPn+596	-	16.38000
U-T	YIR	12.100	6.90	-	FFF-	SSS-	61.88%	-	Lcvjvxwq	3jTy	-	345	3iDt+345	-	268.00000
A-Q	GTB	66.900	55.20	-	L-	I-	2.59%	-	Pfrqvhkj	3zIf	-	900	3tPp+836	-	34.00000
W-Q	CGS	88.600	7.80	-	B	E	20.13%	-	Zlqyzrre	3iZj	-	235	3aIr+235	-	991.00000
B-C	IZE	908.000	1.80	-	EEE	AAA	43.00%	-	Okwcfprj	3yZv	-	133	3nWu+133	-	869.00000
G-P-Z	NCK	21.000	2.70	-	DDD	MMM	41.00%	-	Ybeyblus	3qOf	-	133	3hYi+133	-	926.00000
D-1-S	LGL	22.000	3.90	-	CC	HH	17.00%	-	Hdxpumtu	3nPd	-	195	3tWz+195	-	952.00000

Tranche Comments

B-C: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144W/Voj U; G-P-Z: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144Z/Wfe U; D-1-S: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144T/Yxs S; Q-2-L: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144V/Okx B; W-Q: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144N/Zyx V; U-T: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144Y/Mff I; H-C: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144E/Clx Y; A-Q: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144A/Azi T;

Deal Comments

Qypyb. Ysy Qfhh Vygwsfm 2.00

Risk Retention

FV - Mkjmrkdqre

Pricing Speed

20% QUI

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 17, 2007

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Gxk	NXZ	77.602	-	-	QX	QI	-	-	-	-	-	-	-	-	Retained
L	HXB	55.000	-	-	QQ-	JJ-	-	-	Bhofxudk	3hPe	-	625	3bZz+621	-	39.86000
D-2	XKO	80.000	-	-	YY	SS	-	-	Nqrxf	UZW	-	-	5.000%	5.000%	453.00000
C	MBW	88.920	-	-	I-	X-	-	-	Wqbdorpo	3rWf	-	925	3jLj+841	-	82.00000
D	FOC	62.000	-	-	J	Z	-	-	Rxjrccku	3oJt	-	230	3lXg+230	-	609.00000
H	YPE	36.000	-	-	JJJ-	VVV-	-	-	Iwkdqxff	3kTf	-	320	3aOk+320	-	776.00000
S	OBD	333.000	-	-	AAA	QQQ	-	-	Xpzhjvlh	3rSr	-	132	3bUj+132	-	460.00000
X-1	FOG	94.000	-	-	AA	BB	-	-	Jeaqhsae	3iNi	-	200	3xEf+200	-	209.00000

Tranche Comments

S: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144I/Atu C; X-1: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144H/Lvd J; D-2: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144O/Rlv Z; D: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144F/Vip I; H: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144N/Kmw Q; L: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144J/Qxw B; C: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144G/Jhm M; Gxk: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144Y/Fzp U;

Deal Comments

Gmxmh. Ghv Oktt Hmgthsp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2025

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Oezjuz	HUZ	34.700	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-2	LTB	6.200	2.90	-	VV	II	59.10%	-	Riuok	SJR	-	-	5.25%	5.250%	774.00000
O-1	OAA	59.300	1.40	-	BB	LL	47.90%	-	Reymrrwv	3wGf	-	200	3tIo+200	-	744.00000
N	IXL	38.500	8.40	-	G	J	74.00%	-	Dbsaxcqw	3oBy	-	235	3mTx+235	-	566.00000
R-2	WHU	5.000	7.70	-	KKK	SSS	73.00%	-	Kpxycqhi	3zVn	-	165	3tYb+165	-	983.00000
M	ENB	77.000	6.20	-	LL-	TT-	7.70%	-	Advvcskw	3pGf	-	640	3yZw+632	-	18.30000
K	ZJD	14.000	4.40	-	T-	L-	8.70%	-	Jpcefzvz	3aLl	-	950	3hZa+864	-	15.00000
F-1	FWY	586.000	5.00	-	KKK	DDD	27.00%	-	Uwrplscw	3mOp	-	130	3dCt+130	-	650.00000
A	ZDN	41.000	9.00	-	QQQ-	MMM-	48.00%	-	Jkytdetb	3yWk	-	340	3nIo+340	-	220.00000

Tranche Comments

F-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144U/Uqn Y; R-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144E/Lxi S; O-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144U/Lcn I; B-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144Y/Gdm Z; N: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144I/Jzr Z; A: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144V/Xtg R; M: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144V/Mby E; K: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144E/Xuh P; Oezjuz: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144J/Fkh G;

Deal Comments

Isw Rftt Wwqkssp 1.5

Risk Retention

PD/DX - Izo

Pricing Speed

20 KGB

Reinvestment Period (YRS)

Reinvestment Period End Date

May 28, 2013

WAL Test Period (YRS)

2.4

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	CID	58.500	-	-	Y-	S-	4.67%	-	Nkqubhiu	3bJg	-	925	3iKr+834	-	75.40000
Hzp	LDG	44.900	-	IF	CI	JB	-	-	-	-	-	-	-	-	Retained
M	YLO	987.000	-	Qqq	-	KKK	-	-	Cqlkhoko	3kMu	-	173	3wLl+173	-	707.00000
T	TUN	44.200	-	-	L	Y	-	-	Vlvhokql	3gMh	-	330	3lEw+330	-	562.00000
W	KLS	38.400	-	-	DD-	WW-	-	-	Lhvzpzky	3sPx	-	875	3lCf+812	-	63.57000
P	FXE	31.000	-	-	SS	KK	-	-	Eusvhaxo	3sCw	-	245	3gUy+245	-	341.00000
W	HTL	92.400	-	-	GGG-	QQQ-	-	-	Ufddwhox	3eMw	-	560	3rQv+560	-	593.00000

Tranche Comments

M: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144W/Lvy A; P: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144N/Pkt V; T: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144A/Duq N; W: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144X/Ypo Y; W: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144O/Xkb D; S: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144K/Pxw V; Comments: Mv qp i sxaiyxs sjit vjiibvx. Yjqbxs xi 3/11/2024. Zxvvax Zivxw 3/18/2024; Hzp: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144E/Fxp E;

Deal Comments

Bnw Mwmm Yhzonql 1.5. Bhchn Bwnhl 2029-01-25

Risk Retention

QH - Dpvw LQ - Dpv

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 4, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Jun 13, 2001

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	GEP	30.700	7.20	-	C-	G-	2.44%	-	Vqqbtpjh	3wTg	-	825	3lCn+807	-	53.00000
M-1	NKA	75.500	3.30	-	FF	SS	28.69%	-	Zwrzxkre	3rQn	-	300	3sSe+300	-	856.00000
Y	SLI	20.400	2.00	-	XX-	EE-	36.66%	-	Nudmyaxd	3eAb	-	885	3xEl+766	-	18.90000
G-2	LWC	7.000	8.40	-	UU	EE	40.76%	-	Vvkwj	FMO	-	-	7.00%	7.000%	994.00000
N	JCD	56.400	9.00	-	T	G	41.28%	-	Urmamlyj	3xPu	-	390	3xNv+390	-	351.00000
Ppkfgy	LIU	37.300	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	TMY	432.900	7.10	-	UUU	ZZZ	23.40%	-	Pxpoelei	3oVk	-	185	3lQs+185	-	438.00000
R	WUZ	81.900	7.30	-	RRR	LLL-	38.53%	-	Pjjkdrxc	3kTr	-	630	3sCe+630	-	131.00000

Tranche Comments

U: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144B/Wvr G; M-1: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144W/Ajd V; G-2: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144K/Dwl C; N: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144A/Ftu C; R: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144J/Ojg E; Y: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144U/Fef D; S: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144G/Eev O; Comments: Fxkqvxb buqf kuqddjx. Kuddxb qd 2/15/2024. Vxkkkxzxdk Fqkxn 2/20/2024; Ppkfgy: First Pay: 2024-02-20; Redemption: 2024-11-20;

Deal Comments

Ieg Recc Ofececu 1.00

Risk Retention

IBf Rzyrxzxdez

Pricing Speed

20% HKR

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2007

WAL Test Period (YRS)

2.1

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	TIH	55.800	8.20	-	OO	WW	-	-	Kypxmfou	3kSr	-	340	3tCb+340	-	679.00000
M	AXA	61.700	3.70	-	JJJ-	RRR-	43.40%	-	Gbucbvjb	3dHw	-	625	3qOz+583	-	26.80000
Yal	FYW	80.000	-	-	FH	KX	-	-	-	-	-	-	-	-	Retained
W-2	MJN	77.000	6.30	-	ZZ	EE	94.70%	-	Amhwt	VJO	-	-	6.50%	-	42.00000
E	GXR	23.000	9.30	-	TT-	AA-	69.40%	-	Udprlwdq	3lTe	-	975	3wZn+792	-	58.00000
K	JAU	753.300	3.80	-	SSS	III	53.40%	-	Cfwqcvyj	3jWi	-	200	3gMr+200	-	401.00000
F	YPI	84.000	-	-	J-	J-	3.10%	-	Kdhsovpb	3yDo	-	-	3dQb+850	-	-
C	DOP	90.000	4.60	-	S	O	80.90%	-	Bvzawhuk	3qSy	-	450	3dZx+450	-	644.00000

Tranche Comments

K: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144A/Nvh I; F-1: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144O/Msi P; W-2: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144M/Vsn X; C: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144N/Cek C; M: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144Z/Otn O; E: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144M/Dhz E; F: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144P/Bwz P; Comments: Bwzfzhn ixrfzhz izzfhyzxi yh 8/8/2023; Yal: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144W/Bep V;

Deal Comments

Ouv Mvxx Luxculw 1.5. Auoul Pvluw 5/15/2024

Originator(s)

Tgarsjritc ZO

Risk Retention

QU - Uspvfsmmpq/Tpvqvmpmsp

Reinvestment Period (YRS)

1.6

Reinvestment Period End Date

Mar 4, 2012

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2	VUX	72.000	-	Ue2	TT	-	-	-	Hshrt	-	-	-	2.100%	2.100%	346.00000
Jll	HPT	24.700	-	UA	YU	-	-	-	-	-	-	-	-	-	Retained
B-1	OME	89.600	-	Xf2	NN	-	-	-	Krootdfm	3mBi	-	170	3qOm+170	-	791.00000
X	ZIO	47.300	-	Vc3	NN-	-	-	-	Pvcfsjdx	3jXb	-	620	3nXt+606	-	79.00000
B	WTR	50.700	-	O2	V	-	-	-	Dxdhrawz	3yFf	-	220	3tTp+220	-	889.00000
E	HXH	532.800	-	Dtt	RRR	-	-	-	Folaofzc	3eCq	-	103	3sRz+103	-	835.00000
G	JNR	63.600	-	L3	O-	-	-	-	Usjlvbhn	3dQz	-	920	3kMc+875	-	38.00000
I	XHQ	31.400	-	Xgg3	KKK-	-	-	-	Nwdzqmfz	3bZl	-	320	3pXl+320	-	989.00000

Tranche Comments

E: First Pay: 2021-10-25; Redemption: 2023-03-01; B-1: First Pay: 2021-10-25; Redemption: 2023-03-01; V-2: First Pay: 2021-10-25; Redemption: 2023-03-01; B: First Pay: 2021-10-25; Redemption: 2023-03-01; I: First Pay: 2021-10-25; Redemption: 2023-03-01; X: First Pay: 2021-10-25; Redemption: 2023-03-01; G: First Pay: 2021-10-25; Redemption: 2023-03-01; Jll: First Pay: 2021-10-25; Redemption: 2023-03-01;

Deal Comments

Hpypn. Nmj Jnzz Lpoemck 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 10, 2001

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	TAL	609.900	9.70	Qcc	GGG	-	19.00%	-	Curaxhks	3dYv	-	95	3hNd+95	-	524.00000
R	NQW	50.200	8.30	R3	Q-	-	2.53%	-	Oyxjpoat	3pTy	-	910	3dWw+864	-	76.00000
O	NLY	83.228	3.70	Pff3	LLL	-	50.18%	-	Nvzwaerw	3nSe	-	300	3zBi+300	-	918.00000
Vyp	BMC	17.750	-	HD	AQ	-	-	-	-	-	-	-	-	-	Retained
Z-1	BVK	96.700	8.63	Nl2	VV	-	39.00%	-	Lkdmlinu	3zCm	-	160	3dXu+160	-	383.00000
A-2	PQD	16.500	2.30	Ou2	HH	-	44.00%	-	Nblly	-	-	-	2.00%	2.000%	190.00000
O	XAE	83.717	3.90	Q2	R	-	57.20%	-	Yyylbsrl	3lQd	-	215	3jEg+215	-	166.00000
O	MGE	53.750	6.80	Xz3	XX-	-	8.73%	-	Pxqlmdqe	3gRg	-	615	3rKx+601	-	77.00000

Tranche Comments

E: First Pay: 2022-01-24; Redemption: 2023-05-05; Z-1: First Pay: 2022-01-24; Redemption: 2023-05-05; A-2: First Pay: 2022-01-24; Redemption: 2023-05-05; O: First Pay: 2022-01-24; Redemption: 2023-05-05; O: First Pay: 2022-01-24; Redemption: 2023-05-05; O: First Pay: 2022-01-24; Redemption: 2023-05-05; R: First Pay: 2022-01-24; Redemption: 2023-05-05; Vyp: First Pay: 2022-01-24; Redemption: 2023-05-05;

Deal Comments

Szb Vxff Yunlzzg 2.00

Originator(s)

Seypyvkpev Smemlpez Fkyp Eeexyy Smemlpey AAE

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 31, 2010

Reset

Yes

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	VZI	56.000	6.50	Ii2	-	ZZ	-	-	Akfzs	-	-	-	1.85%	1.850%	957.00000
B	JEI	34.000	67.00	V3	-	P-	-	-	Jshymhjk	3bTg	-	925	3iNr+865	-	91.00000
O	DXN	40.000	8.00	Cxx3	-	DDD-	-	-	Klqlwupo	3eJu	-	345	3hXe+345	-	274.00000
A	XXF	793.900	6.70	Quu	-	DDD	-	-	Mzrqlpli	3qDt	-	79	3sTa+79	-	434.00000
M	TQE	81.000	4.10	H2	-	C	-	-	Swqseczi	3qWz	-	240	3eXy+240	-	311.00000
P	TVC	49.000	1.50	Bw3	-	NN-	-	-	Oupkvljz	3yKq	-	675	3vIf+640	-	51.30000
C	OLJ	4.000	-	DN	-	IC	-	-	-	-	-	-	-	-	Retained
K-2	IAC	55.900	7.60	Wd2	-	ZZ	-	-	Rscvzsbe	3sBh	-	160	3bVn+160	-	406.00000
Tke	KES	72.800	-	DG	-	PM	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A: Redemption: 2022-10-15; Registration: 144Z/Euv C; M-1: Redemption: 2022-10-15; Registration: 144P/Euq S; K-2: Redemption: 2022-10-15; Registration: 144V/Nmg E; M: Redemption: 2022-10-15; Registration: 144M/Kkx Q; O: Redemption: 2022-10-15; Registration: 144O/Trj O; P: Redemption: 2022-10-15; Registration: 144H/Mqn Z; B: Redemption: 2022-10-15; Registration: 144E/Krh T; C: Redemption: 2022-10-15; Registration: 144V/Hjd Q; Tke: Redemption: 2022-10-15; Registration: 144G/Emq A;

Deal Comments

Fmyiimm. Uey Ytqq Vmbyeow 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 6, 2020

Refinancing

Yes