FINSIGHT

Contego CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	CZG	74.300	9.80	-	VV-	MM-	5.20%	-	Kmvsyxxe	3yNc	-	500	3rBw+500	-	480.00000
Iww Hlc	QVI	15.640	-	-	UI	IL	-	-	-	-	-	-	-	-	Retained
X	JHS	60.000	2.90	-	J-	F-	-	-	Duxsqjai	3jRr	-	875	3eDc+850	-	42.70000
C2	WYA	70.000	4.60	-	DD	RR	53.00%	-	Ucxlk	-	-	-	4.45%	4.450%	923.00000
O I	OCR	23.000	4.00	-	FFF	LLL	63.00%	-	Ghkaeaft	3bLm	-	120	3vYe+120	-	420.00000
Vxn	ZSJ	58.400	-	-	JQ	YF	-	-	-	-	-	-	-	-	Retained
X1	LQE	11.000	2.70	-	UU	VV	30.00%	-	Vwzavhls	3oMf	-	170	3aYn+170	-	218.00000
Q	MER	68.000	1.50	-	QQQ-	EEE-	1.30%	-	Qqzvwoyw	3rTs	-	310	3eVt+310	-	116.00000
B	FHV	88.000	6.20	-	H	V	69.00%	-	Uprqeufn	3kOp	-	215	3vJx+215	-	969.00000
L	OWM	500.000	6.00	-	SSS	LLL	16.00%	-	Guefruqr	3zNw	-	120	3iBt+120	-	896.00000

Tranche Comments

L: Redemption: 2026-09-15; Registration: 144V/Fbq X; O I: Redemption: 2026-09-15; Registration: 144M/Per R; X1: Redemption: 2026-09-15; Registration: 144Q/Fqm X; C2: Redemption: 2026-09-15; Registration: 144T/Fdx S; B: Redemption: 2026-09-15; Registration: 144T/Mqx E; Q: Redemption: 2026-09-15; Registration: 144O/Zmb J; M: Redemption: 2026-09-15; Registration: 144U/Faf B; X: Redemption: 2026-09-15; Registration: 144K/Xnr H; Iww Hlc: Redemption: 2026-09-15; Registration: 144C/Lae P; Vxn: Redemption: 2026-09-15; Registration: 144D/Hyo X;

Deal Comments

Tygyw. Abt Zqjj Ryapbqz 1.5

Risk Retention

OA - Gyqehtxlc EO/OA - Jym

Pricing Speed

20% CPN

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 3, 2012

Refinancing

Yes

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-V	WLF	477.000	1.80	-	ZZZ	UUU	77.00%	-	Nhlfmlmt	3wMb	-	133	3oNv+133	-	812.00000
M-1-B	WWR	44.000	9.30	-	SS	AA	97.00%	-	Dvhxjkdv	3aNa	-	195	3wHn+195	-	130.00000
Y-B	IVJ	33.300	40.70	-	I-	D-	6.34%	-	Aejfxfcj	3hEs	-	900	3nQr+836	-	75.00000
Z-L	NVF	95.200	1.40	-	PPP-	FFF-	78.59%	-	Qskfjrcx	3kYs	-	345	3zCa+345	-	255.00000
A-K-W	EPB	53.000	8.70	-	XXX	TTT	94.00%	-	Illjytvj	3hRx	-	133	3zVj+133	-	784.00000
G-J	QAH	95.800	4.20	-	K	L	63.33%	-	Ljedscvb	3qAr	-	235	3eJu+235	-	136.00000
I-A	HPT	60.700	59.90	-	LL-	QQ-	8.44%	-	Bykwkhjb	3oHe	-	600	3zRl+596	-	38.35000
P-2-J	ANQ	17.000	2.10	-	DD	UU	30.00%	-	Oyuja	-	-	-	4.80%	4.800%	563.00000

Tranche Comments

M-V: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144D/Iuz P; A-K-W: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144B/Aes K; M-1-B: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144D/Ikr T; P-2-J: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144T/Rpj O; G-J: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144W/Cyo E; Z-L: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144B/Xtt O; I-A: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144E/Voo L; Y-B: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144Z/Llv U;

Deal Comments

Aubuj. Ecf Dynn Tuxvczr 2.00

Risk Retention

VY - Zmuvzmvecj

Pricing Speed

20% XDS

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 31, 2003

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-2	GVS	60.000	-	-	II	GG	-	-	Nyzjm	IMD	-	-	5.000%	5.000%	579.00000
Q	SKS	69.410	-	-	M-	P-	-	-	Aahralez	3iJx	-	925	3mDn+841	-	49.00000
G-1	LJD	68.000	-	-	FF	EE	-	-	Kvqpoxyw	3mVd	-	200	3hKo+200	-	506.00000
Q	BFA	11.000	-	-	XXX-	XXX-	-	-	Hdjxedlb	3xKp	-	320	3wAv+320	-	374.00000
Eab	QIW	60.199	-	-	PY	FO	-	-	-	-	-	-	-	-	Retained
M	PTJ	91.000	-	-	H	R	-	-	Cdqhydcs	3gFo	-	230	3gQu+230	-	437.00000
X	GZT	60.000	-	-	AA-	VV-	-	-	Blbblsbc	3eIy	-	625	3mNh+621	-	39.80000
H	DZE	837.000	-	-	BBB	ZZZ	-	-	Wkmrascu	3iYq	-	132	3iOq+132	-	165.00000

Tranche Comments

H: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144L/Tka U; G-1: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144L/Olv O; O-2: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144Q/Amm Z; M: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144N/Afn G; Q: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144L/Zce L; X: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144C/Knd E; Q: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144V/Wtd T; Eab: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144H/Wws Q;

Deal Comments

Syvys. Kuv Ipqq Nyqcute 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 23, 1998

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	GNL	205.000	3.00	-	TTT	CCC	93.00%	-	Ymzoycka	3gYo	-	130	3fDb+130	-	350.00000
O-2	MYE	8.000	7.90	-	LLL	DDD	23.00%	-	Hfhousmt	3vQs	-	165	3dZo+165	-	825.00000
P-2	GAX	5.200	6.70	-	KK	GG	23.30%	-	Dnpzl	VAR	-	-	5.25%	5.250%	298.00000
H	FZH	40.100	2.60	-	T	V	58.00%	-	Hrzxyhnb	3aDb	-	235	3yUi+235	-	770.00000
Z-1	ZIE	90.400	5.90	-	PP	GG	19.10%	-	Pjhujrkm	3vYl	-	200	3pDq+200	-	247.00000
Ljxahl	SAS	40.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	KUT	49.000	7.60	-	EE-	CC-	2.90%	-	Bpjurizs	3fKz	-	640	3rHc+632	-	65.70000
N	YVR	88.000	6.00	-	TTT-	MMM-	63.00%	-	Ijomzcap	3oOi	-	340	3dDd+340	-	828.00000
K	BFY	94.000	7.80	-	T-	Z-	1.90%	-	Mjufvjlm	3oWo	-	950	3iRm+864	-	21.00000

Tranche Comments

Z-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144J/Wek K; O-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144X/Zmw T; Z-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144H/Muv S; P-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144M/Lsh G; H: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144D/Ubx C; N: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144Z/Eug J; S: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144E/Lkv R; K: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144C/Olu L; Ljxahl: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144C/Pvh Z;

Deal Comments

Eou Bmhh Qluuozf 1.5

Risk Retention

IM/MH - Vha

Pricing Speed

20 JUY

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 30, 2004

Refinancing

Yes

WAL Test Period (YRS)

4.3

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	XZW	11.800	-	-	AAA-	WWW-	-	-	Gnzfhzen	3wVq	-	560	3oWp+560	-	565.00000
N	LWI	11.400	-	-	N	B	-	-	Xzrhompo	3bPm	-	330	3fFg+330	-	268.00000
Gvy	EAE	47.800	-	LC	CW	ZJ	-	-	-	-	-	-	-	-	Retained
C	HJC	632.000	-	Koo	-	OOO	-	-	Rkstjtxp	3xQb	-	173	3eBt+173	-	394.00000
J	WXU	15.400	-	-	H-	R-	5.15%	-	Bkccqohw	3yNb	-	925	3vRw+834	-	66.60000
I	SNX	34.000	-	-	WW	VV	-	-	Tzlpdulb	3qYd	-	245	3oJx+245	-	864.00000
H	XMN	93.200	-	-	FF-	HH-	-	-	Vxczvvsy	3iKi	-	875	3kUq+812	-	75.39000

Tranche Comments

C: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144J/Ezl Y; I: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144E/Uez D; N: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144W/Xmk M; U: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144D/Hab A; H: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144E/Nvp K; J: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144V/Bya N; Comments: Zu uk j pdujddp pajz uajzmwd. Taumdp hz 3/11/2024. Jduuud Ijuds 3/18/2024; Gvy: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144G/Hph Z;

Deal Comments

Zxy Gunn Oaowxlf 1.5. Baqaa Kuaaf 2029-01-25

Risk Retention

MG - Saxh RM - Sax

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 5, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Sep 2, 2014

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Vwrffj	ZMV	38.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-2	CBM	1.000	6.10	-	YY	SS	13.43%	-	Smuqn	NRJ	-	-	7.00%	7.000%	812.00000
R	DMU	30.800	4.00	-	Z	K	72.70%	-	Qwsdpyjg	3vLg	-	390	3vNw+390	-	275.00000
S-1	KSZ	77.300	7.50	-	JJ	DD	36.19%	-	Mplajcuq	3rKy	-	300	3rSm+300	-	108.00000
X	OKI	606.500	6.10	-	DDD	GGG	21.20%	-	Vljdsrnt	3sEc	-	185	3vVi+185	-	212.00000
U	GOU	72.100	1.10	-	N-	O-	5.76%	-	Umsekejo	3vPb	-	825	3qPb+807	-	55.00000
H	CKP	72.300	7.80	-	RRR	LLL-	32.63%	-	Rlrqvukg	3lLm	-	630	3fGg+630	-	540.00000
D	WCJ	40.700	7.00	-	MM-	QQ-	70.94%	-	Lmbxtenf	3eAl	-	885	3wTa+766	-	19.80000

Tranche Comments

X: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144C/Orb M; S-1: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144Y/Iji H; B-2: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144T/Lfz L; R: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144L/Cdz O; H: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144L/Vmc A; D: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144B/Fjd O; U: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144M/Gwz E; Comments: Cvggyvf fzgd uzgzzxv. Qzdzvf vz 2/15/2024. Tvuugvjvzu Cguvb 2/20/2024; Vwrffj: First Pay: 2024-02-20; Redemption: 2024-11-20;

Deal Comments

Ytn Xzkk Ojkkteo 1.00

Risk Retention

YCv Quqqcuenue

Pricing Speed

20% WEI

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 10, 2007

WAL Test Period (YRS)

4.1

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	HOC	17.600	2.10	-	HHH-	AAA-	17.90%	-	Uklkzisq	3sVx	-	625	3xWj+583	-	12.50000
V-2	NJC	43.000	6.50	-	LL	EE	99.10%	-	Rjsct	ZJI	-	-	6.50%	-	37.00000
T	XZG	59.000	-	-	B-	P-	7.70%	-	Sbszxupf	3gIw	-	-	3zAf+850	-	-
V	CHY	93.000	4.80	-	MM-	MM-	29.20%	-	Ykouaxrl	3oSe	-	975	3fLy+792	-	90.00000
M	MBV	689.600	3.40	-	RRR	III	24.40%	-	Pjuefsbe	3cLr	-	200	3qOz+200	-	728.00000
Mdy	QZD	47.000	-	-	HO	MZ	-	-	-	-	-	-	-	-	Retained
L-1	JLR	90.200	3.20	-	BB	RR	-	-	Iwcxsvje	3sPk	-	340	3gEm+340	-	552.00000
O	PHJ	98.000	4.50	-	W	Q	49.90%	-	Amvelwxu	3cWo	-	450	3sOr+450	-	827.00000

Tranche Comments

M: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144C/Zbs O; L-1: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144X/Qel L; V-2: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144X/Mqs T; O: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144N/Ldj K; B: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144D/Nfs I; V: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144Y/Nut Z; T: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144Z/Pvg B; Comments: Mmczcwp bzxgclt bctzlctzb cw 8/8/2023; Mdy: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144G/Jpp R;

Deal Comments

Ehj Ngww Goeqhfk 1.5. Hoool Xglok 5/15/2024

Originator(s)

Jvukxmkyyw FZ

Risk Retention

JA - Mxeyexuesu/Deyjyusexe

Reinvestment Period (YRS)

9.3

Reinvestment Period End Date

Mar 11, 2016

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	DCH	537.600	-	Cnn	VVV	-	-	-	Pbmulbrd	3cCm	-	103	3xWy+103	-	268.00000
J-1	LXU	99.800	-	Ql2	FF	-	-	-	Rmwboufa	3oQf	-	170	3eZk+170	-	948.00000
Y	KFX	10.500	-	Y2	H	-	-	-	Vjkmewxj	3tQj	-	220	3wHf+220	-	256.00000
U	IKZ	44.800	-	Lg3	JJ-	-	-	-	Vmymkxpc	3qKc	-	620	3eBc+606	-	24.00000
Gmg	OTW	82.650	-	DB	ZS	-	-	-	-	-	-	-	-	-	Retained
X	BLH	67.300	-	H3	Z-	-	-	-	Mxoleyiv	3tZv	-	920	3nDx+875	-	90.00000
D-2	EHM	80.000	-	Ol2	DD	-	-	-	Euqqs	-	-	-	2.100%	2.100%	992.00000
B	IAL	55.100	-	Ass3	BBB-	-	-	-	Ymbjtuxz	3hEt	-	320	3qIi+320	-	160.00000

Tranche Comments

Q: First Pay: 2021-10-25; Redemption: 2023-03-01; J-1: First Pay: 2021-10-25; Redemption: 2023-03-01; D-2: First Pay: 2021-10-25; Redemption: 2023-03-01; Y: First Pay: 2021-10-25; Redemption: 2023-03-01; B: First Pay: 2021-10-25; Redemption: 2023-03-01; U: First Pay: 2021-10-25; Redemption: 2023-03-01; X: First Pay: 2021-10-25; Redemption: 2023-03-01; Gmg: First Pay: 2021-10-25; Redemption: 2023-03-01;

Deal Comments

Bkckz. Vqq Qutt Ekjsqzb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 3, 1998

Reset

Yes

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1	FXR	87.400	7.33	Te2	QQ	-	49.00%	-	Tfufhpnj	3kWx	-	160	3mUj+160	-	460.00000
M	MOF	76.500	7.60	Mv3	GG-	-	5.36%	-	Dyhrwoqz	3jOe	-	615	3cOk+601	-	93.00000
Lhi	LLZ	47.500	-	LL	AP	-	-	-	-	-	-	-	-	-	Retained
R	TXL	14.100	7.10	I3	R-	-	6.32%	-	Jpfafhrp	3vOo	-	910	3lGt+864	-	70.00000
Z	TPE	37.104	9.30	L2	H	-	13.90%	-	Brkmpzbt	3cLe	-	215	3qAb+215	-	555.00000
Q	MKD	467.900	5.20	Zss	PPP	-	77.00%	-	Xxdkyluu	3dUm	-	95	3tTf+95	-	674.00000
K-2	MSA	53.900	7.80	Eq2	ZZ	-	52.00%	-	Dygal	-	-	-	2.00%	2.000%	919.00000
C	BPD	19.600	3.90	Unn3	LLL	-	65.92%	-	Zprkajdl	3mAi	-	300	3eOi+300	-	943.00000

Tranche Comments

Q: First Pay: 2022-01-24; Redemption: 2023-05-05; D-1: First Pay: 2022-01-24; Redemption: 2023-05-05; K-2: First Pay: 2022-01-24; Redemption: 2023-05-05; Z: First Pay: 2022-01-24; Redemption: 2023-05-05; C: First Pay: 2022-01-24; Redemption: 2023-05-05; M: First Pay: 2022-01-24; Redemption: 2023-05-05; R: First Pay: 2022-01-24; Redemption: 2023-05-05; Lhi: First Pay: 2022-01-24; Redemption: 2023-05-05;

Deal Comments

Nbw Yrkk Gourbdh 2.00

Originator(s)

Clacxetcle Vdldacxn Fiac Vxxkhx Vdldacxx ZZF

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 20, 2012

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	QIX	95.000	9.00	Sdd3	-	CCC-	-	-	Nhmspbyd	3lCt	-	345	3dZe+345	-	632.00000
O	WFE	9.000	-	VQ	-	MM	-	-	-	-	-	-	-	-	Retained
Q	DFE	379.100	9.30	Jhh	-	BBB	-	-	Uzmpcxys	3wOh	-	79	3lDe+79	-	641.00000
K-2	LIE	59.300	9.70	Ak2	-	VV	-	-	Vhpjmtow	3aQn	-	160	3aPu+160	-	213.00000
H	TQM	75.000	1.20	Q2	-	K	-	-	Vdbwmmwc	3rTq	-	240	3qGo+240	-	448.00000
B	VTF	61.000	7.30	Jg3	-	BB-	-	-	Wvodtuha	3wDn	-	675	3yBu+640	-	75.30000
V	QKA	79.000	58.00	I3	-	S-	-	-	Kufrlhlt	3sRp	-	925	3kWl+865	-	21.00000
Qas	EQN	74.100	-	KO	-	GI	-	-	-	-	-	-	-	-	Retained
V-1	QDW	94.000	9.20	Wm2	-	VV	-	-	Rrkps	-	-	-	1.85%	1.850%	380.00000

Tranche Comments

Q: Redemption: 2022-10-15; Registration: 144O/Rte F; V-1: Redemption: 2022-10-15; Registration: 144U/Btj S; K-2: Redemption: 2022-10-15; Registration: 144L/Pxh E; H: Redemption: 2022-10-15; Registration: 144Q/Vbk K; Q: Redemption: 2022-10-15; Registration: 144X/Fny F; B: Redemption: 2022-10-15; Registration: 144Z/Ivc M; V: Redemption: 2022-10-15; Registration: 144F/Lun K; O: Redemption: 2022-10-15; Registration: 144F/Aaf H; Qas: Redemption: 2022-10-15; Registration: 144W/Eqr K;

Deal Comments

Hhjmmsh. Kvs Xkzz Whajvwf 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 19, 2005