FINSIGHT

Contego CLO DAC

Deals

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
L	PDJ	82.600	2.30	-	GG-	FF-	1.60%	-	Xzocmpao	3qYx	Cjdi 400a	-	500	3aYk+500	-	614.00000
N2	NBD	61.000	3.80	-	JJ	RR	32.00%	-	Lpylw	-	Rej 4.00%	-	-	4.45%	4.450%	610.00000
X	TAP	14.000	4.40	-	P	V	89.00%	-	Zueyqjpb	3wEo	200-210	-	215	3vHo+215	-	988.00000
J	EDE	38.000	7.50	-	MMM-	MMM-	1.20%	-	Cpdfxfrw	3gYb	280-290	-	310	3yEl+310	-	331.00000
Q	QDI	750.000	3.00	-	VVV	JJJ	21.00%	-	Ewybxzxl	3yLr	120	-	120	3bAc+120	-	712.00000
S T	JZZ	98.000	8.00	-	KKK	TTT	98.00%	-	Bbyobhdb	3tQc	-	-	120	3wBh+120	-	561.00000
G1	KFP	53.000	5.80	-	EE	BB	72.00%	-	Zxuahads	3bAw	170	-	170	3dDn+170	-	507.00000
Y	PHR	78.000	2.70	-	C-	R-	-	-	Wfeuxcpy	3iEu	Embx 700f	-	875	3kWm+850	-	85.50000
Fkq	SDG	67.300	-	-	DK	YA	-	-	-	-	-	-	-	-	-	Retained
Wtt Jgn	ALN	78.330	-	-	QE	NW	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: Redemption: 2026-09-15; Registration: 144W/Pls K; S T: Redemption: 2026-09-15; Registration: 144I/Yif B; G1: Redemption: 2026-09-15; Registration: 144K/Rle E; N2: Redemption: 2026-09-15; Registration: 144Y/Wyl O; X: Redemption: 2026-09-15; Registration: 144M/Zho O; J: Redemption: 2026-09-15; Registration: 144A/Tlc E; L: Redemption: 2026-09-15; Registration: 144Z/Tyv U; Y: Redemption: 2026-09-15; Registration: 144D/Cqn T; Wtt Jgn: Redemption: 2026-09-15; Registration: 144Z/Oni U; Fkq: Redemption: 2026-09-15; Registration: 144C/Yxt Y;

Deal Comments

Zphpt. Zen Wqpp Tpcseek 1.5

Risk Retention

IH - Tkztutwno MI/IX - Fku

Pricing Speed

20% HWT

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 7, 1998