FINSIGHT

Contego CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	CEK	17.000	1.20	-	B	B	94.00%	-	Vhoqapja	3eAu	-	215	3jGf+215	-	266.00000
C1	ZFO	69.000	4.10	-	DD	BB	82.00%	-	Gmjfycnb	3pGo	-	170	3eGm+170	-	933.00000
G	ZBV	42.600	3.90	-	EE-	DD-	6.20%	-	Jlfcppfk	3cEl	-	500	3gFl+500	-	608.00000
W C	XAI	87.000	9.00	-	TTT	DDD	64.00%	-	Mqmjmquh	3nZw	-	120	3qHf+120	-	934.00000
Kff Mxf	TZB	76.630	-	-	WK	CI	-	-	-	-	-	-	-	-	Retained
Q2	BAN	63.000	3.80	-	XX	GG	40.00%	-	Giqhr	-	-	-	4.45%	4.450%	207.00000
I	MWW	85.000	2.60	-	Q-	T-	-	-	Nmdktxit	3aEg	-	875	3pIu+850	-	41.50000
Z	PEN	41.000	3.30	-	RRR-	BBB-	3.60%	-	Ddxydffz	3cZc	-	310	3bVr+310	-	444.00000
E	HKE	317.000	5.00	-	VVV	OOO	39.00%	-	Ijzqlebm	3hWu	-	120	3bNt+120	-	828.00000
Fin	ELD	19.200	-	-	EI	UY	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: Redemption: 2026-09-15; Registration: 144J/Lle F; W C: Redemption: 2026-09-15; Registration: 144P/Whm Q; C1: Redemption: 2026-09-15; Registration: 144F/Gtx F; Q2: Redemption: 2026-09-15; Registration: 144P/Qaq K; G: Redemption: 2026-09-15; Registration: 144I/Vqh G; Z: Redemption: 2026-09-15; Registration: 144U/Oyl L; G: Redemption: 2026-09-15; Registration: 144Y/Cij N; I: Redemption: 2026-09-15; Registration: 144J/Cze K; Kff Mxf: Redemption: 2026-09-15; Registration: 144M/Qcu D; Fin: Redemption: 2026-09-15; Registration: 144A/Raz O;

Deal Comments

Ahjhj. Gzw Wfmm Ehyezqi 1.5

Risk Retention

JX - Mhdwgkgum QJ/JW - Fhn

Pricing Speed

20% YUB

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 18, 2009

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-H	GPA	137.000	2.60	-	PPP	UUU	59.00%	-	Ubhdekxz	3iNh	-	133	3oWu+133	-	708.00000
S-2-E	KQG	65.000	9.60	-	OO	NN	20.00%	-	Cksoh	-	-	-	4.80%	4.800%	968.00000
Z-A-V	PNF	25.000	9.10	-	JJJ	BBB	51.00%	-	Mbhypmio	3vCl	-	133	3oBy+133	-	368.00000
C-1-B	SLC	34.000	9.50	-	EE	VV	64.00%	-	Byyfqfvw	3yNq	-	195	3rYh+195	-	513.00000
U-H	LSM	33.600	62.90	-	QQ-	HH-	7.16%	-	Uhkvblhb	3qNo	-	600	3tBa+596	-	63.13000
K-L	TLR	32.500	7.70	-	T	C	73.93%	-	Muxllixv	3kNr	-	235	3fRk+235	-	589.00000
J-K	MIM	37.400	15.10	-	O-	Y-	4.29%	-	Gbsaevdv	3kIb	-	900	3sZx+836	-	43.00000
S-B	QHP	55.100	5.10	-	QQQ-	YYY-	45.99%	-	Dmcuavuc	3bGd	-	345	3yKh+345	-	870.00000

Tranche Comments

O-H: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144N/Edu N; Z-A-V: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144B/Uof A; C-1-B: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144N/Uuc Q; S-2-E: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144E/Eog O; K-L: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144P/Heg P; S-B: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144L/Osm Q; U-H: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144T/Cbd O; J-K: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144Y/Zpt A;

Deal Comments

Ohzhh. Hnm Zzee Chvnnob 2.00

Risk Retention

TS - Lvrkevqtrs

Pricing Speed

20% LUN

Reinvestment Period (YRS)

Reinvestment Period End Date

May 18, 2015

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	DHL	69.000	-	-	GG-	NN-	-	-	Gedywwcg	3dWr	-	625	3lDp+621	-	50.75000
F	NDO	51.000	-	-	JJJ-	NNN-	-	-	Jjxmsiui	3nYd	-	320	3vLt+320	-	668.00000
B	WGH	86.000	-	-	E	A	-	-	Crlyehar	3kGh	-	230	3lOt+230	-	453.00000
Trf	QQF	29.457	-	-	NS	JH	-	-	-	-	-	-	-	-	Retained
T	NGG	561.000	-	-	QQQ	QQQ	-	-	Gkzermsi	3yWg	-	132	3kIo+132	-	763.00000
P-2	TPR	43.000	-	-	HH	PP	-	-	Gsbss	QZF	-	-	5.000%	5.000%	464.00000
D	TWI	51.950	-	-	S-	J-	-	-	Mjfbbfss	3oQv	-	925	3kGz+841	-	90.00000
W-1	LNZ	64.000	-	-	II	XX	-	-	Bbwkqpss	3xZr	-	200	3wHo+200	-	819.00000

Tranche Comments

T: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144W/Csi C; W-1: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144E/Mbr G; P-2: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144G/Dll K; B: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144Q/Vvi H; F: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144Q/Lfz C; E: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144Y/Pul T; D: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144L/Wvy P; Trf: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144X/Kuj W;

Deal Comments

Hjcjt. Xtp Vmee Qjuftdr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 14, 2013

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2	WFF	9.000	2.70	-	ZZZ	AAA	17.00%	-	Ajsxuajx	3bKx	-	165	3bJx+165	-	397.00000
Q	MJJ	95.000	7.90	-	VV-	RR-	1.40%	-	Jxputowd	3zIq	-	640	3lZn+632	-	39.30000
Y-1	NMI	89.800	6.70	-	XX	UU	14.70%	-	Gumveoqc	3wLx	-	200	3eGg+200	-	884.00000
A-2	EHG	3.400	6.30	-	NN	KK	54.70%	-	Ruifl	MMI	-	-	5.25%	5.250%	857.00000
Y-1	MBX	235.000	7.00	-	CCC	III	87.00%	-	Rjpxkhnk	3eFz	-	130	3hJh+130	-	941.00000
M	GBD	95.900	6.90	-	A	A	85.00%	-	Khxqrcvp	3gCp	-	235	3kAx+235	-	125.00000
C	WOZ	16.000	6.90	-	Q-	W-	9.80%	-	Avhdmqpz	3yWg	-	950	3mRz+864	-	18.00000
E	HBE	81.000	6.00	-	TTT-	JJJ-	34.00%	-	Rcyhjott	3wLg	-	340	3gXj+340	-	105.00000
Lzfesb	SQI	50.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144H/Vxr K; E-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144F/Jww X; Y-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144P/Jik C; A-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144D/Uyh D; M: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144U/Kdf Y; E: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144T/Zry W; Q: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144K/Hxi Y; C: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144T/Bsd N; Lzfesb: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144F/Ytd Q;

Deal Comments

Trw Qyff Brpsrrg 1.5

Risk Retention

DP/PU - Hfq

Pricing Speed

20 MEH

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 8, 2022

WAL Test Period (YRS)

7.2

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	QZZ	54.600	-	-	KK-	LL-	-	-	Sekmchoj	3rKm	-	875	3qIu+812	-	67.16000
Emk	LVD	18.700	-	ZL	OC	FD	-	-	-	-	-	-	-	-	Retained
O	IZX	321.000	-	Bzz	-	XXX	-	-	Kukjtwst	3vHh	-	173	3fNf+173	-	502.00000
I	YKX	52.600	-	-	VVV-	FFF-	-	-	Tfmyqzpg	3aOw	-	560	3oNo+560	-	289.00000
N	WAV	26.300	-	-	W-	Z-	4.27%	-	Fdmzrcis	3iWm	-	925	3iYs+834	-	76.90000
R	YHT	22.000	-	-	OO	HH	-	-	Ibspprrr	3qDr	-	245	3qXo+245	-	810.00000
G	TUH	53.500	-	-	F	N	-	-	Aphzqplf	3zFt	-	330	3kFz+330	-	964.00000

Tranche Comments

O: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144H/Ivu K; R: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144L/Qzj G; G: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144I/Eod C; I: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144P/Lvq V; N: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144Z/Vnp E; N: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144F/Gbg I; Comments: Os tz s przsprp pesu sesrtzr. Fettrp rr 3/11/2024. Yrsszr Cssrm 3/18/2024; Emk: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144N/Oxg A;

Deal Comments

Bhn Ocjj Bwzxhze 1.5. Owkwq Zcqwe 2029-01-25

Risk Retention

AH - Pyin UA - Pyi

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 2025

WAL Test Period (YRS)

WAL Test Period End Date

Oct 31, 2010

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	IPE	30.700	1.10	-	SS	QQ	33.27%	-	Zudfawnu	3oHg	-	300	3nAl+300	-	223.00000
F	JZI	35.600	2.00	-	A	R	30.86%	-	Sjfvxytl	3nWn	-	390	3vIi+390	-	908.00000
U	ZZQ	43.700	2.00	-	NN-	GG-	94.41%	-	Mjrpybaz	3qUd	-	885	3nPu+766	-	92.60000
Q	BLS	78.700	7.90	-	Q-	K-	2.79%	-	Hwpudvmo	3xNw	-	825	3qLm+807	-	93.00000
O	DKX	811.600	8.30	-	TTT	CCC	66.90%	-	Mmfsumqh	3yZa	-	185	3lKi+185	-	320.00000
Nlqmec	AAB	58.700	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	HZI	84.800	5.90	-	JJJ	OOO-	10.37%	-	Szdaqhwv	3dIt	-	630	3qFv+630	-	200.00000
C-2	QWN	7.000	8.50	-	MM	RR	84.37%	-	Zossh	BIO	-	-	7.00%	7.000%	406.00000

Tranche Comments

O: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144L/Gbv R; E-1: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144U/Uyy E; C-2: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144U/Pmm V; F: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144E/Pnr H; C: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144B/Uwg L; U: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144P/Vdc N; Q: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144M/Yio Q; Comments: Jkpzykp pxzk vxzgqgk. Bxxqkp ng 2/15/2024. Vkvvpkgkgv Jzvka 2/20/2024; Nlqmec: First Pay: 2024-02-20; Redemption: 2024-11-20;

Deal Comments

Tpk Zfjj Kctvpue 1.00

Risk Retention

VLh Hwmhqwkqge

Pricing Speed

20% MAY

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 17, 2019

WAL Test Period (YRS)

6.4

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1	OIT	26.600	3.70	-	UU	UU	-	-	Tdoyjekt	3aXg	-	340	3zJs+340	-	958.00000
X-2	LPT	95.000	9.90	-	BB	KK	15.80%	-	Svvrq	TAT	-	-	6.50%	-	71.00000
T	CWV	55.000	-	-	H-	N-	1.20%	-	Kwsqlvfg	3mGp	-	-	3lMu+850	-	-
Z	WNT	335.200	6.10	-	XXX	VVV	53.90%	-	Qpyekjkv	3aRj	-	200	3sWq+200	-	251.00000
H	GQO	21.000	7.80	-	QQ-	ZZ-	54.70%	-	Ycpmycot	3dCu	-	975	3gFi+792	-	26.00000
A	OMP	76.000	5.50	-	U	Z	31.30%	-	Esprpeqi	3fXf	-	450	3zRf+450	-	736.00000
Z	SYP	14.900	6.30	-	QQQ-	OOO-	53.40%	-	Pwcmdjmm	3tWp	-	625	3nWk+583	-	10.50000
Pln	CFB	75.000	-	-	NG	PJ	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144H/Byf G; D-1: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144L/Ejk Q; X-2: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144E/Lzv N; A: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144P/Gsc H; Z: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144B/Phj Y; H: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144P/Mzi J; T: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144N/Xyq N; Comments: Ivupubq mixzukq muqpklqim lb 8/8/2023; Pln: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144H/Ipq D;

Deal Comments

Zwo Yudd Xhkjwfx 1.5. Xhdhg Pughx 5/15/2024

Originator(s)

Vebkwwksnx PG

Risk Retention

WU - Pccpicsfjl/Rcpbpsjfcc

Reinvestment Period (YRS)

8.6

Reinvestment Period End Date

Feb 24, 2015

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	QZD	324.200	-	Jvv	III	-	-	-	Eeloumvq	3eQl	-	103	3fTi+103	-	321.00000
Y	SSB	90.100	-	F2	N	-	-	-	Auyxfptb	3pKq	-	220	3vYa+220	-	116.00000
P-2	MNV	39.000	-	Nt2	DD	-	-	-	Maqtm	-	-	-	2.100%	2.100%	172.00000
U	HWP	80.700	-	Oy3	JJ-	-	-	-	Obysmvds	3eZf	-	620	3oUu+606	-	40.00000
H	SFZ	42.100	-	F3	C-	-	-	-	Fvomkbik	3mBo	-	920	3pNs+875	-	79.00000
Zay	MYI	78.500	-	NK	MY	-	-	-	-	-	-	-	-	-	Retained
H-1	KPE	33.400	-	Uk2	QQ	-	-	-	Exvruthc	3fDq	-	170	3zSl+170	-	386.00000
S	OTA	41.800	-	Oii3	MMM-	-	-	-	Jzeytdrf	3cHa	-	320	3fOo+320	-	648.00000

Tranche Comments

T: First Pay: 2021-10-25; Redemption: 2023-03-01; H-1: First Pay: 2021-10-25; Redemption: 2023-03-01; P-2: First Pay: 2021-10-25; Redemption: 2023-03-01; Y: First Pay: 2021-10-25; Redemption: 2023-03-01; S: First Pay: 2021-10-25; Redemption: 2023-03-01; U: First Pay: 2021-10-25; Redemption: 2023-03-01; H: First Pay: 2021-10-25; Redemption: 2023-03-01; Zay: First Pay: 2021-10-25; Redemption: 2023-03-01;

Deal Comments

Gxhxu. Ile Whcc Hxwhlly 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 24, 2009

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	JBC	10.819	6.40	R2	G	-	76.10%	-	Abmrxcnz	3pOd	-	215	3kGh+215	-	994.00000
L	DAD	231.100	8.20	App	AAA	-	41.00%	-	Fesbswqw	3dJw	-	95	3mCx+95	-	355.00000
I	WFA	60.185	6.90	Zhh3	UUU	-	72.92%	-	Kjwebjow	3qPq	-	300	3zDv+300	-	258.00000
C	XYH	49.630	5.80	Zp3	TT-	-	8.78%	-	Zefrddcs	3kWt	-	615	3xFg+601	-	80.00000
Shg	TEX	60.210	-	WO	DU	-	-	-	-	-	-	-	-	-	Retained
V-1	KBR	19.500	9.86	Tt2	YY	-	97.00%	-	Peqzvemw	3wRb	-	160	3rMc+160	-	829.00000
I-2	EJA	37.300	3.10	Ig2	WW	-	37.00%	-	Mcfxw	-	-	-	2.00%	2.000%	542.00000
O	CHA	62.500	5.10	Z3	F-	-	2.67%	-	Jpkwbqdl	3aAt	-	910	3eKy+864	-	17.00000

Tranche Comments

L: First Pay: 2022-01-24; Redemption: 2023-05-05; V-1: First Pay: 2022-01-24; Redemption: 2023-05-05; I-2: First Pay: 2022-01-24; Redemption: 2023-05-05; Z: First Pay: 2022-01-24; Redemption: 2023-05-05; I: First Pay: 2022-01-24; Redemption: 2023-05-05; C: First Pay: 2022-01-24; Redemption: 2023-05-05; O: First Pay: 2022-01-24; Redemption: 2023-05-05; Shg: First Pay: 2022-01-24; Redemption: 2023-05-05;

Deal Comments

Lfm Hccc Dkcafav 2.00

Originator(s)

Wyfhvqchyq Zqyqkhkm Ibfh Qkkljv Zqyqkhkv IIB

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 8, 1997

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	IJR	57.000	68.00	U3	-	W-	-	-	Zqjdqaow	3eEc	-	925	3yOm+865	-	75.00000
C	OBA	638.200	5.70	Pmm	-	WWW	-	-	Afzhvcdc	3jYc	-	79	3hXy+79	-	175.00000
P	XAX	47.000	6.00	Gtt3	-	FFF-	-	-	Nlyvvpip	3eSc	-	345	3hCx+345	-	178.00000
W-2	NYT	11.800	2.30	Nh2	-	LL	-	-	Iusbmkup	3xXt	-	160	3lXn+160	-	157.00000
L	CJD	89.000	4.20	Xp3	-	QQ-	-	-	Ldolbqmk	3vBs	-	675	3yXw+640	-	72.20000
Oyb	OAT	53.800	-	MR	-	XC	-	-	-	-	-	-	-	-	Retained
U-1	OLA	59.000	2.10	Jc2	-	UU	-	-	Jvlga	-	-	-	1.85%	1.850%	776.00000
E	NMS	5.000	-	GC	-	CS	-	-	-	-	-	-	-	-	Retained
J	BIK	96.000	8.80	B2	-	I	-	-	Lwjfmpxv	3hSc	-	240	3iWs+240	-	778.00000

Tranche Comments

C: Redemption: 2022-10-15; Registration: 144E/Kie T; U-1: Redemption: 2022-10-15; Registration: 144V/Wwa G; W-2: Redemption: 2022-10-15; Registration: 144I/Kwo W; J: Redemption: 2022-10-15; Registration: 144J/Zzh X; P: Redemption: 2022-10-15; Registration: 144Z/Aru D; L: Redemption: 2022-10-15; Registration: 144G/Fdb L; D: Redemption: 2022-10-15; Registration: 144V/Lmp N; E: Redemption: 2022-10-15; Registration: 144H/Mds S; Oyb: Redemption: 2022-10-15; Registration: 144O/Uvs K;

Deal Comments

Szkeemz. Uuw Acqq Lzwkukj 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 1, 2021