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
Aqq Dyi	XKT	26.650	-	-	BH	PF	-	-	-	-	-	-	-	-	-	Retained
D	FXQ	58.000	7.40	-	R	N	40.00%	-	Ibfbpvnp	3lHq	200-210	-	215	3hVy+215	-	763.00000
O	JXX	44.000	1.20	-	BBB-	AAA-	9.20%	-	Hlvrvjlo	3gFb	280-290	-	310	3wPy+310	-	333.00000
V	QOH	77.200	4.20	-	NN-	BB-	2.50%	-	Nrrqjyyz	3wWu	Pogh 400g	-	500	3qBt+500	-	732.00000
D	AYI	36.000	5.10	-	E-	N-	-	-	Resyublk	3aYw	Joei 700s	-	875	3lHc+850	-	28.70000
Miv	MHF	54.100	-	-	VJ	PG	-	-	-	-	-	-	-	-	-	Retained
O I	ZHE	49.000	3.00	-	KKK	WWW	11.00%	-	Qwfzaidi	3vNi	-	-	120	3gYz+120	-	426.00000
B1	HOR	58.000	5.70	-	KK	KK	54.00%	-	Ndfebsjc	3lFu	170	-	170	3bLn+170	-	944.00000
P2	LQV	72.000	7.40	-	JJ	AA	37.00%	-	Eynle	-	Azv 4.00%	-	-	4.45%	4.450%	228.00000
V	BIL	889.000	6.00	-	KKK	HHH	57.00%	-	Vsqmbaul	3iRy	120	-	120	3zBe+120	-	863.00000

Tranche Comments

V: Redemption: 2026-09-15; Registration: 144V/Koq Q; O I: Redemption: 2026-09-15; Registration: 144G/Plc L; B1: Redemption: 2026-09-15; Registration: 144E/Nlx A; P2: Redemption: 2026-09-15; Registration: 144V/Abt K; D: Redemption: 2026-09-15; Registration: 144D/Yqm B; O: Redemption: 2026-09-15; Registration: 144M/Jvy J; V: Redemption: 2026-09-15; Registration: 144E/Nrw D; D: Redemption: 2026-09-15; Registration: 144Q/Txw U; Aqq Dyi: Redemption: 2026-09-15; Registration: 144D/Orx R; Miv: Redemption: 2026-09-15; Registration: 144J/Ehm X;

Deal Comments

Wbcbw. Wyz Dtyy Gbveyha 1.5

Risk Retention

DD - Zvejnzuhk CD/DV - Uvb

Pricing Speed

20% DSZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 15, 2015