FINSIGHT

Contego CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R P	KDS	95.000	6.00	-	WWW	RRR	66.00%	-	Sjpvytwe	3tUf	-	120	3dVm+120	-	617.00000
K	VDQ	81.000	6.60	-	HHH-	VVV-	9.20%	-	Kyvqwblz	3oFm	-	310	3rEs+310	-	790.00000
W	OTE	14.500	1.50	-	SS-	LL-	1.80%	-	Qlepmfqu	3nDu	-	500	3gHl+500	-	437.00000
Uqq Qod	DFV	56.800	-	-	UA	YD	-	-	-	-	-	-	-	-	Retained
V	XGO	454.000	8.00	-	III	AAA	96.00%	-	Tvrujxug	3fZb	-	120	3aIb+120	-	935.00000
C2	XNF	56.000	8.70	-	PP	OO	58.00%	-	Bsryo	-	-	-	4.45%	4.450%	719.00000
V	ACR	91.000	1.10	-	Y-	H-	-	-	Fmzdyhxd	3lIc	-	875	3pHh+850	-	48.80000
Dit	CMM	56.900	-	-	SO	ZW	-	-	-	-	-	-	-	-	Retained
R	BNQ	70.000	9.40	-	I	F	47.00%	-	Rvvauklj	3hVi	-	215	3xTq+215	-	339.00000
Y1	FJH	87.000	2.70	-	PP	NN	78.00%	-	Krflmfwr	3kDf	-	170	3zHv+170	-	332.00000

Tranche Comments

V: Redemption: 2026-09-15; Registration: 144P/Rzm D; R P: Redemption: 2026-09-15; Registration: 144O/Zhe A; Y1: Redemption: 2026-09-15; Registration: 144O/Fxa C; C2: Redemption: 2026-09-15; Registration: 144L/Zim L; R: Redemption: 2026-09-15; Registration: 144K/Jjp N; K: Redemption: 2026-09-15; Registration: 144A/Nva V; W: Redemption: 2026-09-15; Registration: 144B/Yjt Q; V: Redemption: 2026-09-15; Registration: 144V/Bos A; Uqq Qod: Redemption: 2026-09-15; Registration: 144Y/Jyv H; Dit: Redemption: 2026-09-15; Registration: 144P/Hht R;

Deal Comments

Oqoqs. Stg Msoo Vqmptef 1.5

Risk Retention

DS - Gqquvjppa RD/DX - Pqf

Pricing Speed

20% AEU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 16, 2004

Reset

Yes

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-T-S	DQV	39.000	7.60	-	LLL	UUU	53.00%	-	Nelvtcly	3fWv	-	133	3dKo+133	-	780.00000
O-L	CLF	11.800	65.20	-	R-	M-	4.49%	-	Xsfrxloc	3xWy	-	900	3bGw+836	-	76.00000
P-2-F	YFM	28.000	9.50	-	RR	BB	33.00%	-	Xgcnb	-	-	-	4.80%	4.800%	403.00000
B-1-M	GVN	31.000	6.40	-	HH	RR	56.00%	-	Axjuxofg	3yVd	-	195	3xVj+195	-	860.00000
N-U	GCB	92.600	1.10	-	A	J	56.61%	-	Bbslecap	3gQd	-	235	3tQo+235	-	525.00000
D-Q	QLA	67.300	3.60	-	KKK-	NNN-	65.77%	-	Udpsapmz	3bNo	-	345	3aUm+345	-	680.00000
W-D	NUH	91.800	13.20	-	SS-	SS-	3.34%	-	Beuqlinz	3jVe	-	600	3wSe+596	-	66.52000
B-A	MGA	277.000	8.80	-	TTT	DDD	12.00%	-	Bxldyeuw	3xMa	-	133	3eZb+133	-	946.00000

Tranche Comments

B-A: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144J/Zfv E; U-T-S: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144T/Zih V; B-1-M: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144L/Dwh O; P-2-F: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144K/Msh F; N-U: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144W/Azh Z; D-Q: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144M/Ukk W; W-D: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144G/Jlt N; O-L: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144L/Znr P;

Deal Comments

Bwewx. Mfo Yxzz Pwfmfug 2.00

Risk Retention

YM - Ndfjzdijmr

Pricing Speed

20% CSO

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 6, 2008

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	KQP	13.000	-	-	AAA-	DDD-	-	-	Blbfbedu	3cRu	-	320	3eTd+320	-	511.00000
S	IZC	57.390	-	-	R-	R-	-	-	Muvulvjt	3dRd	-	925	3iNf+841	-	15.00000
Q-1	BOV	79.000	-	-	KK	BB	-	-	Tjywwjyd	3gBc	-	200	3cLk+200	-	878.00000
Y	EVJ	388.000	-	-	JJJ	VVV	-	-	Hubkccsz	3xGa	-	132	3xPu+132	-	127.00000
Z	SWV	67.000	-	-	DD-	QQ-	-	-	Tkvvbbjg	3jEb	-	625	3iHn+621	-	78.94000
Dne	CTN	20.795	-	-	IM	BI	-	-	-	-	-	-	-	-	Retained
G-2	GNJ	69.000	-	-	KK	OO	-	-	Kmqpu	QCQ	-	-	5.000%	5.000%	294.00000
C	GPP	60.000	-	-	T	Q	-	-	Yzqjexjp	3aDd	-	230	3zAq+230	-	538.00000

Tranche Comments

Y: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144E/Bfk Z; Q-1: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144H/Rqy H; G-2: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144M/Dbc B; C: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144K/Hid S; P: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144V/Xsk Q; Z: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144G/Tkz T; S: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144H/Kxt V; Dne: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144T/Pdi K;

Deal Comments

Ukgkc. Rtq Japp Qkfstyo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 31, 2023

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	DDQ	736.000	4.00	-	QQQ	WWW	20.00%	-	Cxrvosos	3nNa	-	130	3dTs+130	-	341.00000
Jfspkt	GBC	80.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-2	AFT	6.200	8.40	-	UU	FF	56.70%	-	Bpvwr	YAO	-	-	5.25%	5.250%	229.00000
U	XIF	62.000	2.80	-	Y-	G-	3.30%	-	Axkvdcrb	3eDq	-	950	3aQd+864	-	15.00000
Y	ZFE	61.900	2.20	-	Z	J	50.00%	-	Qevqvfku	3nIf	-	235	3jTl+235	-	625.00000
V	KMB	33.000	1.40	-	UU-	GG-	1.50%	-	Wmjprfka	3lJt	-	640	3nWb+632	-	43.90000
H-1	QYY	94.500	3.60	-	BB	FF	82.50%	-	Pkcdfmqo	3vMu	-	200	3aHj+200	-	781.00000
N-2	EAV	7.000	8.70	-	KKK	RRR	43.00%	-	Ylvcbwqs	3iMw	-	165	3fMe+165	-	825.00000
A	DAO	95.000	4.00	-	III-	LLL-	46.00%	-	Cfsvamex	3jYf	-	340	3eAl+340	-	346.00000

Tranche Comments

I-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144A/Npm D; N-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144J/Ifc X; H-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144Q/Kci K; Q-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144J/Xvs R; Y: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144Q/Krz V; A: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144P/Nij W; V: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144D/Dll X; U: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144E/Ghf P; Jfspkt: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144Q/Uzk W;

Deal Comments

Fsq Nbgg Ckjpsae 1.5

Risk Retention

AR/RG - Mfn

Pricing Speed

20 VYO

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 17, 1997

WAL Test Period (YRS)

6.2

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	HYU	78.600	-	-	R	I	-	-	Hyssustw	3aSx	-	330	3aPr+330	-	609.00000
R	WWZ	57.700	-	-	A-	L-	3.75%	-	Eerwobpg	3iKh	-	925	3iDf+834	-	28.50000
Omb	ZPY	91.800	-	PT	YC	GP	-	-	-	-	-	-	-	-	Retained
G	DUT	807.000	-	Dkk	-	PPP	-	-	Zwwctksb	3jGb	-	173	3lKi+173	-	387.00000
J	FLD	73.000	-	-	SS	GG	-	-	Hlurusab	3oXc	-	245	3rJm+245	-	810.00000
X	GTK	53.800	-	-	TTT-	RRR-	-	-	Czeorezh	3rPb	-	560	3aYm+560	-	840.00000
F	GDS	91.800	-	-	TT-	OO-	-	-	Vzvehtjj	3oEa	-	875	3iHg+812	-	13.75000

Tranche Comments

G: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144F/Ptq F; J: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144T/Qvj A; K: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144N/Xyj U; X: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144B/Xmd Z; F: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144C/Afp G; R: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144C/Qpp P; Comments: Nx fq v bklvdkb buvw xuvvjkk. Vufjkb dv 3/11/2024. Nkxxlk Hvxke 3/18/2024; Omb: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144K/Fqe L;

Deal Comments

Lvv Qomm Xwcyvej 1.5. Cwhwt Ootwj 2029-01-25

Risk Retention

TC - Wmfq IT - Wmf

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 13, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Aug 23, 2013

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1	JOQ	60.600	8.60	-	RR	CC	16.31%	-	Fdrbuxoo	3eHz	-	300	3tWh+300	-	965.00000
J-2	FMT	3.000	1.70	-	FF	HH	14.60%	-	Xihgb	NZF	-	-	7.00%	7.000%	566.00000
F	LJM	574.100	7.10	-	GGG	QQQ	33.60%	-	Fvhfrvxx	3kYy	-	185	3pZt+185	-	981.00000
H	WKP	23.900	6.50	-	HHH	TTT-	35.51%	-	Awpvfxlu	3iCs	-	630	3yNa+630	-	479.00000
X	HEX	25.200	1.00	-	PP-	YY-	91.86%	-	Yezoptav	3aLb	-	885	3dDo+766	-	71.20000
M	LZX	46.800	7.10	-	L-	R-	7.38%	-	Gxlvqmwp	3nVr	-	825	3vPl+807	-	43.00000
Nkvcnc	ONR	64.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	FYH	10.400	5.00	-	T	E	23.53%	-	Mmwfabry	3aKk	-	390	3bGy+390	-	116.00000

Tranche Comments

F: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144O/Hru K; S-1: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144H/Cbt P; J-2: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144Z/Lfz J; D: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144W/Tsc A; H: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144Q/Ynx E; X: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144T/Jtn E; M: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144M/Ldd C; Comments: Neqjgea ajjz ujjavbe. Pjwvea ia 2/15/2024. Heuuqeceau Njuey 2/20/2024; Nkvcnc: First Pay: 2024-02-20; Redemption: 2024-11-20;

Deal Comments

Xqv Nqkk Sjxuqys 1.00

Risk Retention

LMq Shvgmhswyg

Pricing Speed

20% UYE

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 8, 1997

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
J	XZR	81.700	3.60	-	YYY-	PPP-	33.70%	-	Kacvbafd	3wMt	-	625	3oFr+583	-	20.20000
B	ZDB	10.000	3.60	-	DD-	CC-	86.60%	-	Pmkcfbmy	3qYq	-	975	3jUa+792	-	70.00000
Nyb	MLJ	39.000	-	-	ZC	BA	-	-	-	-	-	-	-	-	Retained
Z-1	JSY	27.600	3.60	-	EE	VV	-	-	Ysrodzex	3eOi	-	340	3xFu+340	-	634.00000
Q-2	THV	63.000	1.10	-	JJ	HH	63.30%	-	Vmqjl	KJS	-	-	6.50%	-	96.00000
H	POL	257.200	7.60	-	SSS	WWW	53.30%	-	Rqycchsw	3sEi	-	200	3vWj+200	-	872.00000
V	KTT	65.000	3.70	-	N	N	56.70%	-	Lrhlyjen	3eQc	-	450	3yAf+450	-	623.00000
F	DDK	49.000	-	-	W-	X-	8.40%	-	Qqozepeo	3hMx	-	-	3yKw+850	-	-

Tranche Comments

H: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144F/Pbz I; Z-1: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144G/Akc P; Q-2: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144N/Rrf E; V: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144V/Jis R; J: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144M/Fep K; B: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144H/Fef Z; F: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144T/Mab S; Comments: Zyrurhb xwvmruh xrhuunhwx nh 8/8/2023; Nyb: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144V/Qzc L;

Deal Comments

Obk Laqq Uwzlbip 1.5. Gwpwn Ianwp 5/15/2024

Originator(s)

Kityicyhui NJ

Risk Retention

IC - Sjufmjhhdr/Uufafhdhju

Reinvestment Period (YRS)

5.5

Reinvestment Period End Date

Jan 26, 2007

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	GAC	59.300	-	Dr2	VV	-	-	-	Gvpzdoup	3sLd	-	170	3vDp+170	-	292.00000
Awq	OZB	19.470	-	SX	YM	-	-	-	-	-	-	-	-	-	Retained
X	OLM	56.500	-	Ih3	QQ-	-	-	-	Wujohkwq	3aBz	-	620	3oSy+606	-	16.00000
G	PMB	84.900	-	E3	Z-	-	-	-	Ovfqouuf	3gSl	-	920	3oIv+875	-	16.00000
D	APK	117.200	-	Ovv	III	-	-	-	Phleuypd	3hMz	-	103	3hSu+103	-	703.00000
K	WDT	33.400	-	R2	V	-	-	-	Osfbumzd	3yUc	-	220	3zWb+220	-	535.00000
D-2	BOG	64.000	-	If2	SS	-	-	-	Hrxyr	-	-	-	2.100%	2.100%	391.00000
J	MHT	84.900	-	Dpp3	TTT-	-	-	-	Wvqruieh	3nTf	-	320	3tBl+320	-	247.00000

Tranche Comments

D: First Pay: 2021-10-25; Redemption: 2023-03-01; P-1: First Pay: 2021-10-25; Redemption: 2023-03-01; D-2: First Pay: 2021-10-25; Redemption: 2023-03-01; K: First Pay: 2021-10-25; Redemption: 2023-03-01; J: 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; Awq: First Pay: 2021-10-25; Redemption: 2023-03-01;

Deal Comments

Hfefn. Ihw Iqjj Jftnhtu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 26, 2001

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2	ALO	16.200	7.90	Tp2	XX	-	53.00%	-	Pgacc	-	-	-	2.00%	2.000%	802.00000
A	BCJ	60.159	6.70	Mkk3	MMM	-	24.45%	-	Daksvaoj	3vYc	-	300	3qYo+300	-	367.00000
E	HUE	10.160	8.90	To3	EE-	-	8.47%	-	Nwuvoifa	3xOq	-	615	3pZq+601	-	82.00000
W	JGR	37.274	6.70	K2	Y	-	98.30%	-	Imjmqpts	3eZr	-	215	3kXc+215	-	677.00000
A	FIY	54.700	1.70	L3	P-	-	2.46%	-	Zlwqwjhb	3hSg	-	910	3zXa+864	-	23.00000
Y-1	YUP	65.200	6.34	Fo2	CC	-	73.00%	-	Rkdtwzkt	3cCl	-	160	3vCi+160	-	575.00000
G	FFD	444.200	1.10	Zkk	XXX	-	72.00%	-	Thttstyz	3kKb	-	95	3jFi+95	-	920.00000
Zrd	XZK	46.560	-	HO	LV	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: First Pay: 2022-01-24; Redemption: 2023-05-05; Y-1: First Pay: 2022-01-24; Redemption: 2023-05-05; E-2: First Pay: 2022-01-24; Redemption: 2023-05-05; W: First Pay: 2022-01-24; Redemption: 2023-05-05; A: First Pay: 2022-01-24; Redemption: 2023-05-05; E: First Pay: 2022-01-24; Redemption: 2023-05-05; A: First Pay: 2022-01-24; Redemption: 2023-05-05; Zrd: First Pay: 2022-01-24; Redemption: 2023-05-05;

Deal Comments

Qmg Wvhh Cchumol 2.00

Originator(s)

Uzkzgsczzs Cqzqnzqp Odkz Hqqgbg Cqzqnzqg RRY

Reinvestment Period (YRS)

Reinvestment Period End Date

May 9, 2004

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	TCK	12.000	36.00	C3	-	G-	-	-	Lstlfqst	3oLh	-	925	3vLe+865	-	46.00000
Y	FDS	72.000	1.40	K2	-	M	-	-	Sfkxewmm	3eRf	-	240	3kHv+240	-	373.00000
O	IPY	66.000	6.30	Nv3	-	VV-	-	-	Osdzrcif	3eZk	-	675	3lOs+640	-	78.20000
Ven	FAF	50.900	-	MP	-	TT	-	-	-	-	-	-	-	-	Retained
V-2	EJR	81.600	3.70	Eb2	-	LL	-	-	Ybldywur	3pXd	-	160	3hTg+160	-	183.00000
W	JFF	26.000	5.00	Itt3	-	YYY-	-	-	Jbzbewog	3wXl	-	345	3fJx+345	-	901.00000
R-1	IBS	65.000	8.10	Qy2	-	DD	-	-	Rfbun	-	-	-	1.85%	1.850%	751.00000
V	PUD	9.000	-	HH	-	KR	-	-	-	-	-	-	-	-	Retained
R	TVV	427.500	8.30	Mjj	-	YYY	-	-	Swvjkkly	3cHg	-	79	3rHg+79	-	575.00000

Tranche Comments

R: Redemption: 2022-10-15; Registration: 144O/Bhh A; R-1: Redemption: 2022-10-15; Registration: 144Q/Etp M; V-2: Redemption: 2022-10-15; Registration: 144I/Zno R; Y: Redemption: 2022-10-15; Registration: 144V/Pyr O; W: Redemption: 2022-10-15; Registration: 144P/Mzr F; O: Redemption: 2022-10-15; Registration: 144V/Bdx T; M: Redemption: 2022-10-15; Registration: 144Z/Tmi F; V: Redemption: 2022-10-15; Registration: 144U/Yxx E; Ven: Redemption: 2022-10-15; Registration: 144W/Jvz J;

Deal Comments

Gcqbbgc. Wzc Vcll Bcgqzst 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 12, 2021

Refinancing

Yes