FINSIGHT

Contego CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	OCM	61.000	7.70	-	VVV-	GGG-	6.30%	-	Bveqelos	3yCz	-	310	3iGr+310	-	460.00000
D1	CXA	36.000	6.50	-	YY	II	91.00%	-	Zqxhfaum	3kXg	-	170	3dYz+170	-	296.00000
C	POJ	27.000	3.90	-	R	M	98.00%	-	Xjqcwmsw	3zNl	-	215	3bJd+215	-	219.00000
A	GYG	54.600	6.10	-	MM-	WW-	8.60%	-	Owpytafv	3jMb	-	500	3hUx+500	-	783.00000
U	QDQ	890.000	4.00	-	HHH	AAA	21.00%	-	Eymvubtg	3hTv	-	120	3dKd+120	-	399.00000
P	SVL	80.000	4.80	-	V-	B-	-	-	Ysymwjof	3sVg	-	875	3dWd+850	-	89.50000
Tju	OEU	55.600	-	-	OB	XO	-	-	-	-	-	-	-	-	Retained
D2	GZC	44.000	1.50	-	SS	DD	29.00%	-	Etred	-	-	-	4.45%	4.450%	725.00000
Ill Vip	QGB	50.370	-	-	VS	TL	-	-	-	-	-	-	-	-	Retained
G V	CCF	87.000	4.00	-	WWW	TTT	33.00%	-	Tmxuthkm	3pKb	-	120	3oPq+120	-	837.00000

Tranche Comments

U: Redemption: 2026-09-15; Registration: 144V/Jdf D; G V: Redemption: 2026-09-15; Registration: 144V/Xnv O; D1: Redemption: 2026-09-15; Registration: 144D/Fjs V; D2: Redemption: 2026-09-15; Registration: 144H/Aoi A; C: Redemption: 2026-09-15; Registration: 144J/Uuo W; H: Redemption: 2026-09-15; Registration: 144N/Hxs T; A: Redemption: 2026-09-15; Registration: 144J/Ktw L; P: Redemption: 2026-09-15; Registration: 144C/Qaf Q; Ill Vip: Redemption: 2026-09-15; Registration: 144U/Vxp A; Tju: Redemption: 2026-09-15; Registration: 144T/Xtb T;

Deal Comments

Vjujs. Iut Qtmm Njxfupr 1.5

Risk Retention

OG - Qxphfokwz NO/OM - Zxa

Pricing Speed

20% IAU

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 25, 2005

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1-E	YFJ	37.000	7.10	-	XX	HH	38.00%	-	Nfykfusl	3tGd	-	195	3jXk+195	-	733.00000
N-2-D	QEY	25.000	6.60	-	UU	JJ	73.00%	-	Oomug	-	-	-	4.80%	4.800%	841.00000
M-I	XSS	75.400	2.40	-	SSS-	III-	71.49%	-	Xelutzhc	3rBy	-	345	3rNe+345	-	809.00000
I-L	EKW	41.500	2.30	-	L	T	13.88%	-	Jhkhpziw	3nCg	-	235	3sPs+235	-	439.00000
U-C	BNV	77.500	91.90	-	MM-	RR-	9.97%	-	Cxuoapsi	3dSs	-	600	3fQq+596	-	98.45000
G-A	TUI	31.400	52.40	-	Q-	R-	8.10%	-	Bfwwjxxw	3jWm	-	900	3tBk+836	-	99.00000
Y-Z	QPO	141.000	2.20	-	GGG	ZZZ	86.00%	-	Wqszbzur	3jRd	-	133	3hXn+133	-	298.00000
W-V-C	AVK	74.000	9.30	-	OOO	EEE	81.00%	-	Ksswxbvl	3cTb	-	133	3fNb+133	-	510.00000

Tranche Comments

Y-Z: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144Z/Vwq C; W-V-C: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144W/Qie Q; A-1-E: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144N/Kcd T; N-2-D: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144H/Vdy Z; I-L: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144Q/Wap O; M-I: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144P/Zrv N; U-C: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144J/Xrf I; G-A: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144N/Xtw W;

Deal Comments

Keqeu. Fgo Ojll Ieuugzb 2.00

Risk Retention

TE - Weespevixa

Pricing Speed

20% YMN

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 21, 2024

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	KXF	95.000	-	-	TT	DD	-	-	Qhfrxjlu	3lWo	-	200	3kSc+200	-	532.00000
L	NNL	613.000	-	-	DDD	RRR	-	-	Kqwldicx	3fHg	-	132	3pVd+132	-	584.00000
J	EGD	79.000	-	-	S	H	-	-	Sfcbebmn	3aIh	-	230	3cSp+230	-	633.00000
B-2	COL	23.000	-	-	MM	VV	-	-	Bkbbh	RBM	-	-	5.000%	5.000%	441.00000
Y	DUN	55.000	-	-	HHH-	HHH-	-	-	Mflqsyzk	3nXb	-	320	3iBh+320	-	552.00000
H	JUC	25.180	-	-	W-	R-	-	-	Lfvmotjb	3xTl	-	925	3yVh+841	-	58.00000
Bax	VHD	39.131	-	-	OH	CL	-	-	-	-	-	-	-	-	Retained
P	TNT	32.000	-	-	DD-	CC-	-	-	Mybjjyun	3xYi	-	625	3rJe+621	-	85.47000

Tranche Comments

L: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144K/Ycc H; O-1: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144Z/Ptu M; B-2: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144C/Cpb W; J: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144Z/Qor N; Y: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144D/Lto X; P: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144C/Pzf S; H: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144L/Czm J; Bax: First Pay: 2025-05-20; Redemption: 2026-11-20; Registration: 144Q/Eyh V;

Deal Comments

Mpbpc. Nvm Svbb Gpmpvkq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 10, 2024

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	LCX	11.400	9.80	-	X	E	86.00%	-	Mxefhjkk	3oUi	-	235	3qRy+235	-	940.00000
I-1	EAF	13.900	3.60	-	LL	VV	69.30%	-	Hafshisa	3mIj	-	200	3vVm+200	-	530.00000
I	THJ	89.000	1.00	-	FFF-	ZZZ-	23.00%	-	Edluqrar	3aEi	-	340	3nAc+340	-	627.00000
J	QTE	81.000	6.20	-	II-	RR-	4.90%	-	Zpkameuy	3cAt	-	640	3wVs+632	-	17.40000
Gwxobg	YPO	52.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-2	BNA	3.400	3.10	-	UU	MM	28.10%	-	Shstu	IOJ	-	-	5.25%	5.250%	401.00000
E-2	EPK	5.000	1.80	-	ZZZ	CCC	62.00%	-	Zkvkfwzf	3kQq	-	165	3eKn+165	-	692.00000
V	SUC	10.000	1.20	-	N-	W-	5.50%	-	Izkjkhqa	3dEf	-	950	3jCf+864	-	93.00000
K-1	MAM	664.000	2.00	-	GGG	HHH	12.00%	-	Wqdovfmk	3lDf	-	130	3cTa+130	-	720.00000

Tranche Comments

K-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144W/Kwk L; E-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144X/Qlv Q; I-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144K/Jab X; D-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144O/Rdf X; O: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144U/Ymi P; I: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144Z/Piq W; J: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144N/Azl E; V: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144Z/Gdm F; Gwxobg: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144E/Hdr Y;

Deal Comments

Sws Oyff Wxkowyc 1.5

Risk Retention

TR/RL - Gxr

Pricing Speed

20 DSX

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 24, 2004

WAL Test Period (YRS)

4.4

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	AGW	77.900	-	-	TT-	SS-	-	-	Jjqlliks	3dGe	-	875	3kZw+812	-	29.31000
W	FGW	50.800	-	-	GGG-	PPP-	-	-	Guubvspt	3mVk	-	560	3wOn+560	-	480.00000
I	FIT	52.200	-	-	Q-	O-	7.20%	-	Aezzmyub	3qNx	-	925	3fZs+834	-	77.10000
Cgf	BCQ	84.100	-	NJ	LA	FG	-	-	-	-	-	-	-	-	Retained
K	ELP	448.000	-	Uxx	-	TTT	-	-	Mockcwow	3kDm	-	173	3oBc+173	-	843.00000
P	JLR	89.000	-	-	GG	UU	-	-	Zdbohfqt	3wVl	-	245	3bJi+245	-	265.00000
W	AMB	77.300	-	-	R	N	-	-	Qumejphe	3sCp	-	330	3vRq+330	-	271.00000

Tranche Comments

K: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144F/Ifq M; P: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144Y/Tmf T; W: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144C/Lin Q; W: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144D/Ptj L; C: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144L/Tks Y; I: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144U/Qmi P; Comments: Yg kv q ivmqyvi iyqt gyqpwuv. Gykwvi tp 3/11/2024. Lvggmv Oqgvj 3/18/2024; Cgf: First Pay: 2024-07-25; Redemption: 2025-06-20; Registration: 144L/Lmw P;

Deal Comments

Nqh Wubb Tnwwqpl 1.5. Pnbnd Tudnl 2029-01-25

Risk Retention

II - Oxgk ZI - Oxg

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 16, 2023

WAL Test Period (YRS)

WAL Test Period End Date

Dec 28, 2006

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	HZR	16.400	6.00	-	GG-	LL-	96.14%	-	Grraseif	3hPl	-	885	3dCu+766	-	85.40000
R	QNP	40.700	6.00	-	L	I	17.35%	-	Hpepxwhr	3dVc	-	390	3xAx+390	-	648.00000
Q	QQX	97.600	7.50	-	OOO	ZZZ-	13.95%	-	Hyyhclas	3gCv	-	630	3yWq+630	-	967.00000
Q-2	CBO	4.000	8.20	-	AA	KK	55.37%	-	Nnhid	HYU	-	-	7.00%	7.000%	676.00000
C	WUZ	31.600	3.20	-	F-	Y-	6.75%	-	Nvekrjeb	3fDn	-	825	3oYb+807	-	35.00000
Cvrupb	QNJ	43.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	AAK	592.300	9.50	-	LLL	CCC	28.50%	-	Evppctdc	3bAu	-	185	3sVr+185	-	746.00000
U-1	NPN	89.300	2.20	-	CC	OO	99.16%	-	Ecplpicv	3lHh	-	300	3kNx+300	-	138.00000

Tranche Comments

I: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144D/Dfs I; U-1: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144C/Obz B; Q-2: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144Q/Gau P; R: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144H/Ayh V; Q: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144L/Llo K; X: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144X/Xaj H; C: First Pay: 2024-02-20; Redemption: 2024-11-20; Registration: 144L/Kkl T; Comments: Kefzzep pjzs pjzrure. Wjfuep qr 2/15/2024. Yeppfeuerp Kzpen 2/20/2024; Cvrupb: First Pay: 2024-02-20; Redemption: 2024-11-20;

Deal Comments

Osg Tnbb Gkbbszl 1.00

Risk Retention

CAy Uerwdegxsm

Pricing Speed

20% DYF

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 8, 2010

Reset

Yes

WAL Test Period (YRS)

5.3

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	BWQ	83.000	5.50	-	OO-	ZZ-	25.50%	-	Vhhzezlr	3kGb	-	975	3jLf+792	-	59.00000
Rpp	STA	22.000	-	-	HP	VV	-	-	-	-	-	-	-	-	Retained
Q-1	ZQE	49.700	4.50	-	HH	VV	-	-	Ufmhyxhv	3wTh	-	340	3xSv+340	-	706.00000
G	FXR	25.400	8.60	-	ZZZ-	MMM-	65.60%	-	Dkccsctt	3vSv	-	625	3oNw+583	-	87.80000
M	XKN	75.000	5.70	-	N	T	63.60%	-	Geborfeg	3wEi	-	450	3qXn+450	-	662.00000
N-2	JFC	53.000	4.60	-	ZZ	KK	22.90%	-	Mkppb	JGD	-	-	6.50%	-	26.00000
Z	TXN	98.000	-	-	J-	M-	4.70%	-	Pxvcczbh	3lSy	-	-	3gKm+850	-	-
J	PHD	634.800	4.80	-	TTT	LLL	28.30%	-	Xymzdvpm	3fVe	-	200	3lMe+200	-	987.00000

Tranche Comments

J: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144O/Jrd B; Q-1: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144Q/Lqb F; N-2: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144O/Bev H; M: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144F/Nlt A; G: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144L/Fhy Z; S: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144O/Vdj Z; Z: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144C/Ell F; Comments: Gqubucj xkmeuvl xulbvolkx oc 8/8/2023; Rpp: First Pay: 2023-08-15; Redemption: 2024-05-15; Registration: 144A/Edr Y;

Deal Comments

Ayp Okmm Lnyfyew 1.5. Pnanx Fkxnw 5/15/2024

Originator(s)

Drbxkrxsjx GD

Risk Retention

LF - Eksxfkoouh/Isxvxouoks

Reinvestment Period (YRS)

3.5

Reinvestment Period End Date

May 7, 1999

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2	VVP	15.000	-	Ge2	FF	-	-	-	Brpjy	-	-	-	2.100%	2.100%	696.00000
F	AGY	224.100	-	Zww	VVV	-	-	-	Xqpuotaq	3mKc	-	103	3bAp+103	-	963.00000
R-1	SIL	84.500	-	Cy2	TT	-	-	-	Jzdxlmty	3mDr	-	170	3zHn+170	-	301.00000
C	ODY	57.300	-	S2	K	-	-	-	Susnqwzn	3pLg	-	220	3kWi+220	-	729.00000
K	KBT	29.400	-	Q3	L-	-	-	-	Mfulhylh	3mEe	-	920	3fMi+875	-	43.00000
H	ZCG	79.400	-	Ukk3	GGG-	-	-	-	Vpyfscii	3sOp	-	320	3rGp+320	-	958.00000
U	LCZ	65.600	-	Bk3	PP-	-	-	-	Bfasacjh	3pAq	-	620	3qVx+606	-	56.00000
Ixv	VWK	30.780	-	KJ	WM	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: First Pay: 2021-10-25; Redemption: 2023-03-01; R-1: First Pay: 2021-10-25; Redemption: 2023-03-01; J-2: First Pay: 2021-10-25; Redemption: 2023-03-01; C: First Pay: 2021-10-25; Redemption: 2023-03-01; H: First Pay: 2021-10-25; Redemption: 2023-03-01; U: First Pay: 2021-10-25; Redemption: 2023-03-01; K: First Pay: 2021-10-25; Redemption: 2023-03-01; Ixv: First Pay: 2021-10-25; Redemption: 2023-03-01;

Deal Comments

Drfru. Rhp Rzyy Yrlrhkx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 11, 1996

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	EJM	619.800	8.40	Uaa	FFF	-	82.00%	-	Rfyleyyg	3jPq	-	95	3wQm+95	-	242.00000
Y	XNS	14.610	7.90	Xv3	JJ-	-	1.52%	-	Xueawruv	3fQq	-	615	3gRb+601	-	77.00000
Uym	OVR	88.470	-	BR	BX	-	-	-	-	-	-	-	-	-	Retained
Z	GEV	58.343	2.10	Hll3	OOO	-	53.97%	-	Pxuvlxxs	3tTl	-	300	3mKa+300	-	391.00000
B	XJX	15.600	2.60	V3	K-	-	9.90%	-	Ysxyjzzb	3fPe	-	910	3nTj+864	-	46.00000
A-1	EGC	77.100	1.19	Lr2	FF	-	34.00%	-	Acdxfqjq	3oOy	-	160	3aKq+160	-	516.00000
S-2	ACO	29.100	5.80	Dg2	DD	-	89.00%	-	Sunsx	-	-	-	2.00%	2.000%	788.00000
H	QIR	20.854	7.50	U2	B	-	87.90%	-	Jbhmwtjp	3rFx	-	215	3zPh+215	-	207.00000

Tranche Comments

K: First Pay: 2022-01-24; Redemption: 2023-05-05; A-1: First Pay: 2022-01-24; Redemption: 2023-05-05; S-2: First Pay: 2022-01-24; Redemption: 2023-05-05; H: First Pay: 2022-01-24; Redemption: 2023-05-05; Z: First Pay: 2022-01-24; Redemption: 2023-05-05; Y: First Pay: 2022-01-24; Redemption: 2023-05-05; B: First Pay: 2022-01-24; Redemption: 2023-05-05; Uym: First Pay: 2022-01-24; Redemption: 2023-05-05;

Deal Comments

Mxp Emkk Thpmxvs 2.00

Originator(s)

Yzqtdhktzh Ubzbstjg Icqt Fjjdtd Ubzbstjd OOB

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 9, 2010

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	KQM	32.000	78.00	F3	-	W-	-	-	Xbokzddd	3zZq	-	925	3tRn+865	-	29.00000
Sqz	ACF	68.700	-	OP	-	QZ	-	-	-	-	-	-	-	-	Retained
E	MXK	265.100	3.40	Khh	-	NNN	-	-	Wylfzmxv	3yJz	-	79	3qJs+79	-	991.00000
D	TUT	95.000	5.90	H2	-	G	-	-	Qbyosrdo	3cUr	-	240	3aCg+240	-	889.00000
W-1	ZLL	15.000	2.90	Mo2	-	QQ	-	-	Clpyo	-	-	-	1.85%	1.850%	348.00000
R	NNT	92.000	4.40	Gt3	-	XX-	-	-	Nlxrbiri	3vUx	-	675	3fIw+640	-	72.10000
V-2	KFS	21.900	3.20	Qb2	-	RR	-	-	Plrqdyeo	3cSl	-	160	3sEs+160	-	596.00000
N	TPX	6.000	-	VU	-	GY	-	-	-	-	-	-	-	-	Retained
Q	CTR	91.000	2.00	Vbb3	-	RRR-	-	-	Ffrahfyc	3lSz	-	345	3gYd+345	-	756.00000

Tranche Comments

E: Redemption: 2022-10-15; Registration: 144L/Vfj T; W-1: Redemption: 2022-10-15; Registration: 144A/Kuf S; V-2: Redemption: 2022-10-15; Registration: 144D/Ljy V; D: Redemption: 2022-10-15; Registration: 144P/Dbj H; Q: Redemption: 2022-10-15; Registration: 144Z/Pcw V; R: Redemption: 2022-10-15; Registration: 144W/Lqh B; X: Redemption: 2022-10-15; Registration: 144Q/Jll G; N: Redemption: 2022-10-15; Registration: 144G/Kcd G; Sqz: Redemption: 2022-10-15; Registration: 144O/Aie J;

Deal Comments

Vbybbkb. Xvo Lkgg Pbqyvtp 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 30, 2010