XIII

Contego CLO DAC (CONTE) XIII

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
P-2	BUM	3.200	6.70	-	TT	AA	90.10%	-	Rplzs	EQU	-	-	-	5.25%	5.250%	853.00000
T	MDG	27.400	1.20	-	D	M	24.00%	-	Nkhrblve	3tHv	-	-	235	3mHo+235	-	864.00000
Y	IZB	26.000	4.00	-	VVV-	OOO-	65.00%	-	Bvyrwsbl	3wLh	-	-	340	3wJo+340	-	192.00000
Cobwbu	SCK	33.200	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-2	OVZ	3.000	9.80	-	WWW	YYY	83.00%	-	Udzzqoen	3aOx	-	-	165	3eRq+165	-	959.00000
D-1	YLC	231.000	7.00	-	WWW	QQQ	40.00%	-	Gfoardnd	3bMv	-	-	130	3bUo+130	-	608.00000
I	MDF	41.000	5.80	-	C-	N-	3.90%	-	Ruvxeaat	3aGj	-	-	950	3vZe+864	-	30.00000
K	XWA	17.000	4.50	-	PP-	MM-	3.80%	-	Fiufokoi	3lGq	-	-	640	3wRg+632	-	30.50000
P-1	SAG	39.400	2.10	-	PP	HH	45.30%	-	Krmmpyek	3kTd	-	-	200	3vOo+200	-	179.00000

Tranche Comments

D-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144P/Hrr J; B-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144V/Nes C; P-1: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144Q/Oao Q; P-2: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144V/Der N; T: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144B/Laf X; Y: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144C/Qfh S; K: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144R/Ubr R; I: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144G/Ufk L; Cobwbu: First Pay: 2025-04-15; Redemption: 2026-04-14; Registration: 144H/Zpi W;

Deal Comments

Msh Ysff Yuhosty 1.5

Risk Retention

NF/FE - Jbl

Pricing Speed

20 AAD

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 5, 2012

WAL Test Period (YRS)

7.3