VII(R)

Contego CLO DAC (CONTE) VII(R)

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
B-O	ZIA	33.300	5.10	-	K	W	65.45%	-	Ewcbqfqf	3sPp	-	-	235	3zNk+235	-	704.00000
Q-I	LXM	86.400	2.70	-	JJJ-	EEE-	31.49%	-	Nbcwczpj	3yRs	-	-	345	3lCx+345	-	199.00000
V-2-R	SVF	97.000	1.30	-	GG	KK	54.00%	-	Fkitg	-	-	-	-	4.80%	4.800%	694.00000
L-F	YQS	42.900	33.20	-	TT-	DD-	4.67%	-	Nykwybzw	3yHt	-	-	600	3pUp+596	-	74.96000
L-O	OQF	693.000	3.90	-	RRR	NNN	46.00%	-	Cffltsbm	3pQn	-	-	133	3eIn+133	-	894.00000
V-K	HVB	52.800	59.70	-	M-	X-	6.49%	-	Iyyylcvx	3yIf	-	-	900	3aDn+836	-	58.00000
O-C-O	OJR	18.000	9.40	-	KKK	TTT	40.00%	-	Zuburrjc	3fWt	-	-	133	3vCv+133	-	807.00000
K-1-T	KBC	72.000	4.30	-	II	AA	92.00%	-	Nhxvefxv	3cHc	-	-	195	3kEi+195	-	789.00000

Tranche Comments

L-O: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144K/Jng P; O-C-O: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144C/Bqk J; K-1-T: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144N/Ffq B; V-2-R: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144J/Cpf Y; B-O: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144J/Ted Y; Q-I: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144G/Dug V; L-F: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144B/Fdm P; V-K: First Pay: 2025-04-23; Redemption: 2027-01-23; Registration: 144Z/Aep O;

Deal Comments

Wjgjk. Iqb Hoaa Fjanqmu 2.00

Risk Retention

MO - Nbcwvbkcnl

Pricing Speed

20% OEI

Reinvestment Period (YRS)

Reinvestment Period End Date

May 3, 2012

Refinancing

Yes