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
Ptt Vcb	XFC	87.110	-	-	YM	SA	-	-	-	-	-	-	-	-	-	Retained
E2	ASD	74.000	4.20	-	DD	JJ	99.00%	-	Hvgxz	-	Hrn 4.00%	-	-	4.45%	4.450%	606.00000
B	IOD	651.000	3.00	-	ZZZ	JJJ	36.00%	-	Yymzpmnk	3zRa	120	-	120	3yZl+120	-	942.00000
O1	KNZ	84.000	5.20	-	ZZ	PP	47.00%	-	Ndxqraht	3qIn	170	-	170	3mPz+170	-	642.00000
P	GKF	30.000	9.30	-	X-	A-	-	-	Xlmefbkx	3iOc	Zzcr 700w	-	875	3wQw+850	-	67.80000
M	EQQ	44.000	4.50	-	DDD-	ZZZ-	9.10%	-	Gyzladqd	3dUs	280-290	-	310	3hJw+310	-	282.00000
M	SKE	54.400	5.20	-	BB-	GG-	8.50%	-	Ymvbjjyz	3aFt	Vrmt 400m	-	500	3pHy+500	-	684.00000
O H	AQX	18.000	5.00	-	GGG	FFF	39.00%	-	Hkovsjpt	3eLq	-	-	120	3pEi+120	-	400.00000
T	AVT	84.000	9.50	-	A	S	21.00%	-	Byhhbihd	3lAm	200-210	-	215	3wDj+215	-	417.00000
Xaa	VSL	90.700	-	-	YA	YU	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: Redemption: 2026-09-15; Registration: 144Z/Dbb B; O H: Redemption: 2026-09-15; Registration: 144Q/Zbv R; O1: Redemption: 2026-09-15; Registration: 144C/Rqx B; E2: Redemption: 2026-09-15; Registration: 144U/Fdw H; T: Redemption: 2026-09-15; Registration: 144V/Ltj C; M: Redemption: 2026-09-15; Registration: 144Q/Pwa B; M: Redemption: 2026-09-15; Registration: 144W/Dat R; P: Redemption: 2026-09-15; Registration: 144K/Aff D; Ptt Vcb: Redemption: 2026-09-15; Registration: 144T/Kfs C; Xaa: Redemption: 2026-09-15; Registration: 144F/Uuz S;

Deal Comments

Acvcf. Lpq Ctcc Icakpxg 1.5

Risk Retention

JI - Mbhgenjpx NJ/JQ - Zbc

Pricing Speed

20% FBC

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 18, 2006

Refinancing

Yes