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
K	CGM	794.000	2.00	-	AAA	QQQ	45.00%	-	Cfbmpylu	3mHv	120	-	120	3mZw+120	-	996.00000
O	NFZ	19.400	8.50	-	AA-	WW-	7.50%	-	Cluerqeb	3oQs	Djuj 400g	-	500	3wBx+500	-	262.00000
A	LII	71.000	3.90	-	F	N	89.00%	-	Njumzpvm	3iLu	200-210	-	215	3oKv+215	-	985.00000
Q2	QGJ	81.000	8.40	-	JJ	VV	11.00%	-	Jsaoq	-	Zax 4.00%	-	-	4.45%	4.450%	706.00000
A	YKW	65.000	7.80	-	EEE-	AAA-	9.20%	-	Txwzawyg	3nIc	280-290	-	310	3fUx+310	-	767.00000
X	FJU	84.000	5.10	-	I-	B-	-	-	Yhrejckg	3yBa	Nifr 700v	-	875	3kEs+850	-	12.60000
H1	YWV	38.000	6.10	-	CC	RR	55.00%	-	Ezeepyyi	3eZl	170	-	170	3eOv+170	-	661.00000
Moo Kdo	KBZ	79.490	-	-	GB	MP	-	-	-	-	-	-	-	-	-	Retained
Sro	ZYF	32.300	-	-	BA	EA	-	-	-	-	-	-	-	-	-	Retained
E H	ZZE	67.000	8.00	-	JJJ	WWW	24.00%	-	Szvlasod	3jCt	-	-	120	3oEe+120	-	939.00000

Tranche Comments

K: Redemption: 2026-09-15; Registration: 144Q/Dfp Y; E H: Redemption: 2026-09-15; Registration: 144Y/Uhl D; H1: Redemption: 2026-09-15; Registration: 144F/Fqa F; Q2: Redemption: 2026-09-15; Registration: 144D/Gbm M; A: Redemption: 2026-09-15; Registration: 144M/Jvd T; A: Redemption: 2026-09-15; Registration: 144Y/Zvd G; O: Redemption: 2026-09-15; Registration: 144U/Jso M; X: Redemption: 2026-09-15; Registration: 144G/Cwx K; Moo Kdo: Redemption: 2026-09-15; Registration: 144M/Ksc J; Sro: Redemption: 2026-09-15; Registration: 144Y/Jtt H;

Deal Comments

Tpmpc. Mhu Ekbb Tpqthmi 1.5

Risk Retention

OL - Okghqkivz SO/OS - Wkq

Pricing Speed

20% AAS

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 22, 2006