Margay CLO DAC (MARG) I

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

M&G PLC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
W	VAX	673.000	2.20	-	GGG	QQQ	63.00%	-	Xequmcvt	3xMv	195f	-	195	3pJw+195	-	776.00000
Y Dkqm	KJX	22.000	8.40	-	GGG	BBB	69.00%	-	Rejuhxmi	3mDn	-	-	195	3bMn+195	-	878.00000
X	QMY	57.700	2.70	-	JJ-	KK-	63.38%	-	Zdzjkwal	3iId	900-925	-	935	3lNo+835	-	20.20000
E	QQQ	60.000	4.60	-	TT	ZZ	49.00%	-	Oqwkmmzx	3eTg	320-330	-	330	3sRb+330	-	129.00000
Ffcacs	QAS	54.200	-	-	QY	YK	-	-	-	-	-	-	-	-	-	Retained
E	YAW	11.200	5.60	-	J	K	68.83%	-	Obxawvpb	3xGw	420-430	-	420	3dRm+420	-	524.00000
Y	XYN	87.000	4.30	-	EEE	DDD-	25.53%	-	Nwdhmwqk	3dWs	640-650	-	640	3hZf+640	-	676.00000

Tranche Comments

W: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144J/Pbd X; Y Dkqm: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144Q/Ccx P; E: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144K/Axw V; E: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144M/Yad U; Y: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144H/Eoh G; X: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144L/Jxh D; Ffcacs: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144X/Nvi H;

Deal Comments

Kmg Cwzz Kslymte 1.50

Risk Retention

TI - Afkxyfiosf

Reinvestment Period (YRS)

6.1

Reinvestment Period End Date

Dec 14, 2001

Reset

Yes

WAL Test Period (YRS)

5.5