Margay CLO DAC (MARG) I

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
MARG I (EUR 351m)M&G PLCEMEA
May 17, 2023
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
LFAI344.0003.30-BBBNNN97.00%-Jdqfcrwj3rCz195p-1953bCy+195-236.00000
IOIJ23.0005.60-FFCC32.00%-Vjkurpcx3aIc320-330-3303hUx+330-282.00000
Q HuxiNFZ52.0002.10-ZZZQQQ57.00%-Kmmfmxsi3jMh--1953hPd+195-658.00000
QZIZ24.5004.20-SO13.92%-Sfywrpzb3sPf420-430-4203qKw+420-571.00000
KDNW28.0006.50-TTTKKK-55.86%-Tcvxmecu3mPl640-650-6403oKs+640-800.00000
PLHH82.2004.60-JJ-JJ-34.29%-Wupwqluy3dSh900-925-9353lOs+835-86.30000
ZxrzxlXIY52.700--UZSW---------Retained
Tranche Comments
L: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144Y/Ned F; Q Huxi: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144K/Abc A; I: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144U/Zet H; Q: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144W/Dqb Q; K: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144P/Gvr D; P: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144Q/Ads I; Zxrzxl: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144X/Qib I;
Deal Comments
Sht Qcuu Qofihqp 1.50
Risk Retention
QV - Ybmdhbsnfg
Reinvestment Period (YRS)
3.5
Reinvestment Period End Date
Nov 23, 1999
WAL Test Period (YRS)
4.9

Commentary 

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Deal Flow 

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