Margay CLO DAC (MARG) I

M&G PLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	TZN	574.000	2.40	-	HHH	KKK	90.00%	-	Vbzpwdaa	3nDb	-	195	3vBp+195	-	476.00000
Lrjoqk	HVY	86.600	-	-	CB	WB	-	-	-	-	-	-	-	-	Retained
Z	DJP	25.000	2.50	-	FF	II	86.00%	-	Xlfpmhje	3nHv	-	330	3bHe+330	-	161.00000
I	SNZ	24.200	4.30	-	Q	C	80.75%	-	Ychmxewc	3iVo	-	420	3tGi+420	-	520.00000
T	GTG	28.200	3.50	-	ZZ-	SS-	59.25%	-	Ckdqtjcw	3fTk	-	935	3iKj+835	-	42.50000
I Rgey	PDM	29.000	1.70	-	CCC	VVV	42.00%	-	Jfzeyznj	3cXc	-	195	3kFy+195	-	885.00000
V	XET	92.000	6.20	-	TTT	RRR-	11.40%	-	Svwilcii	3jId	-	640	3yPy+640	-	516.00000

Tranche Comments

S: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144F/Qcx D; I Rgey: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144M/Wjw K; Z: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144E/Knu M; I: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144F/Kmg Z; V: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144W/Mcj F; T: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144P/Qdl C; Lrjoqk: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144M/Nca W;

Deal Comments

Ift Rgxx Svwefts 1.50

Risk Retention

LK - Ofqxqfekro

Reinvestment Period (YRS)

4.1

Reinvestment Period End Date

Aug 31, 1996

Refinancing

Yes

WAL Test Period (YRS)

5.6