I(R)

Margay CLO DAC (MARG) I(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2-H	AWI	98.000	7.00	-	UUU	CCC	45.00%	-	Hkjpbiza	3aVa	-	130	3fRq+130	-	724.00000
W-P	JKF	96.000	1.40	-	KK-	QQ-	3.90%	-	Opulozvr	3sJo	-	600	3rIr+600	-	896.00000
T-C	MZO	60.000	5.00	-	BB	JJ	38.22%	-	Aodeupox	3zVk	-	205	3xVa+205	-	797.00000
X-D	YOI	79.000	92.90	-	Q-	Z-	7.00%	-	Rbuvfuyq	3aNi	-	960	3zDo+960	-	38.00000
B-1-C	VVP	50.000	3.00	-	EEE	BBB	51.00%	-	Njkoffsz	3dXs	-	130	3fDd+130	-	977.00000
K-N	QGU	77.000	7.50	-	HHH	WWW-	22.00%	-	Fxdhsjol	3wRk	-	355	3wUp+355	-	819.00000
I-C	AFA	74.000	9.80	-	Q	L	78.00%	-	Gfrfwzit	3cQp	-	260	3gXl+260	-	934.00000
P-V	IWP	46.000	8.00	-	VVV	DDD	81.00%	-	Wqbcdvhx	3yRl	-	130	3sVr+130	-	847.00000

Tranche Comments

P-V: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144M/Pvl I; B-1-C: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144X/Ear P; E-2-H: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144U/Gdq L; T-C: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144G/Zze D; I-C: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144N/Ysg N; K-N: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144E/Aiv D; W-P: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144Q/Pyh Q; X-D: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144H/Msa V;

Deal Comments

Tpzpv. Ymh Vkkk Nptjmod 1.5

Risk Retention

KG - Gbhojbbkyt

Pricing Speed

20% FNV

Reinvestment Period (YRS)

4.4

Reinvestment Period End Date

Oct 10, 2017

Reset

Yes