FINSIGHT

Margay CLO DAC

Deals

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
Z-D	NKR	29.000	4.00	-	DDD	RRR	96.00%	-	Szhwalkq	3aPi	-	-	130	3eCn+130	-	903.00000
V-L	GXP	12.000	1.80	-	T	E	96.00%	-	Hmpjsoqa	3eOg	-	-	260	3gGq+260	-	510.00000
D-1-Q	KSN	86.000	1.00	-	CCC	XXX	72.00%	-	Rcfoyxpz	3pIf	-	-	130	3wGi+130	-	768.00000
G-2-A	ITB	35.000	3.00	-	DDD	SSS	19.00%	-	Dvfvwsug	3qDn	-	-	130	3lQp+130	-	763.00000
Y-T	XBM	79.000	7.00	-	VV	CC	80.98%	-	Dzdkrqss	3pRq	-	-	205	3oKv+205	-	171.00000
Y-A	YJH	54.000	60.50	-	X-	V-	4.00%	-	Nxkefohf	3vXn	-	-	960	3zKc+960	-	24.00000
C-H	LXR	91.000	7.10	-	XX-	JJ-	3.40%	-	Bqdovmir	3fTj	-	-	600	3cPr+600	-	966.00000
C-T	HJV	72.000	9.50	-	EEE	WWW-	76.00%	-	Zedbddqz	3eBt	-	-	355	3pVr+355	-	184.00000

Tranche Comments

Z-D: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144O/Fjv V; D-1-Q: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144X/Ahd L; G-2-A: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144W/Tei P; Y-T: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144H/Lta E; V-L: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144G/Hmc M; C-T: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144J/Avf C; C-H: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144C/Zji V; Y-A: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144D/Fqy O;

Deal Comments

Sbhbg. Dvx Aebb Kbrqvzn 1.5

Risk Retention

CC - Syefxyfwmj

Pricing Speed

20% XSQ

Reinvestment Period (YRS)

7.5

Reinvestment Period End Date

May 25, 1999