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
P-L	BWK	43.000	3.70	-	DD-	OO-	6.60%	-	Jfkmqoak	3vXx	-	-	600	3zFx+600	-	480.00000
Z-H	BJP	75.000	8.00	-	QQQ	FFF	84.00%	-	Pppktylt	3qSd	-	-	130	3tBe+130	-	603.00000
D-W	OID	40.000	8.30	-	Q	R	94.00%	-	Mfumeplj	3vVh	-	-	260	3sQk+260	-	827.00000
Z-2-E	YWD	82.000	3.00	-	SSS	EEE	53.00%	-	Cvmkxmzd	3mSt	-	-	130	3pRc+130	-	824.00000
Y-O	TME	72.000	6.00	-	GG	ZZ	39.99%	-	Skccpryh	3xKv	-	-	205	3aAp+205	-	987.00000
T-B	GOU	44.000	3.60	-	JJJ	PPP-	85.00%	-	Ieusrftb	3tPf	-	-	355	3aUf+355	-	706.00000
K-G	SJB	28.000	12.20	-	M-	A-	8.00%	-	Dhedpemu	3eCg	-	-	960	3rLx+960	-	47.00000
N-1-E	BFG	62.000	5.00	-	LLL	XXX	97.00%	-	Hjzwwpbk	3mVe	-	-	130	3xTd+130	-	876.00000

Tranche Comments

Z-H: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144A/Wtw D; N-1-E: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144L/Baa S; Z-2-E: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144W/Bpy M; Y-O: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144N/Juz Y; D-W: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144Q/Qfg D; T-B: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144Q/Uds D; P-L: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144L/Vpe R; K-G: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144O/Iug X;

Deal Comments

Ajbjo. Eym Tokk Xjszyet 1.5

Risk Retention

OZ - Bdyubdoewt

Pricing Speed

20% CFK

Reinvestment Period (YRS)

1.7

Reinvestment Period End Date

Jan 25, 2017

Reset

Yes