Margay CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-OBIE50.0006.90-OO-EE-5.10%-Iffsfpng3oYk-6003tJs+600-106.00000
C-1-WXGN50.0009.00-EEEBBB55.00%-Bwozqtmg3sEw-1303bOc+130-697.00000
B-2-FGJA92.0004.00-AAAQQQ27.00%-Cmzktutm3aTm-1303oJo+130-103.00000
C-MLNX34.0004.10-UUUFFF-56.00%-Yembamzf3pVz-3553nQd+355-369.00000
C-SHGP95.0007.30-GZ38.00%-Sududoqi3wHr-2603fVd+260-670.00000
M-CCMJ37.0004.00-DDDGGG26.00%-Dpxeryvw3rMc-1303gKl+130-896.00000
Z-IBNF88.0005.00-LLDD84.40%-Briqezyi3yHm-2053rMd+205-705.00000
D-WIYQ13.00039.20-Y-Z-7.00%-Vpqvhsjv3lXp-9603kRl+960-23.00000
Tranche Comments
M-C: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144Z/Zjm B; C-1-W: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144A/Hjr U; B-2-F: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144L/Tcb F; Z-I: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144D/Hrb B; C-S: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144G/Hme A; C-M: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144O/Cxh Y; K-O: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144Z/Wxx P; D-W: First Pay: 2025-04-15; Redemption: 2026-06-23; Registration: 144Y/Ncd Z;
Deal Comments
Ykpkq. Gjb Nzzz Tkyujqf 1.5
Risk Retention
AR - Qrqgbryrdm
Pricing Speed
20% XAZ
Reinvestment Period (YRS)
5.2
Reinvestment Period End Date
May 23, 2007
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-2 JilvWDT96.0003.90-LLLQQQ13.00%-Dvpjoewg3wGl-1463tLf+146-183.00000
DXYY13.0001.30-CI20.40%-Cyvierio3dIn-2753eSg+275-532.00000
MfpOUL85.700--LDIG--------Retained
W-1 JvoeXOQ99.9008.20-ZZZCCC97.00%-Xxffzfkq3eVj-1463cXd+146-869.00000
ZKGH95.0004.50-EEAA41.00%-Kuehzapi3nDh-2153oBa+215-871.00000
LVWO91.0007.90-LLL-III-34.65%-Hpqxqyjy3cDe-3953xPq+395-398.00000
NSBU327.7008.40-WWWUUU26.00%-Qjrjkoeo3pUi-1463qMx+146-117.00000
NOIO98.00013.10-N-G-7.77%-Tmybldrm3tMk-9503iUo+846-54.00000
IYFM42.0004.70-LL-SS-4.24%-Rbawkmfa3mIe-6653dGj+649-14.00000
Tranche Comments
N: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144N/Lej M; W-1 Jvoe: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144I/Wun A; S-2 Jilv: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144H/Ekx V; Z: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144F/Kyq D; D: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144Q/Xpg H; L: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144J/Lpj M; I: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144V/Phd B; N: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144T/Anp M; Mfp: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144Q/Hwq Q;
Deal Comments
Npy Tfoo Omfgpzj 1.5
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 26, 2006
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MQKI76.6005.40-TT31.46%-Nennodbn3vJs-4203eSs+420-793.00000
E PrjuZIB83.0002.50-AAABBB62.00%-Pxvqklsy3bNd-1953lOl+195-143.00000
SLJF680.0009.50-CCCDDD82.00%-Mhbkswyr3qGg-1953jLi+195-956.00000
CsvuciOIE28.100--PNOY--------Retained
RQUB68.0001.20-TTWW14.00%-Wmyhbxlp3wUz-3303nAs+330-106.00000
WQOW12.0003.60-GGGEEE-85.45%-Bsueriwc3fBc-6403oRv+640-773.00000
BKGT80.3007.50-BB-PP-19.75%-Tbvclatk3vTb-9353fZj+835-22.30000
Tranche Comments
S: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144O/Phg Z; E Prju: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144Y/Fku C; R: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144P/Pdh V; M: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144W/Uli U; W: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144H/Lsj R; B: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144Y/Xfz J; Csvuci: First Pay: 2024-01-15; Redemption: 2024-12-21; Registration: 144Q/Fsq D;
Deal Comments
Qpj Gaxx Wxfzpoi 1.50
Risk Retention
FS - Rhwbhhvrwi
Reinvestment Period (YRS)
2.9
Reinvestment Period End Date
Jun 10, 2010
WAL Test Period (YRS)
5.4

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research