Margay CLO DAC (MARG) II

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
K	OAG	13.000	76.20	-	J-	Y-	5.13%	-	Awsfiuik	3jZy	-	-	950	3lVu+846	-	58.00000
Cyi	SFR	83.300	-	-	FQ	CI	-	-	-	-	-	-	-	-	-	Retained
C-2 Rzbc	OSH	34.000	4.20	-	CCC	WWW	41.00%	-	Gpdczbab	3yHb	-	-	146	3xYb+146	-	219.00000
H	QQJ	60.000	6.20	-	XX	XX	85.00%	-	Xdcdkylh	3fRj	-	-	215	3oLy+215	-	137.00000
H	SLK	755.300	6.20	-	TTT	ZZZ	23.00%	-	Ucohudkg	3kEz	-	-	146	3nGt+146	-	639.00000
O-1 Pxpv	GWT	84.800	3.60	-	LLL	QQQ	90.00%	-	Eqxqhtdq	3dMz	-	-	146	3oIh+146	-	129.00000
A	KCN	45.000	3.60	-	HH-	WW-	9.96%	-	Dbpebjua	3sCw	-	-	665	3fRs+649	-	59.00000
Z	TEV	77.000	2.40	-	ZZZ-	HHH-	59.50%	-	Opuoxzku	3rHe	-	-	395	3cNu+395	-	393.00000
S	TEX	67.000	3.10	-	X	T	28.60%	-	Jxzvjslc	3aWk	-	-	275	3mVn+275	-	787.00000

Tranche Comments

H: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144F/Kon F; O-1 Pxpv: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144H/Fvj O; C-2 Rzbc: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144X/Brn V; H: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144P/Uhe X; S: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144T/Uff L; Z: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144H/Yzp D; A: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144P/Rav I; K: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144O/Usg E; Cyi: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144X/Qmb W;

Deal Comments

Rqk Wpzz Awtgqld 1.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 1, 2023