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
X-1 Xhlx	SNE	95.200	7.10	-	HHH	OOO	76.00%	-	Ylcczlcy	3wFh	-	-	146	3qTb+146	-	476.00000
Xsp	SXN	30.100	-	-	CZ	UV	-	-	-	-	-	-	-	-	-	Retained
M	BXJ	38.000	7.50	-	P	V	73.40%	-	Sdysofvu	3jNw	-	-	275	3fRl+275	-	955.00000
J	JKM	81.000	56.10	-	X-	L-	1.24%	-	Zfuwjljt	3bOc	-	-	950	3eFh+846	-	21.00000
Y	LDN	814.400	5.10	-	KKK	JJJ	92.00%	-	Pxucyrbc	3eIt	-	-	146	3gOq+146	-	700.00000
F	KJS	38.000	5.20	-	HH	UU	73.00%	-	Zufrjqmi	3hYf	-	-	215	3zBp+215	-	235.00000
Y	DXY	35.000	2.80	-	SS-	VV-	5.97%	-	Ubmkmqam	3jMu	-	-	665	3kDy+649	-	64.00000
X-2 Ipdp	GDP	75.000	9.10	-	TTT	MMM	48.00%	-	Uzwavwhr	3nWd	-	-	146	3dSv+146	-	809.00000
R	XBG	45.000	6.60	-	III-	XXX-	35.19%	-	Huzqbhra	3fQe	-	-	395	3zEw+395	-	337.00000

Tranche Comments

Y: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144P/Wvr T; X-1 Xhlx: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144L/Zcc U; X-2 Ipdp: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144T/Ytu R; F: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144L/Oqj O; M: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144T/Xvg N; R: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144U/Zrr H; Y: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144P/Ysg B; J: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144I/Urv J; Xsp: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144J/Guv V;

Deal Comments

Gjj Cjxx Mktgjed 1.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 19, 2023