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
O	FLE	736.400	3.20	-	XXX	UUU	58.00%	-	Mvpzkcil	3iQn	-	-	146	3oZi+146	-	636.00000
Tjn	WCA	15.400	-	-	UW	TG	-	-	-	-	-	-	-	-	-	Retained
I	AJI	73.000	4.80	-	B	Z	83.40%	-	Bmrsfbmu	3tGu	-	-	275	3nYc+275	-	736.00000
Q	STS	62.000	2.60	-	KKK-	NNN-	69.36%	-	Mhqsblkp	3lBt	-	-	395	3hKz+395	-	402.00000
T-1 Lpsc	QEP	98.300	5.20	-	VVV	QQQ	31.00%	-	Afyckbsa	3eUa	-	-	146	3dVv+146	-	599.00000
B	MDA	77.000	1.20	-	JJ-	SS-	8.52%	-	Oykvqorx	3sLt	-	-	665	3gAj+649	-	13.00000
P	NBE	96.000	56.40	-	O-	C-	9.98%	-	Dwhvafkm	3nRe	-	-	950	3vGp+846	-	11.00000
O-2 Rpwp	HAP	13.000	2.90	-	OOO	NNN	37.00%	-	Klyxrfwr	3vBh	-	-	146	3rDa+146	-	139.00000
X	DHN	60.000	4.90	-	II	DD	20.00%	-	Sudsokas	3wRp	-	-	215	3mJk+215	-	924.00000

Tranche Comments

O: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144F/Zxu D; T-1 Lpsc: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144Z/Wnt R; O-2 Rpwp: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144E/Iln Q; X: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144P/Omn Q; I: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144I/Tvg I; Q: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144L/Aae M; B: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144Z/Qrz J; P: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144P/Msq W; Tjn: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144V/Xfr G;

Deal Comments

Yfp Afuu Ahzfffe 1.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 15, 2000

Reset

Yes