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
W	FMR	558.900	6.40	-	GGG	OOO	25.00%	-	Hxzfzynx	3jFl	-	-	146	3nYo+146	-	100.00000
G-1 Qxms	CNS	44.300	3.30	-	CCC	TTT	15.00%	-	Ibroujjf	3eDn	-	-	146	3tQy+146	-	997.00000
A	JGP	81.000	1.80	-	QQ-	WW-	3.86%	-	Rfsruwnd	3jOl	-	-	665	3oMv+649	-	93.00000
O	LZB	80.000	5.30	-	YYY-	FFF-	16.96%	-	Yfcccusz	3aOu	-	-	395	3mHa+395	-	340.00000
J-2 Dboc	AXL	92.000	3.70	-	CCC	EEE	29.00%	-	Mjwhreet	3nJl	-	-	146	3eIo+146	-	365.00000
J	HYE	72.000	4.20	-	I	R	29.50%	-	Yceowtot	3fEo	-	-	275	3bJr+275	-	473.00000
X	OQF	46.000	8.90	-	TT	QQ	46.00%	-	Nsdfqroi	3rNd	-	-	215	3jLw+215	-	866.00000
G	WVZ	78.000	88.70	-	B-	L-	4.34%	-	Rmvlsxii	3oUp	-	-	950	3aLz+846	-	39.00000
Bnt	JHZ	85.500	-	-	HM	JK	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144E/Bil M; G-1 Qxms: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144E/Vbj W; J-2 Dboc: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144H/Tht L; X: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144B/Qbc A; J: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144F/Vpf Q; O: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144U/Bff O; A: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144T/Bfx U; G: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144V/Mag I; Bnt: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144A/Jno T;

Deal Comments

Sbm Qymm Vmombvd 1.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 6, 2004