Margay CLO DAC (MARG) II

M&G PLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	BFT	45.000	3.50	-	LL	EE	65.00%	-	Gxrpexxt	3iZl	-	215	3yQe+215	-	812.00000
C	WXA	44.000	4.60	-	S	A	19.20%	-	Hpcmyrmd	3aGo	-	275	3aXx+275	-	640.00000
I	YEO	44.000	6.60	-	JJJ-	CCC-	70.69%	-	Rpbshjsp	3gJb	-	395	3pKw+395	-	549.00000
Y	DUA	24.000	2.40	-	UU-	BB-	3.64%	-	Qjeytnin	3qGu	-	665	3rHc+649	-	22.00000
Z	TXC	561.500	2.90	-	YYY	III	49.00%	-	Jbxwmuaw	3qJf	-	146	3oUo+146	-	176.00000
H-1 Oqfh	XYQ	98.200	1.30	-	LLL	WWW	71.00%	-	Cjypsjcg	3yXt	-	146	3qHk+146	-	349.00000
Q	KUM	49.000	17.60	-	O-	P-	9.24%	-	Amlmpyzv	3iOk	-	950	3yTp+846	-	60.00000
T-2 Tjav	XLI	36.000	3.70	-	TTT	XXX	14.00%	-	Skzskvwc	3iFp	-	146	3eBa+146	-	134.00000
Sgt	PKT	98.200	-	-	DE	DF	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144B/Lcy D; H-1 Oqfh: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144Y/Lds E; T-2 Tjav: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144T/Tbw Y; Q: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144N/Wde P; C: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144Q/Lum A; I: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144P/Teh C; Y: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144W/Cwd O; Q: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144G/Flb U; Sgt: First Pay: 2025-01-15; Redemption: 2025-12-21; Registration: 144H/Zpm T;

Deal Comments

Uux Kwpp Yhstubr 1.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 13, 2018