Mackay Shields European CLO (MACK) I

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

New York Life Insurance Co

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
F	TKM	6.100	-	S2	XX-	-	7.90%	-	Lwujzjvz	3jBy	-	-	987	3oE+906	95.000%	-
Bly	BNJ	28.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	IZE	609.000	-	Zoo	TTT	-	81.00%	-	Ipzstsry	3gTz	-	-	93	3wK+93	100.000%	-
P	WUP	12.200	-	Lee3	GGG	-	29.00%	-	Hlekfzko	3hRx	-	-	405	3nW+405	100.000%	-
S	TTR	42.900	-	Tx2	XX	-	76.00%	-	Xeubfaff	3hXa	-	-	700	3rT+655	97.000%	-
S	KPJ	19.000	-	Q2	A	-	43.00%	-	Cvzeeohq	3xOl	-	-	260	3rV+260	100.000%	-
S	TXQ	65.000	-	Jw2	CC	-	99.00%	-	Flrwutuq	3dDw	-	-	180	3oN+180	100.000%	-

Tranche Comments

R: Redemption: 2021-10-20; S: Redemption: 2021-10-20; S: Redemption: 2021-10-20; P: Redemption: 2021-10-20; S: Redemption: 2021-10-20; F: Redemption: 2021-10-20; Bly: Redemption: 2021-10-20;

Deal Comments

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Originator(s)

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Reinvestment Period End Date

May 19, 2007