Mackay Shields European CLO (MACK) 2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

New York Life Insurance Co

Class	CCY	SIZE (M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J	DSM	63.200	1.00	-	LLL-	VS	BBB-	3.60%	-	Mlsotakq	3aEq	420-440	-	469	3oDr+469	-	235.00000
Lwc	BPY	50.000	-	-	GA	WM	WJ	-	-	-	-	-	-	-	-	-	Retained
E	ZCR	5.100	5.40	-	ZZZ	JJJ	MMM	-	-	Bsmlwlct	3vVe	-	-	74	3sUt+74	-	752.00000
I	BEZ	404.000	5.40	-	GGG	YYY	NNN	57.35%	-	Zlbawayy	3aLz	-	-	155	3nMm+155	-	428.00000
T	NGX	8.000	3.80	-	RR-	GC	KK-	54.69%	-	Xrhervfy	3tDp	730-750	-	-	3jZq+750	-	30.00000
D	CTP	81.000	7.40	-	II	TT	DD	88.85%	-	Thsspjwt	3xLt	220-230	-	235	3fHi+235	-	156.00000
D	YPT	90.700	5.10	-	U	O	Z	93.20%	-	Zwsaqrbe	3rHu	280-290	-	320	3gTo+320	-	656.00000

Tranche Comments

E: First Pay: 2021-02-15; Redemption: 2021-07-30; I: First Pay: 2021-02-15; Redemption: 2021-07-30; Comments: fnz-fofhzu; D: First Pay: 2021-02-15; Redemption: 2021-07-30; D: First Pay: 2021-02-15; Redemption: 2021-07-30; J: First Pay: 2021-02-15; Redemption: 2021-07-30; T: First Pay: 2021-02-15; Redemption: 2021-07-30; Lwc: First Pay: 2021-02-15; Redemption: 2021-07-30;

Deal Comments

Vfg-Woaa Zpacfcz 1.00

Originator(s)

CfoBff Hfmiodg

Risk Retention

Uxomogniyx/Xyxooyginx

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 22, 1995

WAL Test Period (YRS)