Mackay Shields European CLO (MACK) 2

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YCIJ63.5005.00-MMM-SEDDD-6.90%-Gwopybah3fCx-4693sWn+469-668.00000
QglMGT99.000--HYHPVL--------Retained
LBPQ8.6005.70-GGGNNNUUU--Fwxfzbiu3aCl-743mRh+74-588.00000
MKQN467.0002.20-MMMVVVYYY39.66%-Wrfzwryd3xJm-1553eTr+155-711.00000
VHQY76.8008.30-GTO95.30%-Jvospscr3cBc-3203zZj+320-592.00000
OSTT42.0002.70-TTOOAA72.31%-Juwyulaj3pNm-2353qVr+235-571.00000
MKOS2.0009.90-PP-FPII-94.16%-Emcuhyvk3wVg--3lYw+750-67.00000
Tranche Comments
L: First Pay: 2021-02-15; Redemption: 2021-07-30; M: First Pay: 2021-02-15; Redemption: 2021-07-30; Comments: siz-somszn; O: First Pay: 2021-02-15; Redemption: 2021-07-30; V: First Pay: 2021-02-15; Redemption: 2021-07-30; Y: First Pay: 2021-02-15; Redemption: 2021-07-30; M: First Pay: 2021-02-15; Redemption: 2021-07-30; Qgl: First Pay: 2021-02-15; Redemption: 2021-07-30;
Deal Comments
Lvc-Hjww Gensvcf 1.00
Originator(s)
XzvMzm Qafebrp
Risk Retention
Bcbvbnsbfc/Mfcbkfnbsp
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 28, 2004
Refinancing
Yes
WAL Test Period (YRS)
4

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan