Mackay Shields European CLO (MACK) 2

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EhuLGZ45.000--TXJJNH--------Retained
YJJG191.0001.90-UUULLLVVV86.20%-Hsfvkirq3dVs-1553dLb+155-243.00000
RIHH86.1008.80-RGM57.40%-Kuzkxfxx3hBa-3203tSf+320-473.00000
QOLY4.2007.30-JJJAAAUUU--Adchzrok3cRe-743fKx+74-805.00000
BPZA75.8004.00-PPP-HVIII-5.60%-Xumqqfbh3lIh-4693kOp+469-930.00000
OWMA23.0006.10-TTGGDD92.13%-Lsfmvdtu3vEg-2353wRe+235-132.00000
BOFY6.0003.90-VV-MDEE-76.55%-Lvypuxzk3qRj--3sBc+750-78.00000
Tranche Comments
Q: First Pay: 2021-02-15; Redemption: 2021-07-30; Y: First Pay: 2021-02-15; Redemption: 2021-07-30; Comments: xow-xxkywi; O: First Pay: 2021-02-15; Redemption: 2021-07-30; R: First Pay: 2021-02-15; Redemption: 2021-07-30; B: First Pay: 2021-02-15; Redemption: 2021-07-30; B: First Pay: 2021-02-15; Redemption: 2021-07-30; Ehu: First Pay: 2021-02-15; Redemption: 2021-07-30;
Deal Comments
Hzh-Rfuu Islrzpb 1.00
Originator(s)
DzzQze Gfkyohe
Risk Retention
Vwujuexkaw/Lawuwaekxw
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 21, 1996
Refinancing
Yes
WAL Test Period (YRS)
8