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
E	JBP	1.000	6.20	-	OO-	FH	SS-	93.60%	-	Xzbedxpa	3oNq	730-750	-	-	3yCy+750	-	50.00000
T	TML	76.100	7.60	-	U	Y	N	82.60%	-	Mxyelqbb	3lRo	280-290	-	320	3qMh+320	-	878.00000
Z	FPW	47.600	2.00	-	QQQ-	GX	DDD-	7.40%	-	Wwnlnwxn	3jPr	420-440	-	469	3aKv+469	-	377.00000
B	LPI	30.000	2.90	-	YY	XX	BB	20.12%	-	Fcohqxhx	3lWg	220-230	-	235	3vYh+235	-	110.00000
Zof	XSE	84.000	-	-	SC	JV	NL	-	-	-	-	-	-	-	-	-	Retained
Y	NLC	8.800	2.30	-	GGG	III	UUU	-	-	Yffqzhan	3rWd	-	-	74	3cMv+74	-	173.00000
V	OQK	306.000	5.20	-	UUU	BBB	PPP	72.81%	-	Rkykqvsq	3mAl	-	-	155	3tAc+155	-	219.00000

Tranche Comments

Y: First Pay: 2021-02-15; Redemption: 2021-07-30; V: First Pay: 2021-02-15; Redemption: 2021-07-30; Comments: nno-nnaboz; B: First Pay: 2021-02-15; Redemption: 2021-07-30; T: First Pay: 2021-02-15; Redemption: 2021-07-30; Z: First Pay: 2021-02-15; Redemption: 2021-07-30; E: First Pay: 2021-02-15; Redemption: 2021-07-30; Zof: First Pay: 2021-02-15; Redemption: 2021-07-30;

Deal Comments

Afz-Cfss Wpxwfpu 1.00

Originator(s)

XrwNrn Cyujbtp

Risk Retention

Iqrbreaiwq/Dwqreweiak

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 11, 2011

WAL Test Period (YRS)