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
I	TTH	218.000	4.60	-	KKK	III	MMM	29.38%	-	Kswspevw	3bGv	-	-	155	3yXw+155	-	309.00000
L	ZEV	2.000	8.30	-	RR-	VH	QQ-	75.61%	-	Usdssosl	3yTm	730-750	-	-	3fYs+750	-	57.00000
X	GJR	7.800	7.10	-	QQQ	KKK	EEE	-	-	Ibbvhtuz	3zOr	-	-	74	3bZk+74	-	671.00000
Y	ACA	54.700	7.00	-	UUU-	LM	GGG-	9.40%	-	Qdeyxvct	3yEt	420-440	-	469	3rUl+469	-	768.00000
E	YPX	28.000	9.80	-	LL	RR	NN	77.63%	-	Cbuutlml	3fJk	220-230	-	235	3bYo+235	-	747.00000
Wxt	KEZ	97.000	-	-	EL	HC	AK	-	-	-	-	-	-	-	-	-	Retained
L	VYL	85.200	5.40	-	N	U	M	44.90%	-	Xzdkohrd	3pWg	280-290	-	320	3nAg+320	-	718.00000

Tranche Comments

X: First Pay: 2021-02-15; Redemption: 2021-07-30; I: First Pay: 2021-02-15; Redemption: 2021-07-30; Comments: vjp-vsbxpe; E: First Pay: 2021-02-15; Redemption: 2021-07-30; L: First Pay: 2021-02-15; Redemption: 2021-07-30; Y: First Pay: 2021-02-15; Redemption: 2021-07-30; L: First Pay: 2021-02-15; Redemption: 2021-07-30; Wxt: First Pay: 2021-02-15; Redemption: 2021-07-30;

Deal Comments

Scx-Uxzz Ufxwcnj 1.00

Originator(s)

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 13, 1995

Reset

Yes

WAL Test Period (YRS)