Mackay Shields European CLO (MACK) 2

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AQTG44.0009.70-HHHHTT77.57%-Zvsxxdfv3jUj-2353tDg+235-733.00000
BplGUO82.000--BRYING--------Retained
FOQK88.3001.50-ACH63.20%-Yvrwjmhu3gRs-3203zCy+320-453.00000
KZHM1.0003.40-WW-QFZZ-41.21%-Wskdmzoe3jWs--3fHa+750-30.00000
OJLQ26.7008.00-SSS-TPMMM-9.50%-Rexmauuq3eGc-4693vJg+469-273.00000
KNLN211.0005.10-DDDCCCCCC95.35%-Ervahzsy3aSo-1553kUn+155-323.00000
GXVL2.6006.20-QQQJJJNNN--Xhjbsevq3hKq-743sGh+74-680.00000
Tranche Comments
G: First Pay: 2021-02-15; Redemption: 2021-07-30; K: First Pay: 2021-02-15; Redemption: 2021-07-30; Comments: tne-tthhez; A: First Pay: 2021-02-15; Redemption: 2021-07-30; F: First Pay: 2021-02-15; Redemption: 2021-07-30; O: First Pay: 2021-02-15; Redemption: 2021-07-30; K: First Pay: 2021-02-15; Redemption: 2021-07-30; Bpl: First Pay: 2021-02-15; Redemption: 2021-07-30;
Deal Comments
Zqx-Asxx Kppjqbi 1.00
Originator(s)
BkxOka Jzbwndt
Risk Retention
Jpycywmhwp/Bwpybwwhmq
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 25, 1996
WAL Test Period (YRS)
2