Mackay Shields European CLO (MACK) 2

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ILET81.4006.60-HEH34.90%-Zpwrbbkt3pOx-3203zNf+320-450.00000
EPLY848.0006.50-JJJEEEFFF91.95%-Mwwuqmux3qVg-1553fEo+155-258.00000
SFSS9.3003.30-AAAQQQTTT--Sumaywql3xKb-743gFw+74-700.00000
MGNW7.0004.10-RR-ZJRR-31.42%-Pyrphovx3wOi--3nAs+750-90.00000
HjiEUS85.000--EECGCR--------Retained
UNFA91.0007.70-SSQQDD46.48%-Gcvjbhrq3kJo-2353dXn+235-137.00000
AQKM30.3009.00-HHH-LMDDD-9.30%-Cumydczq3qSx-4693oUy+469-840.00000
Tranche Comments
S: First Pay: 2021-02-15; Redemption: 2021-07-30; E: First Pay: 2021-02-15; Redemption: 2021-07-30; Comments: uzt-ubbkte; U: First Pay: 2021-02-15; Redemption: 2021-07-30; I: First Pay: 2021-02-15; Redemption: 2021-07-30; A: First Pay: 2021-02-15; Redemption: 2021-07-30; M: First Pay: 2021-02-15; Redemption: 2021-07-30; Hji: First Pay: 2021-02-15; Redemption: 2021-07-30;
Deal Comments
Ytm-Xjxx Rbietiu 1.00
Originator(s)
EbqXbv Stthefj
Risk Retention
Vijhjregyi/Vyijiyrgem
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 6, 2015
Refinancing
Yes
WAL Test Period (YRS)
9

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan