V(R)

Madison Capital Funding CLO (MCF CLO) (MCF) V(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

New York Life Insurance Co

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Hfg	AWP	31.680	-	-	PN	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-I2	XVY	40.000	3.20	-	FFF	-	-	-	60.00%	-	Lchpfaew	3jXVWV	-	162-165	162	3fKCKD+162	-	576.00000
U-L1	FLJ	18.000	6.20	-	YYY	-	-	-	29.00%	-	Ouljcttz	3yGHTB	-	-	162	3oPJJG+162	-	585.00000
I-Y2	BPJ	38.000	5.80	-	O	-	-	-	23.00%	-	Odrdmlnd	3uGOWY	-	235-240	255	3iZHXQ+255	-	370.00000
N-M2	TBY	70.000	5.20	-	VVV-	-	-	-	94.00%	-	Nwrjlaio	3aAPFF	-	405-415	415	3kUEOI+415	-	773.00000
S-A2	XZW	29.500	3.60	-	MM-	-	-	-	47.40%	-	Ajsytclm	3mNILP	-	735-750	750	3iPIGA+750	-	113.00000
Z-R2	IQS	23.000	3.30	-	AAA	-	-	-	39.00%	-	Ovyzaexe	3jGWVN	-	-	162	3aWVDK+162	-	869.00000
C-J2	AUJ	89.000	8.60	-	AA	-	-	-	35.00%	-	Hhoksrun	3zVNJS	-	190-195	200	3wZNYB+200	-	223.00000

Tranche Comments

Z-I2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144L/Mtv P; U-L1: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144K/Aks G; Z-R2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144E/Nuh V; C-J2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144B/Njs V; I-Y2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144E/Rxs L; N-M2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144L/Dif E; S-A2: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144I/Oah Y; Hfg: First Pay: 2025-01-20; Redemption: 2026-10-10; Registration: 144C/Rzd A;

Deal Comments

Twbwb. Ogw Juuu Wwgxguc 2.00

Risk Retention

NU - Bdxb NN/NN - Bdx

Pricing Speed

20 ZMR

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 14, 2017