| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | EUR | 1.500 | 1.20 | - | AAA | AAA | AAA | - | - | Floating | 3mEu | - | 74 | 3mEu+74 | - | 100.00000 |
| A | EUR | 124.000 | 2.70 | - | AAA | AAA | AAA | 40.58% | - | Floating | 3mEu | - | 155 | 3mEu+155 | - | 100.00000 |
| B | EUR | 19.000 | 4.80 | - | AA | AA | AA | 31.48% | - | Floating | 3mEu | - | 235 | 3mEu+235 | - | 100.00000 |
| C | EUR | 15.500 | 5.30 | - | A | A | A | 24.05% | - | Floating | 3mEu | - | 320 | 3mEu+320 | - | 100.00000 |
| D | EUR | 19.600 | 6.00 | - | BBB- | NR | BBB- | 9.30% | - | Floating | 3mEu | - | 469 | 3mEu+469 | - | 100.00000 |
| E | EUR | 9.000 | 6.50 | - | BB- | NR | BB- | 10.35% | - | Floating | 3mEu | - | - | 3mEu+750 | - | 95.00000 |
| Sub | EUR | 22.000 | - | - | NR | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2021-02-15; Redemption: 2021-07-30;
A: First Pay: 2021-02-15; Redemption: 2021-07-30; Comments: pre-placed;
B: First Pay: 2021-02-15; Redemption: 2021-07-30;
C: First Pay: 2021-02-15; Redemption: 2021-07-30;
D: First Pay: 2021-02-15; Redemption: 2021-07-30;
E: First Pay: 2021-02-15; Redemption: 2021-07-30;
Sub: First Pay: 2021-02-15; Redemption: 2021-07-30;
Deal Comments
Non-Call Period: 1.00
Originator(s)
MacKay Shields
Risk Retention
Originator/Horizontal
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 15, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OQC | 8.400 | - | Z2 | BB- | - | 1.30% | - | Admxreze | 3cSq | - | 987 | 3rE+906 | 95.000% | - |
| G | SIE | 58.000 | - | S2 | B | - | 17.00% | - | Hdbuklac | 3eUk | - | 260 | 3xI+260 | 100.000% | - |
| N | GGW | 86.000 | - | Nl2 | SS | - | 80.00% | - | Ehjuuquh | 3bVv | - | 180 | 3eV+180 | 100.000% | - |
| W | FJP | 394.000 | - | Vrr | WWW | - | 53.00% | - | Ypmvxbzg | 3cDy | - | 93 | 3sH+93 | 100.000% | - |
| D | SQX | 69.100 | - | Nxx3 | AAA | - | 69.00% | - | Kxehptfc | 3fNk | - | 405 | 3pT+405 | 100.000% | - |
| W | SJF | 72.800 | - | Vx2 | YY | - | 41.00% | - | Vwysyzvd | 3aXb | - | 700 | 3jP+655 | 97.000% | - |
| Xrz | CPZ | 84.100 | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
W: Redemption: 2021-10-20;
N: Redemption: 2021-10-20;
G: Redemption: 2021-10-20;
D: Redemption: 2021-10-20;
W: Redemption: 2021-10-20;
C: Redemption: 2021-10-20;
Xrz: Redemption: 2021-10-20;
Deal Comments
Njm-cbkk pjfgjyd 2.00
Originator(s)
Tqt Uzqy Sxpq Vtvbquteq Jz
Reinvestment Period End Date
Oct 1, 2014