Mackay Shields European CLO

Deals

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
Q	LKC	948.000	1.80	-	DDD	NNN	TTT	51.36%	-	Wqesuuak	3iSi	-	-	155	3gIj+155	-	450.00000
T	BMJ	36.700	6.00	-	UUU-	QH	RRR-	9.90%	-	Fuzrqpmc	3cMh	420-440	-	469	3qRr+469	-	938.00000
Arv	XQX	26.000	-	-	EH	OK	ZH	-	-	-	-	-	-	-	-	-	Retained
N	EQS	80.000	6.20	-	TT	VV	UU	80.73%	-	Ytvuktuu	3hUk	220-230	-	235	3yAy+235	-	319.00000
R	NAN	6.200	9.90	-	JJJ	TTT	DDD	-	-	Ecedpaqj	3zLx	-	-	74	3iGd+74	-	312.00000
L	HDE	37.400	6.30	-	Y	F	U	55.30%	-	Syxmxkvh	3nId	280-290	-	320	3yCf+320	-	784.00000
Z	ZNL	7.000	5.90	-	TT-	GU	EE-	38.49%	-	Vdsqrdsw	3iRc	730-750	-	-	3hNn+750	-	56.00000

Tranche Comments

R: First Pay: 2021-02-15; Redemption: 2021-07-30; Q: First Pay: 2021-02-15; Redemption: 2021-07-30; Comments: ins-ishfsv; N: First Pay: 2021-02-15; Redemption: 2021-07-30; L: First Pay: 2021-02-15; Redemption: 2021-07-30; T: First Pay: 2021-02-15; Redemption: 2021-07-30; Z: First Pay: 2021-02-15; Redemption: 2021-07-30; Arv: First Pay: 2021-02-15; Redemption: 2021-07-30;

Deal Comments

Ecv-Uzmm Jcbxclp 1.00

Originator(s)

JutBuv Igkyuwo

Risk Retention

Whwqwikwwh/Fwhwrwiwkz

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 27, 2006

Refinancing

Yes

WAL Test Period (YRS)