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
N	OOS	32.000	6.80	-	JJ	NN	HH	80.64%	-	Iserpwjj	3zNc	220-230	-	235	3oWt+235	-	829.00000
B	PSY	33.800	4.20	-	O	B	V	15.50%	-	Gjxueufq	3hDf	280-290	-	320	3vHj+320	-	413.00000
H	BCP	6.500	8.90	-	AAA	HHH	OOO	-	-	Eeboxexb	3yGw	-	-	74	3bUe+74	-	513.00000
Qtv	FJI	83.000	-	-	OJ	XO	KD	-	-	-	-	-	-	-	-	-	Retained
L	FPG	48.400	7.00	-	DDD-	CO	DDD-	6.30%	-	Tcvyshir	3bEo	420-440	-	469	3eOa+469	-	950.00000
B	PXG	4.000	4.80	-	DD-	FR	RR-	28.19%	-	Zwloubtd	3bFs	730-750	-	-	3hWv+750	-	95.00000
Y	WFT	461.000	4.30	-	FFF	EEE	JJJ	44.37%	-	Ozkxjwmi	3xZw	-	-	155	3jNy+155	-	785.00000

Tranche Comments

H: First Pay: 2021-02-15; Redemption: 2021-07-30; Y: First Pay: 2021-02-15; Redemption: 2021-07-30; Comments: vbm-vznrme; N: First Pay: 2021-02-15; Redemption: 2021-07-30; B: First Pay: 2021-02-15; Redemption: 2021-07-30; L: First Pay: 2021-02-15; Redemption: 2021-07-30; B: First Pay: 2021-02-15; Redemption: 2021-07-30; Qtv: First Pay: 2021-02-15; Redemption: 2021-07-30;

Deal Comments

Kox-Rbuu Thjpotl 1.00

Originator(s)

MwaNwy Tqojvju

Risk Retention

Kfbcbmgapf/Vpfbgpmagf

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 4, 1993

WAL Test Period (YRS)