| 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 |
|---|
| D | HQR | 31.100 | - | Fqq3 | PPP | - | 93.00% | - | Lcxafuvc | 3lBw | - | 405 | 3kY+405 | 100.000% | - |
| Plx | CFU | 26.900 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Z | JPE | 35.000 | - | Bf2 | QQ | - | 78.00% | - | Evzeoact | 3tDz | - | 180 | 3xU+180 | 100.000% | - |
| Z | QXG | 70.000 | - | X2 | P | - | 76.00% | - | Wqmmswdy | 3vGv | - | 260 | 3aG+260 | 100.000% | - |
| T | MZG | 77.100 | - | Dz2 | CC | - | 55.00% | - | Kjkejhxw | 3zKj | - | 700 | 3iG+655 | 97.000% | - |
| I | EQL | 394.000 | - | Uyy | SSS | - | 78.00% | - | Ejmeexmb | 3zNe | - | 93 | 3aE+93 | 100.000% | - |
| E | XIK | 5.800 | - | R2 | LL- | - | 5.30% | - | Vjwckyic | 3kYu | - | 987 | 3oK+906 | 95.000% | - |
Tranche Comments
I: Redemption: 2021-10-20;
Z: Redemption: 2021-10-20;
Z: Redemption: 2021-10-20;
D: Redemption: 2021-10-20;
T: Redemption: 2021-10-20;
E: Redemption: 2021-10-20;
Plx: Redemption: 2021-10-20;
Deal Comments
Pjh-otaa vjgujix 2.00
Originator(s)
Dyg Kyxp Hzty Rhluxfhky Iy
Reinvestment Period End Date
Oct 11, 1998