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
Cmf	CZY	95.000	-	-	SE	ZJ	VD	-	-	-	-	-	-	-	-	-	Retained
G	NMC	682.000	6.50	-	MMM	XXX	RRR	98.25%	-	Suhsrfnr	3aSr	-	-	155	3yYe+155	-	200.00000
L	EML	82.000	9.70	-	MM	LL	LL	65.76%	-	Yfumzxhi	3hRz	220-230	-	235	3aYj+235	-	256.00000
A	SPG	9.000	9.10	-	WW-	CK	XX-	42.86%	-	Odrbpysu	3sDs	730-750	-	-	3eBm+750	-	75.00000
Y	ISW	11.800	8.00	-	ZZZ-	JO	MMM-	2.20%	-	Myeussrz	3qYk	420-440	-	469	3wMz+469	-	454.00000
J	IXD	6.600	2.90	-	HHH	MMM	PPP	-	-	Nymqktbn	3tNp	-	-	74	3qEw+74	-	271.00000
N	WLP	96.600	4.50	-	I	R	J	75.50%	-	Sprqdist	3kJq	280-290	-	320	3eSn+320	-	665.00000

Tranche Comments

J: First Pay: 2021-02-15; Redemption: 2021-07-30; G: First Pay: 2021-02-15; Redemption: 2021-07-30; Comments: unp-usvwpz; L: First Pay: 2021-02-15; Redemption: 2021-07-30; N: First Pay: 2021-02-15; Redemption: 2021-07-30; Y: First Pay: 2021-02-15; Redemption: 2021-07-30; A: First Pay: 2021-02-15; Redemption: 2021-07-30; Cmf: First Pay: 2021-02-15; Redemption: 2021-07-30;

Deal Comments

Mtq-Hboo Ulqsttk 1.00

Originator(s)

EprNpz Zjyjohq

Risk Retention

Qfpepwxqrf/Jrfpprwqxa

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 5, 2016

WAL Test Period (YRS)