Both sporting the colours of $10 million lotto powerball winner Lou TeKeeti and his wife Val.
A narrow second in the Gr.1 Sistema Stakes (1200m) behind Yourdeel at two, Aalaalune also placed in the Gr.2 Matamata Breeders' Stakes (1200m) and Listed Splice Construction Stakes (1100m).
She caught the eye when resuming over 1000m at Ruakaka on Sunday and looks on track for a strong spring campaign.
"It was a big kick in the guts to lose them, especially for a young person starting off in the game," McKay said.
"They were my stable stars and it was definitely hard getting out of bed this morning, that's for sure.
"Mr Universe had come to me from Graham Richardson, so I know what it is like with horses moving and I don't feel any animosity towards the Rogersons for taking the horses.
"I was rapt with Aalaalune's run on the weekend. I pushed the button probably a little bit sooner than I wanted to with her and that is probably why it (the horse transfer) came to ahead.
"I wasn't prepared to run her in the Tarzino (Gr.1, 1400m). I felt it was going to be a big ask for a three-year-old against older horses off that run. I thought it was a perfect Guineas (Gr.1, 1600m) trial and she was well poised to make her mark later in the season."
McKay was philosophical about the loss of his stable flag-bearers.
"It was nice to have had those horses and hopefully it is a case of one door closes and another one opens."