Market Street CLO (MKTST) I

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Macquarie Group Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
T2W	TQT	4.000	13.90	GF	-	AAA-	-	-	31.66%	-	Ovwydkvb	GYPI	-	-	475	TOVA+475	-	-
M1	EKF	533.000	7.50	Oww	-	XXX	-	-	95.00%	-	Xzuofrbe	YVWY	-	-	160	PCFM+160	-	-
A	VBW	81.000	87.40	HG	-	NN-	-	-	2.00%	-	Lcroqwpa	PENM	-	-	700	MBUQ+700	-	-
Mrh	JKV	94.200	-	FH	-	OH	-	-	-	-	-	-	-	-	-	-	-	Retained
F1	PBN	50.000	2.40	JI	-	KKK-	-	-	34.00%	-	Vycrjfyi	UBPK	-	-	350	JTIW+350	-	-
V	MIX	74.000	9.50	ZV	-	P	-	-	13.00%	-	Zpwppcpc	PXOC	-	-	240	ACES+240	-	-
G2V	UEA	2.000	86.40	TW	-	JJJ-	-	-	70.73%	-	Qujex	-	-	-	475	8.50%	-	-
Y	HZO	15.000	7.70	Co2	-	NN	-	-	33.00%	-	Qleleovz	ZPPQ	-	-	205	YSPG+205	-	-
HY	JUS	3.000	1.00	HI	-	SSS	-	-	42.00%	-	Jlxwvkhy	POQJ	-	-	180	LXXM+180	-	-

Tranche Comments

M1: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144L/Wpv Z; HY: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144D/Llv Z; Y: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Q/Dub I; V: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144L/Xry R; F1: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144W/Npo D; T2W: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144K/Yvo G; G2V: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144K/Yxj N; A: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144J/Wba M; Mrh: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Q/Gtt L;

Deal Comments

Jwx-Fuvv Aeozwcb 2.00

Pricing Speed

20 YTS

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 19, 2005

WAL Test Period (YRS)

WAL Test Period End Date

Feb 18, 2012