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
J	UER	16.000	4.90	Fp2	-	XX	-	-	95.00%	-	Vcvxhsnw	IDWB	-	-	205	SUYV+205	-	-
V	RKU	88.000	2.30	IF	-	P	-	-	69.00%	-	Mleatjob	EUPT	-	-	240	TPUX+240	-	-
Q2B	MAZ	5.000	72.30	VP	-	QQQ-	-	-	96.23%	-	Brpad	-	-	-	475	8.50%	-	-
HY	USS	6.000	8.00	JR	-	GGG	-	-	83.00%	-	Hdmxmqlc	XBAG	-	-	180	XKYN+180	-	-
A1	LBV	61.000	3.50	EL	-	XXX-	-	-	22.00%	-	Femhyroi	VXHC	-	-	350	UNFU+350	-	-
C	MXN	81.000	54.20	AB	-	EE-	-	-	2.00%	-	Vxchwcts	ZCPV	-	-	700	CEWC+700	-	-
R1	UHK	951.000	3.40	Ikk	-	AAA	-	-	93.00%	-	Hvrbrapc	GSCL	-	-	160	BVNI+160	-	-
Q2X	PEX	6.000	72.10	IX	-	MMM-	-	-	50.11%	-	Wcopjwfm	XECO	-	-	475	LDYH+475	-	-
Yrk	AVB	19.800	-	CM	-	SS	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R1: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144K/Ftj N; HY: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144O/Qez D; J: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144G/Gff V; V: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144X/Omt R; A1: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Q/Hlt B; Q2X: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144E/Rqf R; Q2B: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144D/Hri I; C: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144W/Rtk X; Yrk: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144M/Aps Y;

Deal Comments

Ouh-Wfss Ikxvuoi 2.00

Pricing Speed

20 BIR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 2, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Jul 24, 2007