Market Street CLO

Deals

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
L	LJD	22.000	5.90	YE	-	W	-	-	88.00%	-	Ybsjhkyt	GYDO	-	-	240	ANHP+240	-	-
AF	UTI	9.000	5.00	YU	-	RRR	-	-	87.00%	-	Gkoycbnb	LODU	-	-	180	DWYQ+180	-	-
Sta	ERM	18.500	-	VP	-	EE	-	-	-	-	-	-	-	-	-	-	-	Retained
Y2V	HVW	3.000	75.80	FS	-	UUU-	-	-	14.34%	-	Jkewfjtr	YLXV	-	-	475	MGLQ+475	-	-
L	WFC	81.000	24.80	XY	-	II-	-	-	9.00%	-	Twhsjktt	PQMA	-	-	700	GIFN+700	-	-
P1	WRJ	49.000	2.70	LP	-	TTT-	-	-	21.00%	-	Qcosfhbt	ISEQ	-	-	350	LDPB+350	-	-
J2R	LYR	2.000	42.40	VP	-	FFF-	-	-	12.70%	-	Rwfxe	-	-	-	475	8.50%	-	-
Y1	BMU	247.000	3.90	Hjj	-	RRR	-	-	73.00%	-	Gkkhmthu	IICR	-	-	160	VULZ+160	-	-
V	EMA	37.000	5.20	Us2	-	MM	-	-	87.00%	-	Rjvwduye	HPGQ	-	-	205	KVLK+205	-	-

Tranche Comments

Y1: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144H/Avv V; AF: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Q/Ppa Z; V: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144G/Aha I; L: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144O/Nbe Z; P1: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144I/Pas S; Y2V: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Z/Qhg X; J2R: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144D/Iyz T; L: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144L/Ddl Q; Sta: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144D/Viu Y;

Deal Comments

Isx-Xoyy Nctbsng 2.00

Pricing Speed

20 ZIQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 25, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Jan 26, 2016