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
Y	JIF	38.000	3.70	ME	-	T	-	-	25.00%	-	Hkharrfs	USKR	-	-	240	GXST+240	-	-
S	RLR	99.000	68.90	ZO	-	OO-	-	-	9.00%	-	Bczmtfsc	ADMO	-	-	700	JJUD+700	-	-
AQ	IXM	9.000	4.00	LE	-	GGG	-	-	11.00%	-	Hupypsnb	NOMR	-	-	180	THCL+180	-	-
M2L	KGG	1.000	54.40	BD	-	VVV-	-	-	66.22%	-	Znhsi	-	-	-	475	8.50%	-	-
Znf	YPN	29.200	-	PL	-	GW	-	-	-	-	-	-	-	-	-	-	-	Retained
N2R	QGQ	1.000	51.20	WV	-	VVV-	-	-	18.42%	-	Psevqdwv	EAQE	-	-	475	JQBV+475	-	-
D	LRH	57.000	9.20	Sy2	-	KK	-	-	74.00%	-	Gjmpcvyo	GNQK	-	-	205	PPHV+205	-	-
R1	FAL	99.000	5.20	DA	-	BBB-	-	-	60.00%	-	Zdwfyhxg	PBLN	-	-	350	ULXQ+350	-	-
J1	XYG	513.000	5.20	Ooo	-	GGG	-	-	43.00%	-	Opjazkaq	EBEL	-	-	160	BWMP+160	-	-

Tranche Comments

J1: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144F/Uqt H; AQ: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144K/Qvo H; D: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144C/Vsr M; Y: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144J/Xar Q; R1: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144L/Lwy S; N2R: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144W/Qel Q; M2L: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144O/Vbq U; S: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144F/Ikx W; Znf: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144N/Inm V;

Deal Comments

Fqg-Wxbb Xfptqfi 2.00

Pricing Speed

20 UFG

Reinvestment Period (YRS)

Reinvestment Period End Date

May 17, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Aug 12, 2003