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
E	UZZ	19.000	4.50	PZ	-	N	-	-	41.00%	-	Wlzjymtc	BQBT	-	-	240	QSFI+240	-	-
I1	KGH	23.000	2.90	CW	-	UUU-	-	-	62.00%	-	Kcxfeukc	DWKK	-	-	350	GYQR+350	-	-
P1	EOQ	978.000	8.40	Eyy	-	GGG	-	-	54.00%	-	Fwqrjzsv	AVUG	-	-	160	YDPH+160	-	-
V2O	BNE	3.000	84.60	BW	-	CCC-	-	-	17.99%	-	Cuxaw	-	-	-	475	8.50%	-	-
WQ	FBQ	6.000	4.00	CM	-	GGG	-	-	33.00%	-	Gexrdqyn	WTNH	-	-	180	XYYU+180	-	-
J	ZLR	71.000	8.40	Th2	-	UU	-	-	74.00%	-	Apfclrlu	NGIW	-	-	205	DWYV+205	-	-
V2X	GEB	6.000	72.30	IC	-	JJJ-	-	-	69.16%	-	Yexjrpna	KQOY	-	-	475	ZSFN+475	-	-
N	VIF	56.000	68.30	DT	-	WW-	-	-	5.00%	-	Kvyrqbdj	BNKH	-	-	700	QZHA+700	-	-
Upx	RWG	67.400	-	MC	-	UE	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P1: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Y/Uox B; WQ: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144W/Xnf Z; J: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144N/Paa O; E: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144G/Mvk K; I1: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144G/Ulp X; V2X: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144X/Odk I; V2O: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144F/Why W; N: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Q/Wdx C; Upx: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144T/Wit F;

Deal Comments

Oyc-Yboo Zunaytm 2.00

Pricing Speed

20 FXP

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 26, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Jan 6, 2019