Definability of maximal cofinitary groups

We present a proof of a result, previously announced by the second author, that there is a closed (even $\Pi^0_1$) set generating an $F_\sigma$ (even $\Sigma^0_2$) maximal cofinitary group (short, mcg) which is isomorphic to a free group. In this isomorphism class, this is the lowest possible definitional complexity of an mcg.