I(R)

Man GLG Euro CLO DAC (GLGE) I(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Man Group PLC (fka Silvermine Capital Management)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
G	VUU	2.000	9.40	Tmm	-	UUU	-	-	Fkqhfufh	3xDq	-	-	40	3oLv+40	-	980.00000
H-1	EUX	592.000	7.20	Taa	-	LLL	41.70%	-	Tecsadjd	3pFg	-	-	74	3tZv+74	-	760.00000
Y-1	DXF	68.000	3.00	Ba2	-	EE	75.10%	-	Ucuzfkqp	3kIo	-	-	115	3fPq+115	-	598.00000
K	NQG	57.000	9.20	Dtt2	-	DDD	79.80%	-	Lflpczcz	3yIr	-	-	245	3rDx+245	-	890.00000
S-2	OFU	64.000	4.00	Te2	-	RR	78.60%	-	Mttyd	VGH	-	-	-	2.05%	2.050%	213.00000
I	JFZ	57.700	7.00	Px2	-	UU	33.70%	-	Vpcqjovt	3eSn	-	-	535	3bSp+485	-	71.29000
L-2	WHX	44.000	1.70	Sbb	-	ZZZ	82.90%	-	Shsqc	SBG	-	-	-	1.55%	1.550%	661.00000
H	MZQ	27.000	6.10	Q2	-	B	80.60%	-	Zqjhtlek	3bAv	-	-	160	3rDi+160	-	643.00000
C	MZP	28.000	7.80	V2	-	K-	1.60%	-	Dumwvjng	3xBu	-	-	735	3eHi+645	-	55.86000
Phq	VHA	48.000	-	VK	-	CT	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: Redemption: 2020-04-15; Registration: 144P/Owf V; H-1: Redemption: 2020-04-15; Registration: 144E/Wjo B; L-2: Redemption: 2020-04-15; Registration: 144B/Vza P; Y-1: Redemption: 2020-04-15; Registration: 144T/Cwp I; S-2: Redemption: 2020-04-15; Registration: 144U/Htv W; H: Redemption: 2020-04-15; Registration: 144D/Lah G; K: Redemption: 2020-04-15; Registration: 144Y/Oxx M; I: Redemption: 2020-04-15; Registration: 144N/Itv W; C: Redemption: 2020-04-15; Registration: 144J/Dkh R; Phq: Redemption: 2020-04-15; Registration: 144F/Qbf H;

Deal Comments

Sjhvrqrfvri. Kar Eqee Ujxvarw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 28, 2008

WAL Test Period (YRS)

7.8