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
I	ZUN	38.000	7.30	Woo2	-	WWW	78.30%	-	Lqyfkzcv	3zEn	-	-	245	3jEk+245	-	591.00000
U-1	CZO	55.000	3.00	Dx2	-	JJ	64.80%	-	Whxluspk	3pSc	-	-	115	3yUl+115	-	291.00000
B-2	BKJ	61.000	9.00	Aa2	-	OO	40.20%	-	Ohkot	VUA	-	-	-	2.05%	2.050%	708.00000
E	MAR	30.200	4.00	Dx2	-	QQ	88.60%	-	Zzqmdswr	3jDz	-	-	535	3lMj+485	-	27.58000
L	ONQ	71.000	8.70	W2	-	O-	1.70%	-	Cufochvz	3eYa	-	-	735	3nEg+645	-	34.61000
Xki	IHN	30.000	-	IN	-	DK	-	-	-	-	-	-	-	-	-	Retained
E-2	NFL	22.000	3.40	Zvv	-	HHH	74.50%	-	Pqqlk	UBT	-	-	-	1.55%	1.550%	170.00000
N-1	ESZ	169.000	6.70	Umm	-	JJJ	88.60%	-	Jflqxzqp	3mSk	-	-	74	3oTy+74	-	272.00000
H	ABH	48.000	4.40	V2	-	O	26.10%	-	Tdebaklj	3tNa	-	-	160	3tBa+160	-	518.00000
R	JWJ	9.000	2.30	Bgg	-	QQQ	-	-	Ilkeodyr	3xTr	-	-	40	3dKj+40	-	116.00000

Tranche Comments

R: Redemption: 2020-04-15; Registration: 144Y/Xws B; N-1: Redemption: 2020-04-15; Registration: 144M/Hlr C; E-2: Redemption: 2020-04-15; Registration: 144A/Osf Y; U-1: Redemption: 2020-04-15; Registration: 144K/Esj D; B-2: Redemption: 2020-04-15; Registration: 144G/Doi I; H: Redemption: 2020-04-15; Registration: 144C/Xro C; I: Redemption: 2020-04-15; Registration: 144D/Udu E; E: Redemption: 2020-04-15; Registration: 144B/Nxy B; L: Redemption: 2020-04-15; Registration: 144L/Pwk K; Xki: Redemption: 2020-04-15; Registration: 144V/Vvs D;

Deal Comments

Dfpfxaxkfxq. Uvx Cacc Cfjfvho 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 3, 2009

WAL Test Period (YRS)

7.1