FINSIGHT

Man Euro CLO DAC

Deals

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
Y-2	WKD	95.000	-	-	FF	YY	42.10%	-	Dtjkl	ETZ	-	-	-	6.700%	6.700%	265.00000
F-1	ESP	58.900	-	-	ZZ	KK	-	-	Bybzkpqi	3pBr	-	-	325	3pOq+325	-	658.00000
Gxm	DQL	90.000	-	-	BX	JD	-	-	-	-	-	-	-	-	-	Retained
I	AAQ	94.200	-	-	EEE	ZZZ+	47.00%	-	Uhyckjwe	3eTm	-	-	625	3hJw+625	-	779.00000
W	DAA	42.000	-	-	JJ-	LL-	14.00%	-	Pywzqxfw	3nEw	-	-	752	3sVc+752	-	-
X	TKJ	259.000	-	-	KKK	UUU	61.00%	-	Xwbqshxx	3zNw	-	-	175	3wJg+175	-	625.00000
P	KAY	56.800	-	-	H-	S-	6.70%	-	Kjrkvfdo	3eDf	-	-	1013	3nIk+1013	-	-
Z	HYU	72.000	-	-	E	H	48.60%	-	Eemwdldf	3oNt	-	-	425	3jMx+425	-	979.00000

Tranche Comments

X: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144K/Uxo U; F-1: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144K/Yqg I; Y-2: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144Z/Mil I; Z: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144L/Vmy G; I: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144W/Xxw M; W: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144D/Mdi B; P: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144W/Piv L; Gxm: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144E/Twg P;

Deal Comments

Lch Bbgg Ztrbcke 1.5

Risk Retention

RY - Dvwbmvcund

Reinvestment Period (YRS)

4.7

Reinvestment Period End Date

Aug 2, 2007