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
K	LWX	66.100	-	-	XXX	XXX+	30.00%	-	Llilwzci	3iYb	-	-	625	3zSp+625	-	594.00000
R	TCW	42.000	-	-	TT-	NN-	44.00%	-	Lcuoemuv	3oBs	-	-	752	3bXc+752	-	-
E	XEM	30.000	-	-	W	D	26.90%	-	Bbmaljtl	3yKm	-	-	425	3fYe+425	-	787.00000
Y	ECZ	319.000	-	-	KKK	GGG	61.00%	-	Msppfzzd	3mZl	-	-	175	3fWa+175	-	557.00000
P-1	LKJ	32.800	-	-	EE	LL	-	-	Iayjjarq	3dQh	-	-	325	3oZy+325	-	540.00000
R-2	EAZ	47.000	-	-	YY	BB	39.50%	-	Hwcjr	SBW	-	-	-	6.700%	6.700%	171.00000
Cxf	OBF	23.000	-	-	ZH	VL	-	-	-	-	-	-	-	-	-	Retained
I	LCO	97.700	-	-	D-	B-	6.30%	-	Whefprcj	3rSv	-	-	1013	3kFf+1013	-	-

Tranche Comments

Y: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144T/Cwi S; P-1: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144G/Qzr C; R-2: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144G/Dfe U; E: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144N/Wbh F; K: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144D/Vqk L; R: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144G/Iww O; I: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144B/Cyp G; Cxf: First Pay: 2024-04-15; Redemption: 2025-05-15; Registration: 144U/Cze P;

Deal Comments

Xzc Cann Uaqkzpy 1.5

Risk Retention

ED - Xhufjhjraz

Reinvestment Period (YRS)

1.5

Reinvestment Period End Date

Jun 13, 2014