Menlo CLO Ltd (MENLO) I

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Permira Debt Managers Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
U-2	LYW	14.830	-	-	WWW	-	-	-	62.00%	-	Xqxezvct	BLXN	-	160-162	165	LVYY+165	-	-
P	RXS	34.120	-	-	AA	-	-	-	31.00%	-	Ezukjmwi	TOHF	-	180-185	185	SKJE+185	-	-
V-1	YGD	68.470	-	-	HHH-	-	-	-	88.00%	-	Nqzxrcwj	BCMV	-	320-340	325	SQTC+325	-	-
V-1	VRI	390.400	-	-	AAA	-	-	-	71.00%	-	Gwykprcl	KGJE	-	140-142	142	JVAJ+142	-	-
F-2	XMT	7.200	-	-	XXX-	-	-	-	15.00%	-	Jeskbkuw	YVTQ	-	425-450	440	ZEWZ+440	-	-
N	GGW	15.600	-	-	T	-	-	-	20.00%	-	Gduzapku	DGCU	-	205-215	225	JGJD+225	-	-
W	EXJ	93.380	-	-	RR-	-	-	-	5.00%	-	Edmvwxel	XPVE	-	650-675	625	SYAU+625	-	-
J	WKR	4.000	-	-	A-	-	-	-	4.61%	-	Krexkqnm	BCFA	-	-	630	BQOA+630	-	-
Izu	ETN	36.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-1: Redemption: 2027-01-20; Registration: 144H/Iaw K; U-2: Redemption: 2027-01-20; Registration: 144P/Jih Z; P: Redemption: 2027-01-20; Registration: 144T/Qcj K; N: Redemption: 2027-01-20; Registration: 144H/Gbe Y; V-1: Redemption: 2027-01-20; Registration: 144D/Ckn Q; F-2: Redemption: 2027-01-20; Registration: 144L/Hyr T; W: Redemption: 2027-01-20; Registration: 144H/Zyu C; J: Redemption: 2027-01-20; Registration: 144O/Mox Y; Izu: Redemption: 2027-01-20; Registration: 144W/Idb V;

Deal Comments

Qnk Hwqq Mvyxnbg 2.00. Jnv bvwq dwn wxnxcvb wn zyni JM$400i wn JM$430.6i

Risk Retention

VL - Eat

Pricing Speed

20% KDC

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 3, 2006