Menlo CLO Ltd (MENLO) II

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
V	GRV	644.000	9.10	-	NNN	-	-	-	90.00%	-	Bhecvics	BJJW	-	-	139	NVZS+139	-	-
Q-2	YRJ	9.000	4.10	-	PPP-	-	-	-	34.00%	-	Arzkr	Rquxx	-	340	340	6.80%	-	-
K	NXL	6.000	2.70	-	Q-	-	-	-	5.88%	-	Texpuebg	BETL	-	-	-	JOTL+651	-	-
W-T	WOI	702.000	2.40	-	FFF	-	-	-	34.00%	-	Yyphuxdl	NLNY	-	-	139	ETXR+139	-	-
K	RQL	82.000	5.00	-	JJ	-	-	-	41.00%	-	Hrvjyeqj	LUYV	-	185-190	190	AMXN+190	-	-
F-3	FWP	4.000	9.80	-	NNN-	-	-	-	57.34%	-	Myymiwim	NXQQ	-	425	425	MNIQ+425	-	-
Slgkpl	JBU	51.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	FZZ	73.000	6.40	-	B	-	-	-	72.00%	-	Eqxydadd	YTUY	-	-	235	YHMC+235	-	-
L-1	FMI	21.000	1.80	-	CCC-	-	-	-	65.00%	-	Lflqjlxo	WHZZ	-	330	330	JMYP+330	-	-
A	KNR	98.000	4.60	-	LL-	-	-	-	4.00%	-	Lrukqmpx	SWUB	-	625	625	GTLH+625	-	-

Tranche Comments

W-T: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Elw Q; V: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Kfr V; K: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144L/Doy B; E: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144G/Qst U; L-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144U/Drt B; Q-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144L/Lpw J; F-3: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144B/Xtl W; A: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144A/Nvx G; K: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144D/Xfu U; Slgkpl: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Juq A;

Deal Comments

Noy Abkk Owslofp 2.00

Risk Retention

GV - Gzq

Pricing Speed

20% JFS

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 22, 2003