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	UMT	54.000	5.60	-	QQ-	-	-	-	5.00%	-	Tlppdsjc	BEOV	-	625	625	UCCP+625	-	-
R-Z	IZV	123.000	1.40	-	GGG	-	-	-	38.00%	-	Edwktaqm	UZGO	-	-	139	TACK+139	-	-
E	FZJ	63.000	4.00	-	HH	-	-	-	71.00%	-	Cjvhexlg	WKLM	-	185-190	190	LPDA+190	-	-
Y	WMY	11.000	5.40	-	N	-	-	-	15.00%	-	Rlcvekzv	GZQI	-	-	235	ZOJW+235	-	-
B-2	NYI	7.000	3.20	-	XXX-	-	-	-	37.00%	-	Octba	Shnwn	-	340	340	6.80%	-	-
S-3	KJK	9.000	9.40	-	HHH-	-	-	-	67.64%	-	Wphhzdqj	KEUO	-	425	425	MXOQ+425	-	-
N	MMQ	2.000	2.90	-	X-	-	-	-	8.47%	-	Wwfbokil	POZK	-	-	-	LMXG+651	-	-
F	LVZ	125.000	4.40	-	OOO	-	-	-	48.00%	-	Qmzebmqj	DMBJ	-	-	139	ZUZU+139	-	-
T-1	UNV	59.000	1.30	-	YYY-	-	-	-	20.00%	-	Kwlavmdk	WWJZ	-	330	330	IXFV+330	-	-
Jrcrhp	QXE	79.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R-Z: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Z/Ulx R; F: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144G/Ilp P; E: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Gym N; Y: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Ewm M; T-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Zwr F; B-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Dft V; S-3: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144D/Nek G; V: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144U/Jib L; N: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144V/Oor Y; Jrcrhp: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Zyd H;

Deal Comments

Ehy Gtss Kbbfhnm 2.00

Risk Retention

EX - Jqv

Pricing Speed

20% HJX

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 2, 2020