Tikehau US CLO (TKO) I

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Tikehau Capital SCA

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
O	LKX	81.000	-	Qj3	-	-	-	-	7.00%	-	Lhxfqhns	3kM	-	-	691	3mP+691	-	-
C	MAE	47.000	-	Pn2	-	-	-	-	24.00%	-	Nzqrbary	3bE	-	-	190	3aL+190	-	-
H2	WHJ	1.000	-	Ztt	-	-	-	-	76.00%	-	Zwuahlwr	3lX	-	-	145	3nS+145	-	-
B	GYH	95.000	-	Cdd3	-	-	-	-	54.90%	-	Xphvrrdb	3vV	-	-	395	3dI+395	-	-
M1	WJM	611.000	-	App	-	YYY	-	-	50.00%	-	Cmspyxip	3bP	-	-	122	3vK+122	-	-
S	LTI	34.000	-	Z2	-	-	-	-	51.20%	-	Lxowsmuq	3vJ	-	-	245	3xD+245	-	-
Ppj	LAY	95.270	-	PA	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144I/Vvp R; H2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144Z/Aqf M; C: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144B/Ljc R; S: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144X/Tpe Q; B: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144Q/Zvl Y; O: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144O/Pho Y; Ppj: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144I/Xus N;

Deal Comments

Tvh Kyll Pcbuvna 2.1

Risk Retention

JK - Grh

Reinvestment Period (YRS)

3.6

Reinvestment Period End Date

Jan 21, 1997

WAL Test Period (YRS)

4.6

WAL Test Period End Date

Mar 24, 2008