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
S2	MBS	9.000	-	Ehh	-	-	-	-	63.00%	-	Dwfkhtym	3jN	-	-	145	3fI+145	-	-
T	PWH	29.000	-	X2	-	-	-	-	72.20%	-	Ixddezrr	3vM	-	-	245	3pG+245	-	-
F	PTZ	81.000	-	Sr2	-	-	-	-	96.00%	-	Ebpxyhko	3yP	-	-	190	3wK+190	-	-
R1	FFG	272.000	-	Fff	-	GGG	-	-	63.00%	-	Pcbwyvxj	3lD	-	-	122	3kR+122	-	-
Y	AXI	39.000	-	Hs3	-	-	-	-	2.00%	-	Jyomfwyy	3oN	-	-	691	3sR+691	-	-
Jkq	HZA	30.820	-	BV	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	QEL	20.000	-	Dkk3	-	-	-	-	76.60%	-	Dkdmujsb	3tG	-	-	395	3fR+395	-	-

Tranche Comments

R1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144W/Flb T; S2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144E/Yop Q; F: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144E/Phf B; T: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144X/Hvg L; H: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144N/Guq U; Y: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144J/Mcg U; Jkq: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144F/Cvh N;

Deal Comments

Zkj Bbmm Wmqpktn 2.1

Risk Retention

RD - Njy

Reinvestment Period (YRS)

3.1

Reinvestment Period End Date

Sep 22, 2001

Refinancing

Yes

WAL Test Period (YRS)

9.4