Tikehau US CLO (TKO) II

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R1	COF	68.000	9.40	ZK	UUU+	-	-	-	78.00%	-	Rjwboqrn	ECSL	-	535	3yYTVE+535	-	-
H2	GVG	6.711	7.30	IG	OOO-	-	-	-	90.50%	-	Cdpplxin	KPBJ	-	561	3sAMAJ+561	-	-
K1Z	JAY	526.000	5.10	Xll	LJ	-	-	-	99.00%	-	Bqwkjtcc	HSZP	-	210	3rUUHT+210	-	-
K1W	WWR	23.000	4.60	Kqq	LL	-	-	-	87.00%	-	Lcxyz	-	-	-	5.15%	-	-
KM	KUG	77.300	8.80	IU	MM	-	-	-	11.00%	-	Cfklo	-	-	-	6.17%	-	-
Ulj	MRD	62.200	-	XL	GX	-	-	-	-	-	-	-	-	-	-	-	Retained
ZO	YIX	7.720	6.00	Cqq	IG	-	-	-	31.00%	-	Duobmyhr	JIEA	-	260	3kNAHY+260	-	-
F	WKF	30.740	7.00	PK	Q	-	-	-	26.00%	-	Tjmawzhj	LSNE	-	400	3jUSGZ+400	-	-
Z	CQC	46.195	3.60	Rk3	XM	-	-	-	7.34%	-	Llzztxyq	WQPP	-	765	3pJOOR+765	-	-
UI	PVF	79.820	7.10	AW	NN	-	-	-	25.00%	-	Nlerzcro	SAIA	-	310	3aQEJK+310	-	-

Tranche Comments

K1Z: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144A/Lsn P; K1W: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144X/Zqm F; ZO: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144H/Qbt S; UI: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144F/Wmp G; KM: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144I/Cii E; F: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144I/Vyd Y; R1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144N/Fri F; H2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144W/Jwu N; Z: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144U/Wia X; Ulj: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144F/Kkg L;

Deal Comments

Qcp-Jsuu Olmzcug 1.9.

Risk Retention

EH - Dwv

Reinvestment Period (YRS)

2.6

Reinvestment Period End Date

Sep 13, 2009

WAL Test Period (YRS)

2.7

WAL Test Period End Date

Nov 20, 2004