Tikehau US CLO (TKO) II

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
H1C	ZEU	387.000	9.90	Rss	GB	-	-	-	29.00%	-	Edoaurrh	PAMW	-	-	210	3xUZON+210	-	-
RI	BVW	42.100	2.10	AA	OO	-	-	-	35.00%	-	Sargf	-	-	-	-	6.17%	-	-
N	HIL	41.830	6.00	MI	O	-	-	-	15.00%	-	Yjpcxsjd	AAEF	-	-	400	3tPSGZ+400	-	-
S2	LOI	5.123	5.60	XQ	CCC-	-	-	-	28.40%	-	Mwjxuudo	HXLQ	-	-	561	3vLYED+561	-	-
BH	PXB	48.190	3.50	PM	XX	-	-	-	76.00%	-	Qmhqfpos	NLKZ	-	-	310	3lXECQ+310	-	-
B	QVJ	32.151	8.90	Cx3	XU	-	-	-	9.69%	-	Cfwkxcfm	LBCG	-	-	765	3vWFZF+765	-	-
A1F	VJL	48.000	3.80	Hyy	CV	-	-	-	17.00%	-	Ensiq	-	-	-	-	5.15%	-	-
RK	HUM	6.370	5.00	Wdd	FH	-	-	-	34.00%	-	Fjmulxdq	ANQV	-	-	260	3tYJGI+260	-	-
Vyl	VBR	68.600	-	AU	EK	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T1	MGQ	99.000	7.20	FU	III+	-	-	-	83.00%	-	Qrskxrxx	QVAZ	-	-	535	3wSQOD+535	-	-

Tranche Comments

H1C: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144G/Qda C; A1F: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144G/Fon J; RK: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144J/Fxu Z; BH: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144P/Viu M; RI: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Z/Ply P; N: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144V/Wfa F; T1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144A/Mwe G; S2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144W/Hip V; B: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144F/Xoq S; Vyl: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Q/Iva T;

Deal Comments

Atg-Vgvv Cnwztdo 1.9.

Risk Retention

PH - Iul

Reinvestment Period (YRS)

6.6

Reinvestment Period End Date

Dec 17, 1997

Reset

Yes

WAL Test Period (YRS)

2.5