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
BZ	NBD	25.960	1.80	AD	GG	-	-	-	66.00%	-	Dzobfukv	WBES	-	310	3tVSZD+310	-	-
H1U	RBQ	43.000	7.30	Pkk	WX	-	-	-	70.00%	-	Uwacb	-	-	-	5.15%	-	-
N	KQI	98.296	3.30	Mn3	DI	-	-	-	6.23%	-	Yfqwkszz	YYHJ	-	765	3gCUMW+765	-	-
W1T	JJF	399.000	6.80	Ghh	KD	-	-	-	80.00%	-	Zmmvjvfs	ZSJI	-	210	3sMKVK+210	-	-
ED	JII	5.370	6.00	Ucc	ZD	-	-	-	58.00%	-	Hwpchizz	UDGY	-	260	3aCAQY+260	-	-
XS	OBX	37.100	4.10	TB	RR	-	-	-	59.00%	-	Wznbv	-	-	-	6.17%	-	-
P	ASZ	45.310	8.00	JZ	M	-	-	-	71.00%	-	Gjucoxjb	TKSM	-	400	3uZUDH+400	-	-
Ule	BYA	65.300	-	ZU	QR	-	-	-	-	-	-	-	-	-	-	-	Retained
H2	QRH	3.598	7.60	MK	FFF-	-	-	-	71.60%	-	Erbhryos	CBOS	-	561	3sTJKI+561	-	-
V1	GZI	80.000	7.70	UT	WWW+	-	-	-	78.00%	-	Ddrbmlaj	CHGH	-	535	3xMQIO+535	-	-

Tranche Comments

W1T: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144I/Hfh W; H1U: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144B/Rzn S; ED: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144W/Usu G; BZ: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144H/Yop A; XS: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144P/Xnk P; P: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144K/Owk K; V1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144G/Prd S; H2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144E/Bxq Q; N: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144C/Zwb M; Ule: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144B/Ptg G;

Deal Comments

Vtz-Hmnn Ylzmtcq 1.9.

Risk Retention

JO - Ren

Reinvestment Period (YRS)

5.4

Reinvestment Period End Date

Jul 20, 2007

WAL Test Period (YRS)

9.8

WAL Test Period End Date

Apr 26, 2021