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
Zdj	AVA	27.200	-	NZ	JP	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D1Y	HBO	90.000	6.30	Ass	ID	-	-	-	76.00%	-	Uzvnk	-	-	-	-	5.15%	-	-
XZ	LFC	2.850	2.00	Tzz	TR	-	-	-	33.00%	-	Pxellaxs	LAMA	-	-	260	3fGPES+260	-	-
U	FXZ	61.880	6.00	OJ	B	-	-	-	41.00%	-	Ejqvfjwc	TBOM	-	-	400	3mLLGN+400	-	-
B2	NMF	9.787	8.70	XP	WWW-	-	-	-	36.20%	-	Jmpzdljv	XLST	-	-	561	3vXDUT+561	-	-
EV	BQU	59.900	1.20	WF	QQ	-	-	-	11.00%	-	Pmxtt	-	-	-	-	6.17%	-	-
E1	FNX	70.000	2.90	KQ	TTT+	-	-	-	81.00%	-	Heroteoj	NNQW	-	-	535	3xDXMW+535	-	-
S1V	MYG	875.000	3.30	Izz	SE	-	-	-	27.00%	-	Ekyrhemr	VSVL	-	-	210	3rWOCM+210	-	-
QE	TKD	83.660	5.70	LJ	WW	-	-	-	77.00%	-	Kyosklja	LNCW	-	-	310	3jHKUK+310	-	-
R	THF	57.212	8.90	Ux3	DN	-	-	-	3.15%	-	Kpuhabjf	TCAX	-	-	765	3sSNVG+765	-	-

Tranche Comments

S1V: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144G/Adr S; D1Y: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Z/Yye B; XZ: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144M/Fal W; QE: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144V/Lsf R; EV: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144D/Txx Q; U: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144E/Ujb H; E1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144K/Dan T; B2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Z/Cer N; R: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144B/Jda R; Zdj: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144O/Wtp D;

Deal Comments

Nqs-Fxaa Nevoqyt 1.9.

Risk Retention

HH - Nhl

Reinvestment Period (YRS)

2.6

Reinvestment Period End Date

Nov 30, 2006

WAL Test Period (YRS)

2.9

WAL Test Period End Date

Aug 11, 2006