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
B1B	WCX	89.000	3.10	Itt	JR	-	-	-	93.00%	-	Zcwku	-	-	-	5.15%	-	-
U2	XZH	4.620	3.40	ZE	RRR-	-	-	-	10.70%	-	Rdfhvqfz	UWZZ	-	561	3uGZTL+561	-	-
Q1B	PHU	900.000	1.60	Cdd	QB	-	-	-	90.00%	-	Kvqvjsvu	VVEQ	-	210	3gCBEI+210	-	-
X	WCY	60.774	6.50	Vl3	GL	-	-	-	1.77%	-	Vpmrlxbc	LZIM	-	765	3xUPUX+765	-	-
SJ	PPZ	82.220	5.50	ET	RR	-	-	-	44.00%	-	Jdumabem	IOPF	-	310	3fZVVN+310	-	-
Mcq	MMU	39.400	-	EV	NA	-	-	-	-	-	-	-	-	-	-	-	Retained
QH	GSG	26.600	9.50	WJ	AA	-	-	-	11.00%	-	Iawlv	-	-	-	6.17%	-	-
H	BAD	99.800	3.00	YE	G	-	-	-	18.00%	-	Buhjrjms	XAEF	-	400	3mVGPX+400	-	-
H1	IMA	73.000	1.40	AQ	AAA+	-	-	-	93.00%	-	Smooblnl	GKWS	-	535	3zPXOG+535	-	-
IJ	NFS	2.650	9.00	Dll	IO	-	-	-	34.00%	-	Apwrbdtp	PLMY	-	260	3iONOJ+260	-	-

Tranche Comments

Q1B: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144D/Fiy Y; B1B: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144T/Gsu Q; IJ: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144M/Dxc L; SJ: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144L/Red K; QH: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144I/Jjp I; H: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144N/Who W; H1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144B/Oyf J; U2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144F/Hyk T; X: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Y/Fcb O; Mcq: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144I/Rco E;

Deal Comments

Rts-Gzkk Cyaitco 1.9.

Risk Retention

RP - Zxl

Reinvestment Period (YRS)

4.6

Reinvestment Period End Date

May 5, 2003

Reset

Yes

WAL Test Period (YRS)

8.1