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
L1S	FCY	531.000	2.90	Omm	DM	-	-	-	66.00%	-	Tzcjzozf	XZMQ	-	-	210	3dPUCW+210	-	-
ZA	ECJ	39.700	9.70	HC	VV	-	-	-	37.00%	-	Fbnnn	-	-	-	-	6.17%	-	-
X1	KGH	69.000	3.70	NN	TTT+	-	-	-	67.00%	-	Ijpvrhkm	PKLR	-	-	535	3bSOMK+535	-	-
B	MNQ	62.683	4.50	Sb3	HU	-	-	-	1.14%	-	Dlhzawdz	VACT	-	-	765	3oJIVQ+765	-	-
Fkn	IXR	87.100	-	JE	CW	-	-	-	-	-	-	-	-	-	-	-	-	Retained
CU	RFL	22.760	8.50	QH	DD	-	-	-	81.00%	-	Dbdxjcoh	HAFB	-	-	310	3dSUVM+310	-	-
W1J	ICZ	44.000	5.70	Rnn	WT	-	-	-	85.00%	-	Upmfc	-	-	-	-	5.15%	-	-
ZN	GQI	7.670	2.00	Wss	ZG	-	-	-	39.00%	-	Slxwbrtw	DQCR	-	-	260	3aTUHA+260	-	-
F2	KCI	1.784	7.20	UZ	LLL-	-	-	-	78.80%	-	Emscvusw	KAWL	-	-	561	3lANBN+561	-	-
Y	AIR	72.890	6.00	YK	R	-	-	-	68.00%	-	Bxvwkcna	STFH	-	-	400	3iXDYI+400	-	-

Tranche Comments

L1S: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144P/Izv G; W1J: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144T/Kbk Z; ZN: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144F/Gmr J; CU: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144I/Zya O; ZA: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144V/Cyu F; Y: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144U/Nes N; X1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144E/Oph D; F2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144W/Tbf T; B: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144O/Qly W; Fkn: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144M/Xab H;

Deal Comments

Awm-Nmuu Utqzwjs 1.9.

Risk Retention

ID - Ggx

Reinvestment Period (YRS)

6.9

Reinvestment Period End Date

Oct 3, 2002

WAL Test Period (YRS)

5.3

WAL Test Period End Date

Dec 26, 1998