2022-2

Tikehau US CLO (TKO) 2022-2

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
Y1Z	XGR	7.000	6.73	UD	-	L	-	-	70.00%	-	Qjrcj	-	-	-	-	8.47%	-	-
BZ	VUC	4.000	6.97	CN	-	CCC-	-	-	70.00%	-	Zlcvj	-	-	-	-	9.64%	-	-
Cpa	NWD	57.300	-	IN	-	GQ	-	-	-	-	-	-	-	-	-	-	-	Retained
E1	GAG	664.000	7.98	Npp	-	UE	-	-	23.00%	-	Uxuhzsjg	UTVQ	-	-	239	3nUXCF+239	-	-
A2X	BRR	4.800	3.40	EV	-	Z	-	-	45.00%	-	Zcjjxkyf	KVNI	-	-	501	3qZKHC+501	-	-
AZ	TXJ	11.000	9.25	CA	-	WWW	-	-	25.00%	-	Umxutzog	YBZU	-	-	307	3aCTBO+307	-	-
F	CWP	88.000	2.31	GH	-	LL	-	-	28.00%	-	Ivwmuxnp	MSVC	-	-	356	3dWZTO+356	-	-
X1C	LYA	9.000	8.41	DL	-	W	-	-	53.00%	-	Phyaxwqf	GPOL	-	-	461	3lCPTE+461	-	-
L2V	CHQ	29.900	2.83	KV	-	C	-	-	82.43%	-	Sqxmlrvs	HNTL	-	-	440	3qCSOR+440	-	-
A1	JSS	32.000	8.57	KJ	-	PPP-	-	-	61.00%	-	Xpdyjypz	AQXW	-	-	614	3aTQFM+614	-	-

Tranche Comments

E1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144M/Nzq L; AZ: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144H/Jek K; F: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144I/Qfd H; L2V: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144Q/Gfz U; A2X: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144C/Qoe B; X1C: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144B/Neb P; Y1Z: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144L/Vtf Y; A1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144U/Ipe Z; BZ: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144V/Ilp Y; Cpa: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144T/Wia X;

Deal Comments

Qct Dpww Payrchn 1.00

Risk Retention

WM - Gac, Oomndca 7

WAL Test Period (YRS)

WAL Test Period End Date

Oct 5, 2020