2022-2(R)

Tikehau US CLO (TKO) 2022-2(R)

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
N1Y	NNH	788.000	1.50	Jnn	-	DDD	-	-	40.00%	-	Fecqlxhx	DJUR	-	-	187	VWAF+187	-	404.00000
Liu	XXB	86.130	-	DL	-	OG	-	-	-	-	-	-	-	-	-	-	-	Retained
QOL	BQV	16.000	3.30	QL	-	S	-	-	51.00%	-	Zptrb	-	-	-	-	6.73%	6.729%	801.00000
DLZ	ENO	36.000	7.60	VZ	-	MMM	-	-	30.00%	-	Xxfdpezv	LOCC	-	-	230	OWOV+230	-	756.00000
Y1R	KNA	23.000	3.80	UH	-	S	-	-	84.00%	-	Ljhqayar	PQIN	-	-	320	LKZT+320	-	950.00000
JA	KNF	99.000	4.80	EE	-	MM	-	-	17.00%	-	Gwcpbkkc	QCFH	-	-	275	ACTK+275	-	681.00000
GWV	EYU	97.000	8.50	YW	-	HHH-	-	-	36.00%	-	Llahf	-	-	-	-	8.68%	8.675%	460.00000
E1R	ZAV	42.000	6.80	FE	-	MMM-	-	-	87.00%	-	Secczyfn	HSCH	-	-	515	AHQE+515	-	655.00000
UT	RLU	91.800	8.80	KQ	-	DD-	-	-	5.15%	-	Yxslzmwa	MBWV	-	-	-	CWNW+858	-	81.00000

Tranche Comments

N1Y: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144E/Yzd C; DLZ: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144D/Uch D; JA: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144M/Rpt A; Y1R: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144U/Awh N; QOL: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144P/Uvt R; E1R: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144Y/Mxy M; GWV: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144L/Oti J; UT: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144E/Oqw L; Liu: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144U/Xil P;

Deal Comments

Qbsbv. Kyw Ejww Ybrqykt 2.00

Risk Retention

OT - Fmr

Pricing Speed

20 GMW

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 19, 2012

WAL Test Period (YRS)

WAL Test Period End Date

Jan 4, 2018