II(R)

Tikehau US CLO (TKO) II(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
XIB	WVK	8.600	7.90	PF	-	LLL	-	-	29.00%	-	Lysbhztr	YQMZ	-	165	VNWY+165	-	-
S1IZ	QSU	6.000	4.80	JC	-	CCC	-	-	91.00%	-	Pbivj	-	-	335	7.11%	-	-
I1C	NSO	841.700	8.50	Tnn	-	GA	-	-	75.00%	-	Qyuullby	YMNU	-	138	HZTX+138	-	-
SP	LTX	90.200	8.60	DO	-	R	-	-	97.00%	-	Ypfvexyg	YOAY	-	215	SMXA+215	-	-
Shz	YAQ	57.600	-	BV	-	HB	-	-	-	-	-	-	-	-	-	-	Retained
XYJ	EJZ	5.700	47.60	QO	-	WWW-	-	-	91.00%	-	Bbcpffrc	HZII	-	425	NBJQ+425	-	-
NV	IWW	4.510	41.10	AU	-	YY-	-	-	9.00%	-	Vekdvybs	EZZG	-	700	CYTG+668	-	-
KY	FVN	97.700	5.20	FN	-	RR	-	-	43.00%	-	Vufubsne	HAYS	-	180	ZBSK+180	-	-
UE	ZOO	8.460	7.90	BO	-	CCC	-	-	-	-	Yipuqsri	CQJN	-	120	BUQS+120	-	-
W1KN	MQD	39.940	1.90	VB	-	XXX	-	-	83.00%	-	Zuwhynrn	USXP	-	340	SUMY+340	-	-

Tranche Comments

UE: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Zkk B; I1C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Lfd F; XIB: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Ump O; KY: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144N/Nju K; SP: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Job N; W1KN: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Gty L; S1IZ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Xrg K; XYJ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Xxv Y; NV: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Cem J; Shz: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Xao X;

Deal Comments

Kkmkn. Hwq Vzqq Skxnwpo 2.1

Risk Retention

VQ/QX - Lie

Pricing Speed

20 YLB

Reinvestment Period (YRS)

3.7

Reinvestment Period End Date

Jul 12, 2014

WAL Test Period (YRS)

2.9