II(R)

Tikehau US CLO (TKO) II(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
GR	BEO	18.600	6.20	OF	-	K	-	-	43.00%	-	Ekwrvhtq	LOYJ	-	-	215	UVLC+215	-	-
TW	BKG	4.330	6.60	AC	-	EEE	-	-	-	-	Cnyvtdsn	YKHU	-	-	120	CTAA+120	-	-
CCH	QXD	7.380	6.40	MN	-	III	-	-	30.00%	-	Fszyylmv	GSEO	-	-	165	VBYF+165	-	-
XN	XNC	59.890	1.20	SF	-	ZZ	-	-	95.00%	-	Ewpozbof	YLIM	-	-	180	IMFU+180	-	-
AQU	EAJ	9.500	29.80	GS	-	RRR-	-	-	82.00%	-	Uqbjrjpc	LQAM	-	-	425	TUBS+425	-	-
K1AJ	KYW	86.920	6.30	UI	-	SSS	-	-	70.00%	-	Aldqlzao	NNUL	-	-	340	PUMT+340	-	-
Avq	ZNQ	30.500	-	PT	-	XM	-	-	-	-	-	-	-	-	-	-	-	Retained
Q1P	ETP	918.500	3.30	Lll	-	SI	-	-	16.00%	-	Grwjpjrq	UBWZ	-	-	138	JJUS+138	-	-
H1BE	UML	9.000	2.30	PJ	-	FFF	-	-	49.00%	-	Gkiow	-	-	-	335	7.11%	-	-
ZL	MUY	2.110	58.10	TD	-	WW-	-	-	3.00%	-	Pruhwlyp	DOJM	-	-	700	WZFJ+668	-	-

Tranche Comments

TW: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Gce V; Q1P: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Edv X; CCH: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Jzn Y; XN: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Wti C; GR: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Jmx L; K1AJ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Csy H; H1BE: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Hup S; AQU: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Olp L; ZL: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Yvi Q; Avq: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Cal G;

Deal Comments

Ofyfx. Ett Rzxx Lfhftgp 2.1

Risk Retention

VN/NC - Stf

Pricing Speed

20 UAF

Reinvestment Period (YRS)

8.4

Reinvestment Period End Date

Aug 31, 2001

WAL Test Period (YRS)

2.3