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
G1UE	NPV	4.000	1.60	BE	-	DDD	-	-	11.00%	-	Wpltc	-	-	-	335	7.11%	-	-
XW	YGW	1.660	95.10	UA	-	PP-	-	-	6.00%	-	Cqdksrxj	TLDQ	-	-	700	ECXD+668	-	-
ZAW	ACF	2.960	8.60	UZ	-	KKK	-	-	75.00%	-	Yfuobcek	EDTV	-	-	165	UBWZ+165	-	-
Q1DD	MME	79.690	3.70	UI	-	WWW	-	-	66.00%	-	Fqsctkbv	EZAE	-	-	340	MIDI+340	-	-
Oqj	CIA	87.400	-	FS	-	BK	-	-	-	-	-	-	-	-	-	-	-	Retained
Z1H	RGB	286.200	2.10	Lrr	-	OC	-	-	84.00%	-	Hmyewlvi	VEPN	-	-	138	ITBT+138	-	-
YW	UNE	55.700	6.70	BZ	-	Z	-	-	77.00%	-	Puxlkbih	CWPQ	-	-	215	ZXXE+215	-	-
SAY	ZIX	4.700	11.70	II	-	MMM-	-	-	75.00%	-	Lckadwxq	SZGY	-	-	425	WLLL+425	-	-
NB	FJR	1.750	8.80	NB	-	ZZZ	-	-	-	-	Kfssssyj	UNTE	-	-	120	GOAC+120	-	-
XT	VZY	59.290	9.10	ED	-	KK	-	-	94.00%	-	Vuhblqli	NHDQ	-	-	180	IBYS+180	-	-

Tranche Comments

NB: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Hke D; Z1H: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Cbw E; ZAW: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Jrg I; XT: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Wlm P; YW: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Vkt I; Q1DD: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Xke B; G1UE: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Xsv O; SAY: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Lwq H; XW: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Oaz T; Oqj: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Bkj E;

Deal Comments

Tzkzg. Hfm Nmrr Nztzfrx 2.1

Risk Retention

NC/CQ - Kit

Pricing Speed

20 TSP

Reinvestment Period (YRS)

1.9

Reinvestment Period End Date

Jul 14, 2023

WAL Test Period (YRS)

1.9