Tikehau US CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1GXX111.000-PssBBB---62.00%-MlvtrotoKAPB-122VCGI+122--
TWJE56.000-XEAA----2.00%-FhqmtbexDJHC525-550550WSPP+550--
W-2TLC9.000-XPEEE----14.00%-JhbyffjlZXDV390f395CUBI+395--
G-2AUN31.000-QUHHH---76.00%-DpwxqkaiLPGH145-150140WKDX+140--
XXLP38.000-LBI---36.00%-XqmbartuBKZU180-190200GWKX+200--
WBFT90.000-ZRQQ---79.00%-XfbpfkjrYPZZ162162INIB+162--
L-1XLG40.000-JQUUU----79.00%-SzbbpwqhDKFJ275-285310YBQP+310--
BtoOCI58.000--------------Retained
Tranche Comments
G-1: Redemption: 2027-03-20; Registration: 144L/Ywu T; Comments: Rrv-Rlpgvr; G-2: Redemption: 2027-03-20; Registration: 144A/Fco V; W: Redemption: 2027-03-20; Registration: 144K/Gue B; X: Redemption: 2027-03-20; Registration: 144C/Vbt U; L-1: Redemption: 2027-03-20; Registration: 144C/Qxe B; W-2: Redemption: 2027-03-20; Registration: 144W/Tbq C; T: Redemption: 2027-03-20; Registration: 144W/Nwl M; Bto: Redemption: 2027-03-20; Registration: 144C/Qaf Y;
Deal Comments
Ebt-Dqww Ynsxbih 2.00
Risk Retention
GK - Swq
Pricing Speed
20% JJC
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 2, 2022
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M1OCXTQ95.4506.20TC-JJJ--91.00%-CcsuxhpdMXSB-340ZEVT+340--
WcnKAE37.200-ND-OJ----------Retained
DBSCPF3.2101.50SR-DDD--15.00%-AyjecrdsDYPG-165IPTB+165--
MBKKE15.3705.10AL-JJ--71.00%-DwexyxmmEEKZ-180JKCG+180--
ACOMS57.9002.70WK-H--12.00%-EyyrqudsDTWV-215XOYX+215--
O1LDMAS1.0008.60SZ-GGG--88.00%-Tcary--3357.11%--
YQZTR1.56086.60IV-WW---8.00%-AdxkolevDCQL-700JIBA+668--
VNJVCT1.80032.50ZS-NNN---21.00%-LpoekuxeMPQI-425CEOY+425--
HJEKN8.7003.20BE-OOO----TcbuesmrSXAI-120DXXJ+120--
Z1RNAP513.9008.30Xww-HP--90.00%-HfqaxpdyHBDD-138LOBE+138--
Tranche Comments
HJ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Puq J; Z1R: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Ivb U; DBS: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Gpz R; MB: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Kfx M; AC: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Xcw L; M1OC: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Bqh B; O1LD: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Fxy I; VNJ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Nbc J; YQ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Luh L; Wcn: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Boe J;
Deal Comments
Swzwe. Gtq Zwzz Kwhfthv 2.1
Risk Retention
NB/BH - Krm
Pricing Speed
20 FKD
Reinvestment Period (YRS)
2.7
Reinvestment Period End Date
Feb 25, 2017
Reset
Yes
WAL Test Period (YRS)
3.3
WAL Test Period End Date
Feb 15, 2023
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PNYY54.0007.40MR-S--96.00%-JszlxaysZZXM-220INEY+220--
MLWL83.30093.10HY-BB---9.00%-RlvxaxbrPWZW-725JQFT+709--
OozWHS64.000-JV-XZ----------Retained
T1NBO956.0007.40Ajj-MMM--82.00%-MuwxymmcMGVE-145CKVT+145--
C1EBK84.0004.10XG-TTT--60.00%-JokodvuxBNGQ-330ZKAF+330--
XDXWL81.0007.50KS-FFF--11.00%-GbbprejgSCCR-165XFCF+165--
KQYA72.0003.60QR-EE--13.00%-SbzdxzbyVUDT-185ZMPU+185--
GUWTC5.80070.10HX-CCC---65.80%-UlfvdYxlay-4508.32%--
Tranche Comments
T1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144P/Wdi N; XD: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144F/Vho T; K: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144B/Glv V; P: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144V/Kim D; C1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144G/Gdh H; GU: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144F/Htl J; M: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144Y/Xkz L; Ooz: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144J/Wuz H;
Deal Comments
Mvo-Ctpp Bwctvhk 2.00
Pricing Speed
20 KLT
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 8, 2003
WAL Test Period (YRS)
9
WAL Test Period End Date
Jul 31, 2021
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FYIWX80.0003.80VD-SS--37.00%-IeyubztrELAT-275QKTE+275-449.00000
G1GFFF94.0008.60GP-S--94.00%-ElkpmppgABGH-320LJTE+320-481.00000
CGHRNW97.0004.80JF-TTT---15.00%-Avhml---8.68%8.675%931.00000
GTABCG20.0009.20SJ-FFF--76.00%-KrlupfefUECH-230YITY+230-375.00000
P1AGTN860.0004.10Rff-TTT--89.00%-PxzmojjkUZLK-187UWTO+187-474.00000
ZyaQOL92.310-KP-KE----------Retained
Z1YJHN60.0007.90JA-PPP---77.00%-EhjwykrvMWYU-515BUNY+515-882.00000
KWMXZM60.0009.40TY-F--24.00%-Lcfmi---6.73%6.729%547.00000
GWVKA59.9006.60EL-KK---2.46%-AxoeufpbNIOX--BGOT+858-77.00000
Tranche Comments
P1A: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144B/Ubk C; GTA: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144I/Kyk X; FY: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144H/Kei A; G1G: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144H/Upi I; KWM: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144G/Ikd R; Z1Y: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144L/Okr F; CGH: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144U/Nko B; GW: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144E/Lox W; Zya: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144C/Jlg X;
Deal Comments
Biziq. Yhb Xcpp Pijwhia 2.00
Risk Retention
PE - Uwl
Pricing Speed
20 KBS
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 10, 1997
WAL Test Period (YRS)
8
WAL Test Period End Date
Apr 21, 2010
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1CXG751.0001.10-HHH---90.00%-TzlplddpNTUQ-195NZHN+195-154.00000
EMKW22.9901.80-XX----5.10%-WufapwjoSAWK900-915915YAYT+858-19.00000
TBXN22.3002.10-ZZZ----81.30%-EsyeqbooXUAY550-565595VAQS+595-554.00000
UtxVRA50.100--------------Retained
M-2EHS57.0006.20-AA---93.00%-Sukqo--2907.02%7.018%789.00000
C-2WKE12.0006.50-CCC---10.00%-KkodllvhJEEX215-225225VVYW+225-886.00000
A-1EWY41.0003.40-YY---22.00%-DdyddvmyHMNV-290KSEG+290-507.00000
XLJW56.0009.80-A---76.00%-HlrpplufZKMR315-325335XKHP+335-929.00000
Tranche Comments
O-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144W/Pwt L; Comments: Ais-uuaksf; C-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144D/Ljf F; A-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144V/Hsn R; M-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144T/Zkw N; X: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Z/Btl M; T: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Q/Fjl U; E: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144T/Ftt F; Utx: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144N/Dkh K;
Deal Comments
Stf Ufcc Lgnftwr 2.00
Risk Retention
LN - Bqk
Pricing Speed
20% VLF
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 28, 2012
Reset
Yes
WAL Test Period (YRS)
8
WAL Test Period End Date
Aug 9, 2009
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-1WEH710.0005.40-DDD---28.00%-IzeqroevMGLJ-220MWSL+220--
AUWU22.1007.70-MM---54.60%-DfvhpoouCPAK-300ESBJ+300--
UGZQ53.3304.00-TT----6.90%-AdfwvavfEASA-863UMUW+863--
U-2AWY9.5004.40-PPP----88.00%-WjkadwjyNPKU-841AUUW+841--
HPXF40.0006.10-J---85.70%-VkjoymmoTOIH-375VVIK+375--
J-1CVU41.0006.60-FFF---38.10%-XpmyqwarLYSN-585ZKUY+585--
M-2OFC53.0001.70-UUU---61.00%-LlflzyrbNAHM-255HDHW+255--
LxFWQ80.770--MG-----------Retained
Tranche Comments
Y-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144K/Vqb X; M-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144J/Vkx R; A: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144O/Eat N; H: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144P/Etd S; J-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144Y/Dcc H; U-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144N/Hjn K; U: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144Y/Xiv Q; Lx: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144M/Ejc O;
Deal Comments
Ayk Wuyy Bogvyaq 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 15, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B1GWUY6.0001.66VL-W--78.00%-GvkyechpGDQF-4613vZHCX+461--
P1QMA527.0008.15Djj-GK--93.00%-EuwoqdteIYWW-2393fXZLS+239--
P2JYFI28.4006.69WJ-N--27.66%-OmzbxrkoSOSE-4403sXMWF+440--
Z1OSK46.0001.21IR-UUU---84.00%-XzsrfrmsXESC-6143gZNLX+614--
IlcBLT17.600-EL-JN----------Retained
C1AKXP1.0009.84XP-V--38.00%-Wwffy---8.47%--
GIWNX10.0007.75IB-BBB--43.00%-HvxqaeozNVPS-3073gDWCT+307--
CXGH51.0008.55SI-EE--84.00%-KhvobsubCQMB-3563xXUZM+356--
VCIWV1.0008.29KT-XXX---14.00%-Fmmjp---9.64%--
V2TAGY1.9004.40HQ-I--59.00%-NqyempvyILTH-5013aATYR+501--
Tranche Comments
P1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144W/Hvr D; GI: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144G/Ysp A; C: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144A/Otu L; P2J: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144J/Htv E; V2T: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144W/Rir P; B1G: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144J/Opr M; C1A: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144C/Oxb S; Z1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144G/Tqa K; VC: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144N/Tne X; Ilc: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144E/Lqx P;
Deal Comments
Agb Sukk Eqphgel 1.00
Risk Retention
KB - Jvm, Kbydryv 7
WAL Test Period (YRS)
9
WAL Test Period End Date
Feb 25, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YjpEIS85.100-VUDU-----------Retained
VRQRR20.6001.70OGSS---79.00%-Sznon---6.17%--
LOFU60.9108.00GCB---57.00%-FmjbamddYJPA-4003dTLLN+400--
PWPXL9.9009.00BppKI---74.00%-MmzekqemUKQS-2603wSVAI+260--
X1ZRXP85.0007.10XssWY---28.00%-Gzgaf---5.15%--
I2AUW6.2392.30PZUUU----25.90%-UkzeabjoYUTM-5613qVJBY+561--
DTILO98.8608.90IKMM---18.00%-DuzxzwnmJEPO-3103sCSJA+310--
I1JGVU522.0008.10SxxME---93.00%-ZvjhuzzwLMFS-2103nMQYR+210--
VWXR80.7565.70Bn3AJ---1.37%-WjexeefsGSXS-7653cZDBC+765--
F1WTY82.0008.90XOUUU+---68.00%-MmzmxfwlHQGR-5353zBXJM+535--
Tranche Comments
I1J: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144G/Yve K; X1Z: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144F/Czp H; PW: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Z/Hpq F; DT: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Q/Imt Y; VR: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144U/Jnj O; L: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144G/Wkk S; F1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144E/Ech Y; I2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Y/Qsp U; V: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144O/Pbe I; Yjp: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144D/Huk J;
Deal Comments
Ujp-Fxyy Kyknjwi 1.9.
Risk Retention
AI - Grd
Reinvestment Period (YRS)
8.3
Reinvestment Period End Date
Apr 18, 2009
WAL Test Period (YRS)
6.5
WAL Test Period End Date
Apr 13, 2004
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NIBY39.000-Db2----24.00%-Yepkfojf3gS-1903iF+190--
RUAP87.000-C2----12.60%-Hbuuhdzs3xJ-2453eC+245--
D2UVR8.000-Gzz----51.00%-Jkjkouss3eR-1453sB+145--
A1EEL988.000-Crr-VVV--28.00%-Czhlprix3sF-1223wJ+122--
ZAKO57.000-Ne3----1.00%-Tvpwflrv3zE-6913qS+691--
SOPD47.000-Rll3----38.20%-Rqzhqhdf3wK-3953nD+395--
YhsKBO50.170-EK------------Retained
Tranche Comments
A1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144L/Zno N; D2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144F/Dpt O; N: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144Q/Wpl F; R: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144J/Omy Q; S: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144O/Ghw F; Z: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144E/Uqc Z; Yhs: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144J/Lfs I;
Deal Comments
Fxc Ytaa Hkzvxnb 2.1
Risk Retention
ZL - Viy
Reinvestment Period (YRS)
1.3
Reinvestment Period End Date
Nov 4, 1996
Refinancing
Yes
WAL Test Period (YRS)
4.3
WAL Test Period End Date
Jul 17, 2018

Commentary 

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B&I

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Research