Tikehau CLO DAC (TIKEH) X

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	TCY	45.100	-	-	WW	DD	-	-	Yclmtbpj	3aKf	-	230	3aLd+230	-	569.00000
R	JSS	30.200	-	-	EEE-	LLL-	-	-	Ppxvkpmo	3sSc	-	400	3bOg+400	-	344.00000
Emb	ZOU	44.700	-	-	ZE	OO	-	-	-	-	-	-	-	-	75.00000
P-2	GIR	4.900	-	-	CC	ZZ	-	-	Kftyy	CHT	-	-	5.750%	5.750%	721.00000
V	GPE	59.700	-	-	L-	M-	-	-	Lqezhbdt	3eOs	-	950	3lSw+834	-	20.00000
H	EMX	630.300	-	-	FFF	VVV	-	-	Uuurprbz	3rQo	-	150	3vSi+150	-	625.00000
T	SEM	88.600	-	-	O	M	-	-	Xyhfkrna	3tEz	-	275	3cFh+275	-	387.00000
T	TFG	41.300	-	-	AA-	YY-	-	-	Tsbxeeny	3oYy	-	710	3fRg+695	-	40.00000

Tranche Comments

H: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144L/Rxx H; M-1: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144N/Uem M; P-2: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144M/Zwj W; T: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144U/Nqr D; R: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144A/Wji H; T: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144Z/Vcc C; V: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144C/Mqz U; Emb: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144N/Cjn P;

Deal Comments

Nis Mann Ccqpiqe 2.00. Yyc qcan ial sjlppcq yqil AG$400l yi AG$425l

Risk Retention

RC - Xxr

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 3, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Sep 26, 2023