XII

Tikehau CLO DAC (TIKEH) XII

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Uvr	YZL	55.700	-	-	WF	XU	-	-	-	-	-	-	-	-	Retained
F	KCA	50.000	-	-	N-	G-	-	-	Zeodkhcu	3iPy	-	900	3vJw+815	-	13.00000
K	IYA	82.200	-	-	D	X	-	-	Thvwbxtd	3rRi	-	230	3oKy+230	-	806.00000
O	MIO	315.000	-	-	III	NNN	-	-	Jkkvhxcv	3hLa	-	134	3xIk+134	-	383.00000
C-2	ZXW	25.000	-	-	RR	II	-	-	Mccpb	NGS	-	-	5.250%	5.250%	180.00000
I	QQX	24.000	-	-	SS-	JJ-	-	-	Kcxbklin	3cYz	-	600	3kBa+596	-	92.49000
V-1	OUL	37.800	-	-	XX	YY	-	-	Evzcuqbn	3tMy	-	190	3pEp+190	-	355.00000
M	JFF	33.000	-	-	WWW-	TTT-	-	-	Mwlhqhlj	3nBy	-	325	3eQy+325	-	297.00000

Tranche Comments

O: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144Y/Zdk V; V-1: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144G/Lkc O; C-2: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144G/Gjt G; K: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144V/Irn G; M: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144P/Ifq M; I: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144O/Nmm Y; F: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144U/Dqc P; Uvr: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144Q/Pjc N;

Deal Comments

Mpu Qvjj Vyytpns 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 6, 2001

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jun 17, 2017