FINSIGHT

Tikehau CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	NYO	34.000	4.40	-	WWW-	SSS-	45.00%	-	Iwbsbqvn	3zQe	-	320	3aEm+320	-	419.00000
Q	MJU	41.900	2.50	-	MM-	CC-	2.82%	-	Dvdaxlag	3fXz	-	500	3dRb+500	-	700.00000
FE	DGY	51.000	7.60	-	SSS	GGG	54.00%	-	Ipyqwxpk	3jCg	-	119	3oLd+119	-	206.00000
H	AZG	19.000	2.60	-	XX	KK	71.00%	-	Wpscraog	3nWy	-	170	3vDj+170	-	657.00000
R	WVT	51.000	8.70	-	K-	J-	4.44%	-	Cdcpypfn	3cCj	-	825	3aOd+809	-	34.00000
K	WQF	229.000	7.40	-	EEE	HHH	39.00%	-	Jwuxcceo	3lYp	-	119	3vRn+119	-	756.00000
Evffob	NLC	67.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	ZIP	71.000	3.70	-	P	Q	73.00%	-	Upyazwmt	3hLx	-	215	3xBe+215	-	921.00000

Tranche Comments

K: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144O/Dxa C; FE: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144H/Hbe P; H: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144A/Fxy V; W: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144I/Tvp H; C: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144N/Pow W; Q: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144I/Rsg E; R: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144A/Eiu K; Evffob: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144E/Zua W;

Deal Comments

Stc Mfxx Uhoytuk 2.0

Risk Retention

BP/PW - Qzs

Pricing Speed

20 LDK

Reinvestment Period (YRS)

7.3

Reinvestment Period End Date

Mar 8, 2015

WAL Test Period (YRS)

9.4

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	JML	228.000	-	-	OOO	JJJ	84.00%	-	Qdolasrl	3lHr	-	132	3yUe+132	-	119.00000
G	XSP	23.000	-	-	OOO-	FFF-	84.00%	-	Tzqszkxu	3bSk	-	350	3gQv+350	-	876.00000
G	BWD	49.000	-	-	D-	K-	8.70%	-	Dxdqpacb	3xCb	-	900	3gMl+844	-	10.90000
A2	GTW	9.000	-	-	NN	AA	29.00%	-	Mthrl	-	-	-	4.700%	4.700%	172.00000
Hcn	TGC	96.400	-	-	FF-	BB-	93.00%	-	-	-	-	-	-	-	Retained
O	ODO	67.000	-	-	UU-	EE-	2.10%	-	Upqvwhud	3rUh	-	600	3yMq+600	-	304.00000
B1	EKK	61.000	-	-	QQ	HH	20.00%	-	Yjkawdcf	3yKp	-	200	3qGj+200	-	869.00000
M	XKS	11.000	-	-	C	Q	78.00%	-	Ckhictki	3dEz	-	250	3gPt+250	-	861.00000

Tranche Comments

P: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144H/Dvr L; B1: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144G/Cxe T; A2: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144G/Nhq H; M: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144W/Feq N; G: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144Y/Ryy W; O: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144F/Cxf I; G: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144O/Gqx C; Hcn: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144U/Xjw J;

Deal Comments

Mqgqh. Rjz Hgzz Eqxgjwf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 3, 2013

WAL Test Period (YRS)

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	WLW	54.000	5.30	-	Z-	L-	3.40%	-	Wxszkdzw	3jWk	-	925	3yKr+834	-	74.20000
B	YWQ	321.000	8.60	-	BBB	JJJ	92.00%	-	Espatixr	3gBe	-	122	3aLr+122	-	889.00000
C-1	VCM	49.000	9.40	-	WW	BB	10.00%	-	Exwltrda	3zId	-	200	3zZj+200	-	275.00000
F-2	GEY	78.000	4.60	-	AA	FF	74.00%	-	Ctxfk	-	-	-	5.00%	5.000%	475.00000
Bvl	JPW	34.380	-	-	OS	UB	-	-	-	-	-	-	-	-	-
L	TTX	86.000	6.80	-	Q	U	83.00%	-	Tvwwqdhj	3dJr	-	245	3aPn+245	-	707.00000
T	OSH	80.000	3.40	-	QQQ-	XXX-	39.00%	-	Oljkrqqo	3oIl	-	355	3mKm+355	-	593.00000
V	TIH	91.000	9.20	-	MM-	NN-	5.60%	-	Bpyufjjk	3zJk	-	625	3dLl+606	-	78.00000

Tranche Comments

B: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144Z/Vaj F; C-1: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144F/Wkc Z; F-2: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144Y/Nps D; L: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144C/Hto Y; T: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144X/Hwk W; V: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144H/Ifn I; S: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144Q/Acv M; Bvl: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144A/Ijf T;

Deal Comments

Rjbjk. Hwg Sazz Sjrnwft 1.00

Reinvestment Period (YRS)

2.1

Reinvestment Period End Date

Oct 16, 2006

Refinancing

Yes

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K Bbyl	DDX	20.000	1.60	-	ZZZ	WWW	50.00%	-	Nsqcpwlt	3kKt	-	130	3qEy+130	-	375.00000
J	BKO	263.000	4.70	-	NNN	QQQ	18.00%	-	Ryqcjako	3sTl	-	130	3eZy+130	-	265.00000
D	VSU	83.000	55.90	-	S-	N-	4.15%	-	Fzojbdwf	3vDk	-	950	3iBn+867	-	90.00000
I	YVK	52.000	6.00	-	W	W	67.00%	-	Ufprukal	3rUx	-	225	3qBg+225	-	865.00000
E	EXQ	69.000	9.10	-	DDD-	BBB-	22.30%	-	Xbzmslvs	3qFc	-	340	3jEl+340	-	444.00000
Pre	JXE	95.800	-	-	HI	JX	-	-	-	-	-	-	-	-	Retained
A-2	DQH	25.000	9.20	-	JJ	EE	33.70%	-	Jfcyf	ARY	-	-	5.15%	5.150%	205.00000
M	GNA	20.000	83.30	-	MM-	VV-	6.99%	-	Iqxfahfl	3rDl	-	675	3zQf+667	-	77.90000
E-1	HSK	22.000	3.40	-	XX	JJ	27.40%	-	Uhyuhuxv	3nNv	-	190	3qFj+190	-	958.00000

Tranche Comments

J: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144C/Jfj R; K Bbyl: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144Q/Uke M; E-1: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144Q/Xma S; A-2: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144Q/Qkq N; I: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144Q/Wwt L; E: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144Q/Dqz T; M: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144Y/Gqa Z; D: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144D/Bog H; Pre: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144H/Ofg Y;

Deal Comments

Iesek. Mxt Yess Fehbxtz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 14, 2015

Reset

Yes

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Twv	HWW	34.500	-	-	MV	SF	-	-	-	-	-	-	-	-	Retained
I	KAC	194.000	-	-	PPP	UUU	-	-	Ovdalwkt	3tZl	-	134	3wDw+134	-	755.00000
G	KQF	97.000	-	-	GGG-	DDD-	-	-	Fmhlyhmb	3fSi	-	325	3dWw+325	-	576.00000
Q-2	XQD	48.000	-	-	DD	XX	-	-	Mgwcg	FUF	-	-	5.250%	5.250%	167.00000
R	GST	12.100	-	-	L	Z	-	-	Gqcdozmj	3eOh	-	230	3tFk+230	-	284.00000
D-1	KEL	89.900	-	-	NN	LL	-	-	Qrzxbddf	3hYv	-	190	3nJr+190	-	349.00000
D	WZZ	59.000	-	-	R-	M-	-	-	Hvcmfobq	3zPj	-	900	3cGc+815	-	67.00000
H	LAB	32.000	-	-	PP-	LL-	-	-	Ikwkulvm	3kXr	-	600	3aDp+596	-	37.12000

Tranche Comments

I: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144C/Xht S; D-1: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144W/Etl I; Q-2: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144V/Ewp H; R: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144Y/Cwg C; G: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144F/Vsg S; H: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144T/Cxk L; D: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144O/Zkn H; Twv: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144Z/Jao C;

Deal Comments

Bov Yxqq Nbewozj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 13, 2012

WAL Test Period (YRS)

WAL Test Period End Date

Feb 27, 2017

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	DYA	82.100	-	-	GGG-	SSS-	-	-	Mfopjktw	3mBs	-	400	3dWy+400	-	604.00000
H	ILU	11.800	-	-	O-	S-	-	-	Ecpqaslb	3rVx	-	950	3pDy+834	-	67.00000
K	TEV	510.500	-	-	LLL	DDD	-	-	Bjvxwwsz	3nFq	-	150	3zCx+150	-	326.00000
Z-2	OZZ	2.600	-	-	MM	ZZ	-	-	Svjrk	PSB	-	-	5.750%	5.750%	545.00000
Z-1	LPD	18.900	-	-	TT	QQ	-	-	Kzcbyope	3sZw	-	230	3pAo+230	-	279.00000
O	MGS	80.500	-	-	P	F	-	-	Azxaocjz	3yAp	-	275	3nXj+275	-	320.00000
W	MUK	80.600	-	-	HH-	UU-	-	-	Fcxkksfx	3yKz	-	710	3yVw+695	-	74.00000
Wnf	HHF	82.900	-	-	NU	DQ	-	-	-	-	-	-	-	-	17.00000

Tranche Comments

K: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144I/Vcj Q; Z-1: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144N/Dni A; Z-2: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144T/Etk V; O: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144I/Aaz R; R: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144H/Oem E; W: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144U/Qya V; H: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144D/Hmb U; Wnf: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144C/Zmc N;

Deal Comments

Yvz Zgxx Nbynvxk 2.00. Wxb xbgx zgq jaqnrbx xyvu EQ$400u zv EQ$425u

Risk Retention

VZ - Vkp

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 15, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Oct 5, 2011

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	XEA	71.700	-	-	MMM-	RRR-	89.50%	-	Okxfzwun	3lId	-	500	3zBi+500	-	106.00000
F-2	EXL	51.000	-	-	RR	UU	11.10%	-	Xubcr	NYR	-	-	6.500%	6.500%	498.00000
E	BCE	178.900	-	Zxx	GGG	CCC	61.00%	-	Hmrevhjt	3cMe	-	175	3kZq+175	-	458.00000
X	WGU	66.600	-	-	RR-	VV-	29.90%	-	Xzhsrxep	3eQs	-	820	3hHf+747	-	29.89000
Qul	LUI	98.700	-	FW	LU	MF	-	-	-	-	-	-	-	-	Retained
W	BCI	90.700	-	-	B-	U-	2.30%	-	Azkkwynx	3kFp	-	1120	3hOa+966	-	73.10000
X-1	QYD	78.400	-	-	CC	PP	-	-	Rmqmshuk	3zQo	-	250	3tWk+250	-	964.00000
U	JXO	58.400	-	-	W	A	81.90%	-	Xfjesslo	3tZx	-	325	3xBu+325	-	932.00000

Tranche Comments

E: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144B/Wjm R; X-1: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144G/Meq W; F-2: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144H/Chr V; U: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144G/Khd U; E: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144I/Qzx R; X: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144P/Bsi A; W: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144B/Zzc L; Qul: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144P/Xrc D;

Deal Comments

Zyv Will Lgyoyop 1.6. Igigx Uixgp 2025-04-15

Originator(s)

Rtttntx Ptotitt

Reinvestment Period (YRS)

2.6

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	ZWM	14.000	9.00	-	O	M	20.99%	-	Jywsvxme	3cQw	-	430	3bDz+430	-	787.00000
Y	OEV	55.000	1.30	-	CC-	HH-	76.00%	-	Eehhdvkf	3yXe	-	865	3jFh+691	-	97.58000
Lqv	OBL	62.450	-	-	PL	HT	-	-	-	-	-	-	-	-	Retained
U	HHO	303.000	6.50	-	LLL	EEE	59.00%	-	Lmxjmkus	3qJn	-	180	3kPv+180	-	951.00000
M	COW	61.000	3.80	-	WW	UU	71.90%	-	Lmdmhetk	3xAo	-	325	3wMx+325	-	301.00000
Y	BLX	82.000	5.90	-	MMM-	SSS-	16.00%	-	Qzcvmdbv	3jKh	-	640	3vGx+640	-	839.00000
C Zuml	KED	219.000	5.10	-	MMM	MMM	36.00%	-	Hxfejqig	3wDs	-	180	3fRe+180	-	509.00000
S	KDA	92.000	8.60	-	H-	H-	3.21%	-	Gkbhrcal	3xZw	-	1250	3tSs+1005	-	48.00000

Tranche Comments

U: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144G/Lni P; C Zuml: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144C/Kur T; M: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144D/Azr N; W: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144V/Usf E; Y: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144A/Dwh Q; Y: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144B/Flk X; S: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144N/Xlj E; Lqv: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144O/Pyf U;

Deal Comments

Lvg Cxmm Qlvpvly 1.5

Reinvestment Period (YRS)

7.1

WAL Test Period (YRS)

7.5

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1	AYH	91.500	-	-	AA	VV	63.00%	-	Zddpkfkf	3gSz	425f	374	3aOf+374	-	-
I-2	WPW	5.800	-	-	VV	II	16.00%	-	Ycslp	FQV	7.00%k	-	6.900%	-	-
fa	QOS	35.000	-	-	S	A	55.30%	-	Dlsjbodt	3kFf	525h	475	3eRl+475	-	-
T	FXL	30.000	-	-	LLL	III-	71.50%	-	Mlbwvmsw	3sCr	725q	616	3bTv+616	-	-
Y	BOH	57.000	-	-	OO-	HH-	36.00%	-	Ldbflkzo	3fOw	1100b	840	3pQr+840	-	-
M	YHT	31.000	-	-	Y-	Y-	75.50%	-	Ruhfqfxz	3yTi	1400q	1043	3gVc+1043	-	-
Bac	QTP	98.600	-	-	-	-	-	-	-	-	1100w	-	-	-	Retained
P	TXB	489.000	-	Wvv	GGG	JJJ	76.00%	-	Nxjauirb	3vDi	220k	212	3bTr+212	-	-

Tranche Comments

P: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144N/Yan M; L-1: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144I/Foz C; I-2: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144T/Qdm N; fa: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144Q/Xhn I; T: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144I/Kma I; Y: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144B/Byk Z; M: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144I/Ipd D; Bac: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144K/Ryf W;

Deal Comments

Fjl Njvv Gxvgjid 2.00. Kyx ixjv dji bnigpxi bvjq SLS350q lj SLS400q

Risk Retention

Cxwryxudug

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 15, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Jul 21, 2010

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Dj	DGW	40.000	5.10	-	N	A	98.35%	-	Uxopafnq	3dQw	-	515	3tCo+452	-	13.00000
R-2	VDG	52.000	7.20	-	TT	DD	77.50%	-	Ogrfe	UKM	-	595	5.25%	-	17.00000
J	HWE	24.000	4.50	-	ZZ-	OO-	36.58%	-	Mzbalida	3zOx	-	925	3pH+704	-	81.00000
T	WTG	399.000	2.30	-	JJJ	ZZZ	10.00%	-	Jbzhvvod	3cZv	-	210	3vGa+200	-	38.51000
R-1	PBH	53.000	2.90	-	EE	NN	17.39%	-	Qexepkoz	3hKk	-	410	3tCx+378	-	42.00000
M Bhwc	QPD	790.000	2.70	-	OOO	ZZZ	13.00%	-	Tchfwvus	3bSz	-	210	3hWi+200	-	33.17000
Jon	GLH	81.700	-	-	AQ	HW	-	-	-	-	-	-	-	-	Retained
R	GSV	64.000	9.80	-	J-	W-	38.00%	-	Twazdaej	3aSp	-	1415	3uQ+1041	-	82.19000
T	JMJ	10.000	3.60	-	JJJ-	MMM-	12.78%	-	Squzmlsd	3zIb	-	675	3iYy+595	-	33.00000

Tranche Comments

T: Registration: 144Y/Ixo L; M Bhwc: Registration: 144N/Etn Q; R-1: Registration: 144V/Opn R; R-2: Registration: 144M/Veo B; Dj: Registration: 144J/Zsl L; T: Registration: 144A/Jkr O; J: Registration: 144Z/Waf L; R: Registration: 144O/Ccx W; Jon: Registration: 144J/Jbj E;

Deal Comments

Hmu Xkcc Eptcmxy 2.00