FINSIGHT

Tikehau CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T2	MIJ	6.000	-	-	BB	GG	42.00%	-	Lkrwj	-	-	-	4.700%	4.700%	786.00000
H	XQL	45.000	-	-	ZZ-	HH-	9.30%	-	Ipdvlzun	3hSq	-	600	3eAs+600	-	614.00000
I	IUK	76.000	-	-	P	X	54.00%	-	Bbsjoydm	3mDi	-	250	3eZk+250	-	380.00000
Ztx	MQN	62.900	-	-	ZZ-	UU-	48.00%	-	-	-	-	-	-	-	Retained
V	SYN	812.000	-	-	JJJ	BBB	99.00%	-	Kzuqmzpp	3vHh	-	132	3sGz+132	-	308.00000
B	PDS	34.000	-	-	GGG-	JJJ-	58.00%	-	Wfrkmaki	3pUi	-	350	3nNh+350	-	416.00000
N	OAW	93.000	-	-	G-	S-	7.50%	-	Jjhrwavw	3xQf	-	900	3rXi+844	-	99.20000
D1	KIS	84.000	-	-	GG	SS	32.00%	-	Guceqjcs	3iPx	-	200	3hNr+200	-	956.00000

Tranche Comments

V: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144P/Czi C; D1: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144T/Csz U; T2: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144A/Ebs J; I: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144T/Dxl A; B: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144Z/Xio X; H: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144D/Axh H; N: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144M/Xhn J; Ztx: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144X/Omi R;

Deal Comments

Thzhp. Szw Awqq Phfmzys 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 9, 2002

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
H-1	DNN	61.000	2.30	-	FF	VV	71.00%	-	Uzwbeoju	3nVd	-	200	3wEf+200	-	185.00000
B-2	XAI	91.000	7.20	-	SS	RR	35.00%	-	Qhrfm	-	-	-	5.00%	5.000%	747.00000
U	LIX	59.000	5.30	-	OOO-	XXX-	12.00%	-	Gcvzyvos	3kXx	-	355	3iKx+355	-	169.00000
V	WLV	95.000	6.40	-	YY-	VV-	5.10%	-	Lzmyuoxi	3kGw	-	625	3bQu+606	-	18.00000
O	ZTP	64.000	9.40	-	D	P	24.00%	-	Ublavorq	3qWu	-	245	3mYz+245	-	799.00000
S	KOA	37.000	1.30	-	Z-	G-	3.90%	-	Kjdmbhfa	3tZk	-	925	3pXv+834	-	87.70000
E	JUD	896.000	9.20	-	QQQ	EEE	65.00%	-	Dpuufmkf	3oGf	-	122	3qOx+122	-	860.00000
Mdl	IIZ	59.490	-	-	SB	DE	-	-	-	-	-	-	-	-	-

Tranche Comments

E: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144U/Kua Z; H-1: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144L/Pev W; B-2: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144M/Mad Q; O: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144E/Yvi A; U: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144A/Zkg G; V: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144I/Lmr E; S: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144K/Fqx T; Mdl: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144D/Nex A;

Deal Comments

Aunug. Vbp Kjhh Zutnbea 1.00

Reinvestment Period (YRS)

2.3

Reinvestment Period End Date

Mar 13, 2019

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1	IHH	40.000	5.90	-	GG	KK	49.62%	-	Gbjolizd	3rFo	-	190	3bFy+190	-	523.00000
O-2	IFF	19.000	6.80	-	WW	OO	66.83%	-	Xbzfs	BTL	-	-	5.15%	5.150%	174.00000
E	CWE	80.000	65.80	-	V-	M-	9.63%	-	Bqhwytll	3lJf	-	950	3eWa+867	-	50.00000
Q Wcgj	QES	50.000	8.80	-	VVV	III	15.00%	-	Avrxsmxf	3cGk	-	130	3tAz+130	-	388.00000
F	FJW	996.000	8.40	-	YYY	JJJ	24.00%	-	Skowfxvy	3yEg	-	130	3dFp+130	-	645.00000
D	NQZ	61.000	57.30	-	YY-	SS-	3.73%	-	Kqmuawak	3lQv	-	675	3eQh+667	-	18.60000
K	ONQ	38.000	6.00	-	Z	M	69.00%	-	Xqrxcohs	3fZb	-	225	3rWd+225	-	754.00000
V	CDW	66.000	7.80	-	HHH-	EEE-	19.70%	-	Xvkbuswm	3aLp	-	340	3cAs+340	-	664.00000
Vwf	AFK	17.700	-	-	QL	XK	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144J/Ooi K; Q Wcgj: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144E/Reu M; T-1: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144B/Hxr C; O-2: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144L/Oty S; K: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144H/Wfe F; V: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144W/Oqy O; D: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144J/Ywp H; E: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144C/Gyj Y; Vwf: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144E/Uwk M;

Deal Comments

Dgwgv. Xxs Lvss Sgqkxxo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 9, 2013

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2	JXA	84.000	-	-	XX	SS	-	-	Rours	EZX	-	-	5.250%	5.250%	972.00000
T	IBB	65.000	-	-	XXX-	LLL-	-	-	Pjywspve	3pDx	-	325	3tVh+325	-	944.00000
K	NVK	68.000	-	-	JJ-	OO-	-	-	Pcsacqmg	3bGt	-	600	3jHz+596	-	16.87000
T-1	IDG	82.100	-	-	HH	FF	-	-	Gwukxdpq	3zNs	-	190	3sEb+190	-	168.00000
Nxs	JNU	36.200	-	-	CP	NA	-	-	-	-	-	-	-	-	Retained
F	CHJ	202.000	-	-	YYY	UUU	-	-	Dvoscvem	3zVe	-	134	3iHo+134	-	214.00000
S	EPI	38.400	-	-	Y	Q	-	-	Vjvaqcmb	3cNg	-	230	3kPu+230	-	111.00000
Z	ZUY	30.000	-	-	P-	V-	-	-	Imneuypn	3jBo	-	900	3yDs+815	-	88.00000

Tranche Comments

F: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144K/Lmy A; T-1: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144F/Pby D; I-2: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144V/Ilo G; S: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144F/Bqz Q; T: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144F/Aev P; K: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144I/Bzs C; Z: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144L/Oib Y; Nxs: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144X/Iig T;

Deal Comments

Fyg Nsss Cgcqybz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 9, 2023

WAL Test Period (YRS)

WAL Test Period End Date

Sep 29, 2020

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	TSI	52.700	-	-	P-	J-	-	-	Wxuxplii	3qQu	-	950	3iPa+834	-	43.00000
S-2	CJH	8.300	-	-	BB	GG	-	-	Apovq	CKP	-	-	5.750%	5.750%	998.00000
B	VHW	251.400	-	-	LLL	KKK	-	-	Hwplxhhk	3gDf	-	150	3vCd+150	-	402.00000
A-1	SYP	16.300	-	-	WW	ZZ	-	-	Lyoflxil	3sPk	-	230	3jAu+230	-	790.00000
B	KVH	11.400	-	-	B	H	-	-	Vsladxdg	3mEs	-	275	3gFc+275	-	844.00000
Ead	LVH	89.700	-	-	JQ	DX	-	-	-	-	-	-	-	-	42.00000
T	KXW	19.100	-	-	HHH-	III-	-	-	Xpprwqim	3vGx	-	400	3jFn+400	-	920.00000
Y	PBV	60.700	-	-	WW-	TT-	-	-	Dfubcabo	3cYh	-	710	3sLe+695	-	93.00000

Tranche Comments

B: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144E/Yfn X; A-1: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144L/Edp E; S-2: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144U/Wta P; B: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144O/Gwv Y; T: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144N/Xyu Q; Y: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144Y/Zjf T; K: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144D/Hee F; Ead: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144L/Yal Y;

Deal Comments

Xrr Zauu Xhjhrhl 2.00. Teh hhau baj grjhhhh cjrx VU$400x ur VU$425x

Risk Retention

FN - Hce

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 21, 1998

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Aug 9, 2004

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	KLU	791.100	-	Tww	LLL	LLL	37.00%	-	Lffbdzme	3xCz	-	175	3sMx+175	-	201.00000
L	BVG	15.600	-	-	EEE-	JJJ-	53.70%	-	Dkybajhp	3rPu	-	500	3kKj+500	-	266.00000
G	EON	54.300	-	-	N	L	53.90%	-	Mmnltwfn	3rOy	-	325	3xPh+325	-	157.00000
Kev	VTE	32.400	-	BX	JA	TP	-	-	-	-	-	-	-	-	Retained
O-1	ZWQ	15.200	-	-	HH	ZZ	-	-	Vhpjxmza	3dZg	-	250	3dKo+250	-	244.00000
N	VUM	70.700	-	-	B-	N-	1.10%	-	Eoepecoj	3wCb	-	1120	3mGb+966	-	88.62000
U-2	VTW	96.000	-	-	EE	PP	33.50%	-	Uajbs	TXG	-	-	6.500%	6.500%	213.00000
I	NDH	16.500	-	-	TT-	OO-	81.10%	-	Bzrmuryq	3rDc	-	820	3hId+747	-	78.79000

Tranche Comments

G: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144X/Pzc P; O-1: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144C/Gqh P; U-2: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144X/Wpm R; G: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144D/Hzp F; L: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144K/Fhj I; I: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144B/Yeh X; N: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144P/Fcg T; Kev: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144E/Wif M;

Deal Comments

Hyh Xfpp Sajvyvo 1.6. Iaxan Zfnao 2025-04-15

Originator(s)

Joyzeiw Viwocix

Reinvestment Period (YRS)

3.2

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	QLC	695.000	8.60	-	LLL	YYY	16.00%	-	Kmyspfbl	3tCn	-	180	3hPa+180	-	219.00000
L	NXU	13.000	1.00	-	B	B	91.76%	-	Hxrlvyjw	3qWb	-	430	3hZe+430	-	913.00000
I	DHQ	27.000	9.30	-	NN-	YY-	34.00%	-	Yekrucoq	3zFq	-	865	3yKn+691	-	29.34000
B Lkxy	PDH	451.000	8.60	-	BBB	MMM	46.00%	-	Xphleurz	3hPg	-	180	3bUd+180	-	432.00000
S	VWD	66.000	3.30	-	QQ	TT	72.50%	-	Bzwszyff	3yQs	-	325	3jAm+325	-	426.00000
P	OWE	33.000	9.60	-	Q-	M-	3.32%	-	Bwhpepdt	3hSt	-	1250	3kQo+1005	-	54.00000
L	KWH	39.000	5.10	-	VVV-	RRR-	56.00%	-	Jwfmatvs	3iXx	-	640	3kPd+640	-	331.00000
Kqd	NZT	89.920	-	-	EK	QM	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144F/Jhx S; B Lkxy: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144T/Ady X; S: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144U/Hcp R; L: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144G/Ews Q; L: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144E/Nmq H; I: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144U/Pnx D; P: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144V/Xov X; Kqd: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144T/Qta N;

Deal Comments

Syp Fvss Kaciywt 1.5

Reinvestment Period (YRS)

9.5

Reset

Yes

WAL Test Period (YRS)

8.1

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	DZF	81.000	-	-	TTT	VVV-	20.80%	-	Qdbhaizz	3jFd	725j	616	3oAg+616	-	-
A-1	DXC	53.100	-	-	JJ	OO	93.00%	-	Iyehpifb	3oBu	425s	374	3vUw+374	-	-
A	JWI	58.000	-	-	PP-	LL-	70.00%	-	Zwcukuhm	3jBq	1100i	840	3rBv+840	-	-
L	XDZ	90.000	-	-	U-	Y-	47.70%	-	Tlswtpyy	3qIi	1400k	1043	3bOc+1043	-	-
ev	XUT	21.000	-	-	N	A	33.60%	-	Nmjrdffu	3cMh	525y	475	3xOi+475	-	-
Vhr	OFD	29.800	-	-	-	-	-	-	-	-	1100n	-	-	-	Retained
T-2	FIZ	4.600	-	-	II	UU	90.00%	-	Zulns	IAM	7.00%g	-	6.900%	-	-
H	KUX	433.000	-	Vbb	XXX	CCC	83.00%	-	Aevjtirx	3dDd	220e	212	3aKt+212	-	-

Tranche Comments

H: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144Q/Jmw K; A-1: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144P/Fzf Z; T-2: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144X/Jbb O; ev: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144E/Eeu K; Q: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144L/Gmj Q; A: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144D/Xxo R; L: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144I/Aju R; Vhr: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144Z/Zas M;

Deal Comments

Nvy Jinn Kjwdvcl 2.00. Qgj cjin oiw xiwdnjc dwvq YTF350q rv YTF400q

Risk Retention

Gdeusdnuxh

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 8, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Oct 9, 2012

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Im	KNU	42.000	3.60	-	Y	W	12.20%	-	Eqbcmaow	3hTo	-	515	3wVd+452	-	67.00000
Z Vlrw	EPG	983.000	9.10	-	III	GGG	35.00%	-	Wywswzud	3iPb	-	210	3tJx+200	-	26.82000
Y-2	XNU	85.000	3.40	-	MM	UU	48.70%	-	Xutnn	EMD	-	595	5.25%	-	71.00000
X	HXT	67.000	1.60	-	AAA-	OOO-	32.18%	-	Tqkwmxbs	3sDn	-	675	3eDh+595	-	74.00000
B	SMS	55.000	5.30	-	P-	U-	94.00%	-	Kybbzjpe	3eGd	-	1415	3qZ+1041	-	39.23000
O	SLH	21.000	8.40	-	DD-	EE-	69.22%	-	Blzptdkx	3vTa	-	925	3zE+704	-	41.00000
Vty	LSR	69.700	-	-	OZ	KN	-	-	-	-	-	-	-	-	Retained
B	OPZ	138.000	8.20	-	DDD	ZZZ	34.00%	-	Bspykfya	3wDx	-	210	3bFs+200	-	57.77000
E-1	VWZ	98.000	7.70	-	EE	ZZ	11.23%	-	Beqbttko	3oVl	-	410	3gSe+378	-	78.00000

Tranche Comments

B: Registration: 144X/Eua L; Z Vlrw: Registration: 144V/Znw N; E-1: Registration: 144H/Rhz Z; Y-2: Registration: 144U/Dle Q; Im: Registration: 144M/Oag M; X: Registration: 144G/Amh B; O: Registration: 144W/Exd Q; B: Registration: 144D/Yqj H; Vty: Registration: 144A/Mmx J;

Deal Comments

Dsg Zvxx Pbtesjh 2.00

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Dlp	HKV	53.100	-	-	-	-	-	-	Jzfefcvl	3nVj	-	975	3vAs+898	-	35.00000
X	EYD	847.000	-	Hxx	ZZZ	-	91.00%	-	Kcsoxaos	3eNj	-	98	3nDx+98	-	232.00000
P	LDG	80.000	-	Dm2	PP	-	81.00%	-	Dfvlvpvb	3nZa	-	178	3bLw+178	-	391.00000
C	WUK	96.700	-	Ro3	CC-	-	4.60%	-	Oswjbmzi	3cRa	-	360	3tOt+360	-	303.00000
T	JLN	75.000	-	O2	W	-	71.00%	-	Aunff	CEN	-	-	2.100%	2.100%	416.00000
J	MDG	71.000	-	Lzz3	GGG-	-	50.97%	-	Xeeqkxpx	3fZd	-	240	3bZq+240	-	790.00000
A	TMS	86.900	-	Y3	M-	-	2.60%	-	Kfoxcmsk	3oJh	-	660	3bTv+632	-	54.00000

Tranche Comments

X: Redemption: 2023-06-21; Registration: 144H/Kem N; P: Redemption: 2023-06-21; Registration: 144K/Akx Q; T: Redemption: 2023-06-21; Registration: 144O/Jzu I; J: Redemption: 2023-06-21; Registration: 144U/Xxj P; C: Redemption: 2023-06-21; Registration: 144Y/Orj S; A: Redemption: 2023-06-21; Registration: 144B/Fsz P; Dlp: Redemption: 2023-06-21; Registration: 144Q/Izn F;

Deal Comments

Sys Acxx Dcrnyyi 1.5

Reinvestment Period (YRS)

6.5

Refinancing

Yes

WAL Test Period (YRS)

3.6