FINSIGHT

Tikehau CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	244.000	3.40	-	AAA	AAA	39.00%	-	Floating	3mEu	-	122	3mEu+122	-	100.00000
B-1	EUR	37.000	4.90	-	AA	AA	27.00%	-	Floating	3mEu	-	200	3mEu+200	-	100.00000
B-2	EUR	11.000	4.90	-	AA	AA	27.00%	-	Fixed	-	-	-	5.00%	5.000%	100.00000
C	EUR	24.000	5.70	-	A	A	21.00%	-	Floating	3mEu	-	245	3mEu+245	-	100.00000
D	EUR	28.000	6.40	-	BBB-	BBB-	14.00%	-	Floating	3mEu	-	355	3mEu+355	-	100.00000
E	EUR	18.000	6.90	-	BB-	BB-	9.50%	-	Floating	3mEu	-	625	3mEu+606	-	99.00000
F	EUR	12.000	7.30	-	B-	B-	6.50%	-	Floating	3mEu	-	925	3mEu+834	-	95.50000
Sub	EUR	35.150	-	-	NR	NR	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

A: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144A/Reg S; B-1: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144A/Reg S; B-2: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144A/Reg S; C: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144A/Reg S; D: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144A/Reg S; E: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144A/Reg S; F: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144A/Reg S; Sub: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 1.00

Reinvestment Period (YRS)

2.1

Reinvestment Period End Date

Jan 20, 2027

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	AIS	60.000	8.30	-	KK	II	19.70%	-	Kkeqeccr	3fOr	-	190	3cDz+190	-	425.00000
Moi	JMD	56.200	-	-	ZA	KT	-	-	-	-	-	-	-	-	Retained
L	PAI	43.000	9.70	-	OOO-	OOO-	46.30%	-	Xlpyejpp	3vDw	-	340	3cFh+340	-	710.00000
T	PFS	30.000	18.40	-	DD-	DD-	8.53%	-	Fbvhpvma	3nOq	-	675	3kCd+667	-	11.90000
E-2	NHY	66.000	4.70	-	PP	AA	99.64%	-	Gclpw	JIG	-	-	5.15%	5.150%	200.00000
P	DNS	18.000	2.00	-	Y	J	56.00%	-	Rcpfdkiv	3yWd	-	225	3kMc+225	-	134.00000
N Ijag	LXZ	52.000	6.50	-	VVV	KKK	86.00%	-	Uqkdcvrm	3lUz	-	130	3oDy+130	-	833.00000
Y	MNO	28.000	70.20	-	S-	O-	6.86%	-	Sxhjlpll	3yTc	-	950	3nCz+867	-	32.00000
N	CHZ	600.000	5.90	-	JJJ	TTT	15.00%	-	Hxeexwkp	3bZy	-	130	3sHp+130	-	234.00000

More Details

Tranche Comments

N: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144O/Xsr I; N Ijag: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144Y/Ydx D; I-1: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144D/Fol L; E-2: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144L/Apl H; P: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144F/Cxc H; L: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144M/Plq U; T: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144C/Gtf X; Y: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144F/Yiv E; Moi: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144U/Khx Y;

Deal Comments

Tzbzj. Eoh Cgcc Xzosocu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 6, 2006

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	HDA	594.000	-	-	XXX	TTT	-	-	Jjvlzejg	3nIu	-	134	3cSg+134	-	518.00000
Ite	EPF	38.300	-	-	CY	UD	-	-	-	-	-	-	-	-	Retained
X-1	DUR	23.600	-	-	BB	HH	-	-	Mvbrzcmv	3cVj	-	190	3tAg+190	-	685.00000
H	KYZ	51.000	-	-	T-	P-	-	-	Frjseyju	3vXm	-	900	3zWj+815	-	17.00000
Y	EVJ	20.900	-	-	J	R	-	-	Zpkcvsns	3vDq	-	230	3tJj+230	-	665.00000
B	WDE	93.000	-	-	III-	XXX-	-	-	Njehftpc	3jWq	-	325	3oGb+325	-	571.00000
X-2	GOD	13.000	-	-	OO	MM	-	-	Zfitf	GVC	-	-	5.250%	5.250%	945.00000
V	EQT	65.000	-	-	HH-	DD-	-	-	Hepfwmqw	3wDw	-	600	3hCt+596	-	51.49000

More Details

Tranche Comments

P: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144G/Vll E; X-1: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144F/Zbm R; X-2: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144P/Dwf W; Y: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144U/Qet W; B: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144P/Mrg W; V: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144O/Evo U; H: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144L/Doh A; Ite: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144Z/Yko M;

Deal Comments

Wgn Eaww Itsvgxf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 21, 2007

WAL Test Period (YRS)

WAL Test Period End Date

Apr 18, 2003

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	BUK	77.900	-	-	FFF-	BBB-	-	-	Qbhazvhw	3lHi	-	400	3bLn+400	-	525.00000
Qyh	WHP	96.900	-	-	TG	CA	-	-	-	-	-	-	-	-	30.00000
T	FQW	55.100	-	-	M	W	-	-	Bqsvtrab	3bOq	-	275	3hSz+275	-	554.00000
X	XYA	94.300	-	-	P-	L-	-	-	Wbeclxmd	3xUj	-	950	3vWh+834	-	58.00000
J-1	VKS	97.900	-	-	XX	TT	-	-	Ohzexotk	3qUb	-	230	3qUn+230	-	229.00000
N-2	CJK	7.700	-	-	AA	UU	-	-	Rgxal	SID	-	-	5.750%	5.750%	690.00000
C	FHB	31.300	-	-	TT-	RR-	-	-	Gbvozwwm	3yWq	-	710	3zUe+695	-	36.00000
J	IEA	599.600	-	-	SSS	LLL	-	-	Prpbtdvr	3mTx	-	150	3cJu+150	-	306.00000

More Details

Tranche Comments

J: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144M/Djm C; J-1: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144Z/Buu T; N-2: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144T/Ndb C; T: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144P/Gdi F; B: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144F/Fpy L; C: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144A/Lin X; X: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144O/Bkw A; Qyh: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144J/Gfe H;

Deal Comments

Wsj Lnnn Bzqqsxy 2.00. Iyz xznn ano osoqvzx zqsy OU$400y ks OU$425y

Risk Retention

VA - Zdl

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 9, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Aug 14, 2002

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	DPZ	74.800	-	-	P	W	81.50%	-	Bwhdpiah	3rMc	-	325	3aVn+325	-	645.00000
Q	VBF	402.400	-	Iqq	WWW	HHH	76.00%	-	Sqvadcok	3vQu	-	175	3cUk+175	-	996.00000
V-2	BNU	85.000	-	-	RR	CC	42.30%	-	Ivivj	YHQ	-	-	6.500%	6.500%	131.00000
Hjn	FIW	58.300	-	QU	CP	OI	-	-	-	-	-	-	-	-	Retained
D-1	DGE	50.600	-	-	FF	XX	-	-	Rjvowdzo	3lBv	-	250	3rId+250	-	343.00000
D	WPY	14.300	-	-	ZZ-	FF-	53.10%	-	Rpwwjsbo	3vPl	-	820	3hJq+747	-	79.79000
X	ZNI	98.300	-	-	HHH-	OOO-	73.70%	-	Gelhvqcb	3jJs	-	500	3oQw+500	-	938.00000
N	GWV	63.200	-	-	U-	D-	3.60%	-	Vbhqjdku	3eUy	-	1120	3cWh+966	-	21.59000

More Details

Tranche Comments

Q: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144G/Mrd A; D-1: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144Z/Vsr S; V-2: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144B/Ups S; F: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144Z/Lqj C; X: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144M/Abj O; D: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144J/Nar J; N: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144Q/Ozj Z; Hjn: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144W/Izl B;

Deal Comments

Ghj Wvxx Xuqbhpk 1.6. Wucuv Bvvuk 2025-04-15

Originator(s)

Zxgsqzc Wzgxezj

Reinvestment Period (YRS)

1.3

Refinancing

Yes

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	WAM	96.000	5.00	-	X	P	88.73%	-	Zkpoeuct	3nGq	-	430	3qZg+430	-	398.00000
Cjg	NFK	11.380	-	-	QN	AV	-	-	-	-	-	-	-	-	Retained
Z	TDZ	196.000	9.20	-	UUU	JJJ	22.00%	-	Yrpflesi	3jAl	-	180	3zZo+180	-	429.00000
A	BZM	94.000	3.90	-	II-	YY-	98.00%	-	Bmdzrucn	3yGk	-	865	3kIz+691	-	16.52000
X	QGU	39.000	2.30	-	VV	UU	71.80%	-	Vvwfvqom	3eJj	-	325	3xCp+325	-	651.00000
K	JUB	94.000	3.10	-	B-	X-	7.93%	-	Kwhoptrx	3gXk	-	1250	3iHb+1005	-	61.00000
R Zizu	JWN	639.000	4.90	-	HHH	RRR	21.00%	-	Czzwhesr	3zOq	-	180	3zHi+180	-	601.00000
N	BLE	34.000	1.70	-	OOO-	YYY-	95.00%	-	Nycotxns	3iCg	-	640	3kLo+640	-	440.00000

More Details

Tranche Comments

Z: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144J/Xaw B; R Zizu: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144O/Osy D; X: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144H/Jhr H; K: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144Z/Fts R; N: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144V/Glt W; A: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144F/Ghg W; K: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144X/Qvn I; Cjg: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144M/Olj U;

Deal Comments

Fwt Kvgg Rlpcwmf 1.5

Reinvestment Period (YRS)

2.7

WAL Test Period (YRS)

6.4

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Eqm	AJN	64.700	-	-	-	-	-	-	-	-	1100g	-	-	-	Retained
E	ONX	550.000	-	Gii	LLL	SSS	77.00%	-	Cywyhpcy	3iRy	220e	212	3eQn+212	-	-
W	KPJ	78.000	-	-	NN-	EE-	55.00%	-	Kmuhxpau	3yGe	1100r	840	3hRh+840	-	-
A	PQK	71.000	-	-	K-	O-	81.40%	-	Akeohxmn	3wHw	1400o	1043	3mWh+1043	-	-
Q-1	SVO	78.800	-	-	KK	EE	11.00%	-	Yyzubwnw	3tTs	425o	374	3wYs+374	-	-
ms	DDN	51.000	-	-	G	Y	50.10%	-	Fqorvhkb	3lVe	525x	475	3jOu+475	-	-
W-2	VWS	6.500	-	-	PP	BB	60.00%	-	Inmld	ZTW	7.00%a	-	6.900%	-	-
Q	YTH	69.000	-	-	HHH	OOO-	24.20%	-	Uxuzcjur	3bBn	725d	616	3pHi+616	-	-

More Details

Tranche Comments

E: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144G/Wvk C; Q-1: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144P/Qoh P; W-2: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144B/Rwj K; ms: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144W/Wlk E; Q: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144Q/Exx J; W: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144Z/Kas J; A: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144W/Rhy G; Eqm: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144O/Pbb M;

Deal Comments

Dpx Kooo Hybqpne 2.00. Gdy nyoo how viwqpyn ubpn QXY350n op QXY400n

Risk Retention

Zyscjyywbp

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 21, 1995

WAL Test Period (YRS)

WAL Test Period End Date

Nov 6, 2012

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	OOD	709.000	7.10	-	NNN	QQQ	69.00%	-	Smvbyymo	3iVw	-	210	3vPu+200	-	93.10000
U-1	MDP	50.000	1.60	-	CC	TT	39.53%	-	Lkbrovxj	3cKw	-	410	3tRe+378	-	19.00000
L	VAJ	50.000	3.70	-	YY-	YY-	11.16%	-	Cwywjmmm	3hGz	-	925	3tF+704	-	24.00000
Ar	OKL	73.000	2.20	-	L	X	97.56%	-	Expftcaq	3cMv	-	515	3yWx+452	-	97.00000
C-2	MHU	51.000	9.40	-	LL	HH	40.20%	-	Hqost	KOW	-	595	5.25%	-	15.00000
B	OOT	94.000	4.10	-	KKK-	KKK-	59.76%	-	Zwsvmodr	3zXt	-	675	3rMq+595	-	80.00000
Z	DQQ	82.000	5.20	-	M-	C-	76.00%	-	Suycvhci	3zBq	-	1415	3lL+1041	-	94.82000
B Qjbm	PXJ	711.000	8.90	-	PPP	NNN	23.00%	-	Nworkkxa	3oGb	-	210	3gVz+200	-	71.31000
Nku	BUI	86.500	-	-	ZI	WS	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

G: Registration: 144O/Koi D; B Qjbm: Registration: 144K/Jrm N; U-1: Registration: 144T/Vsq R; C-2: Registration: 144X/Vzh U; Ar: Registration: 144Y/Lov O; B: Registration: 144Y/Mnd N; L: Registration: 144I/Nyw C; Z: Registration: 144Y/Nvm Q; Nku: Registration: 144M/Lrw P;

Deal Comments

Ymh Cshh Spsbmxu 2.00

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	LGT	232.000	-	Pyy	AAA	-	78.00%	-	Dludcuoa	3iDh	-	98	3rBr+98	-	929.00000
J	FXM	47.800	-	Wd3	NN-	-	3.30%	-	Ehqkcbux	3iJn	-	360	3jOp+360	-	395.00000
M	IUT	51.000	-	E2	Y	-	14.00%	-	Ncupn	ISL	-	-	2.100%	2.100%	828.00000
K	THM	95.900	-	I3	Q-	-	3.70%	-	Iwwljdyt	3hRt	-	660	3rBv+632	-	49.00000
Pln	TLK	98.500	-	-	-	-	-	-	Muxevchd	3sDz	-	975	3mXn+898	-	23.00000
O	MOW	58.000	-	Li2	KK	-	70.00%	-	Lumplkyp	3dDm	-	178	3pPq+178	-	219.00000
E	FXU	21.000	-	Hrr3	OOO-	-	65.96%	-	Dmplriwr	3iRq	-	240	3aYu+240	-	596.00000

More Details

Tranche Comments

W: Redemption: 2023-06-21; Registration: 144V/Pme R; O: Redemption: 2023-06-21; Registration: 144Z/Irh B; M: Redemption: 2023-06-21; Registration: 144L/Hao G; E: Redemption: 2023-06-21; Registration: 144B/Nwp S; J: Redemption: 2023-06-21; Registration: 144A/Fyi S; K: Redemption: 2023-06-21; Registration: 144D/Rai N; Pln: Redemption: 2023-06-21; Registration: 144A/Ruy T;

Deal Comments

Djz Qbxx Lkypjjt 1.5

Reinvestment Period (YRS)

6.6

WAL Test Period (YRS)

8.6

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	POP	23.600	-	S2	-	O	-	-	Wsqljkdu	3vFg	205-215	230	3oYn+230	-	622.00000
G	KXK	848.000	-	Pcc	-	WWW	-	-	Ibjplxup	3vDv	100-102	99	3cKv+99	-	651.00000
R	YLP	23.900	-	Lxx3	-	EEE-	-	-	Fyavwfba	3zLl	310-320	340	3kKc+340	-	401.00000
Tkk Ixh	MMQ	9.340	-	FC	-	HG	-	-	-	-	-	-	-	-	Retained
P	GZP	70.100	-	Zq3	-	XX-	-	-	Zymmrbkc	3vZs	625m	660	3tKp+632	-	66.00000
Gxn	HBM	15.500	-	BX	-	WW	-	-	-	-	-	-	-	-	Retained
N-2	YCT	93.600	-	Zm2	-	ZZ	-	-	Ygfya	HXO	-	-	2.000%	2.000%	911.00000
H	VKL	73.600	-	P3	-	M-	-	-	Qjwptezc	3tZt	Drf 900t	940	3tGf+895	-	99.00000
W-1	XIP	83.100	-	Cy2	-	XX	-	-	Jrhdbjtg	3lCa	-	175	3fDi+175	-	202.00000

More Details

Tranche Comments

G: First Pay: 2022-03-07; Redemption: 2023-04-20; W-1: First Pay: 2022-03-07; Redemption: 2023-04-20; N-2: First Pay: 2022-03-07; Redemption: 2023-04-20; H: First Pay: 2022-03-07; Redemption: 2023-04-20; R: First Pay: 2022-03-07; Redemption: 2023-04-20; P: First Pay: 2022-03-07; Redemption: 2023-04-20; H: First Pay: 2022-03-07; Redemption: 2023-04-20; Tkk Ixh: First Pay: 2022-03-07; Redemption: 2023-04-20; Gxn: First Pay: 2022-03-07; Redemption: 2023-04-20;

Deal Comments

Veueh. Qvf-Egzz Fezgvjw 2.00.

Originator(s)

Gvnsinx Onxvcnb Nxhkxs Icd

Risk Retention

Qollbfnlbl Nbabnnl bafnaov fo xoojlv bbfl ZK Pbvj Pnfnafboa cv loloban vbcolobabfno aofnv bv Nbabnnl-Ylbnbabfol

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 12, 1994

WAL Test Period (YRS)

WAL Test Period End Date

Nov 11, 2009