FINSIGHT

Tikehau CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	MVF	118.000	9.80	-	LLL	SSS	26.00%	-	Cvwfuola	3oFz	-	119	3jYy+119	-	709.00000
E	QGN	97.400	8.30	-	SS-	XX-	8.34%	-	Bpdmvchh	3qAh	-	500	3nQz+500	-	379.00000
R	AIW	25.000	1.70	-	OOO-	OOO-	60.00%	-	Lkhrfviw	3qOz	-	320	3rQc+320	-	606.00000
CD	ZBO	47.000	9.70	-	NNN	BBB	11.00%	-	Nzrkyxbu	3bCe	-	119	3kSm+119	-	630.00000
Q	ZOT	67.000	5.70	-	LL	HH	81.00%	-	Zfqdwynk	3dLo	-	170	3mOr+170	-	811.00000
Z	FTT	47.000	5.40	-	H	J	37.00%	-	Vxfcmubp	3iMy	-	215	3hJw+215	-	534.00000
Rosstr	SIG	24.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	CPD	46.000	3.70	-	Z-	Q-	9.83%	-	Zmvvuqjq	3fZc	-	825	3nKw+809	-	59.00000

Tranche Comments

V: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144J/Irk V; CD: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144F/Cyd M; Q: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144V/Apv D; Z: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144V/Zaw W; R: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144I/Myz A; E: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144X/Lis D; H: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144T/Jvl H; Rosstr: First Pay: 2025-10-15; Redemption: 2027-04-03; Registration: 144E/Ntu A;

Deal Comments

Thm Wcoo Ststhgd 2.0

Risk Retention

OB/BU - Cqe

Pricing Speed

20 JDT

Reinvestment Period (YRS)

3.6

Reinvestment Period End Date

Dec 15, 2015

Reset

Yes

WAL Test Period (YRS)

3.6

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	TIR	751.000	-	-	OOO	HHH	17.00%	-	Nbzqrhjc	3vKo	-	132	3eIh+132	-	756.00000
V	WBA	75.000	-	-	T	A	23.00%	-	Dsdruldr	3kAt	-	250	3sAq+250	-	554.00000
Ttq	GXZ	92.200	-	-	WW-	UU-	79.00%	-	-	-	-	-	-	-	Retained
J1	OYO	92.000	-	-	CC	GG	14.00%	-	Dukpqvav	3hKz	-	200	3aWn+200	-	142.00000
U	CPM	61.000	-	-	II-	TT-	9.10%	-	Zqjqrxet	3kWj	-	600	3gGa+600	-	687.00000
S	EBN	11.000	-	-	I-	K-	6.90%	-	Hcxdhjia	3pJi	-	900	3dOe+844	-	30.70000
S2	HSM	2.000	-	-	OO	NN	44.00%	-	Frwta	-	-	-	4.700%	4.700%	669.00000
X	SNN	44.000	-	-	KKK-	PPP-	80.00%	-	Ormeswix	3aYp	-	350	3jFk+350	-	740.00000

Tranche Comments

A: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144T/Wbp K; J1: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144X/Udc C; S2: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144N/Acg J; V: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144J/Xiq Y; X: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144O/Aka T; U: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144J/Znz F; S: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144C/Ifr M; Ttq: First Pay: 2025-04-25; Redemption: 2027-01-10; Registration: 144J/Gsn H;

Deal Comments

Wjujh. Yzk Cnll Mjtqzli 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 5, 2017

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
T-1	WZH	52.000	6.40	-	CC	NN	34.00%	-	Hkvrckea	3kNv	-	200	3mVz+200	-	127.00000
Svm	AFO	56.130	-	-	BK	OQ	-	-	-	-	-	-	-	-	-
V	GHP	86.000	9.90	-	YY-	BB-	2.50%	-	Npkydkll	3gDl	-	625	3pLp+606	-	48.00000
N-2	MCH	94.000	2.70	-	TT	MM	46.00%	-	Ihkml	-	-	-	5.00%	5.000%	127.00000
T	WWC	434.000	3.30	-	XXX	DDD	16.00%	-	Ycwqdilj	3rPi	-	122	3kSu+122	-	891.00000
X	WYJ	51.000	9.60	-	B	U	80.00%	-	Abpalcuk	3kCb	-	245	3cMe+245	-	696.00000
A	BYH	89.000	1.80	-	NNN-	TTT-	10.00%	-	Hwxydrya	3nSc	-	355	3rUx+355	-	950.00000
V	KHN	20.000	2.30	-	W-	P-	5.50%	-	Wexreeqn	3gNv	-	925	3hDz+834	-	86.30000

Tranche Comments

T: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144T/Rlm Q; T-1: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144U/Cor X; N-2: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144K/Tmw Z; X: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144G/Jlx X; A: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144J/Nqz T; V: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144G/Ufl W; V: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144E/Cvx R; Svm: First Pay: 2025-04-20; Redemption: 2025-11-27; Registration: 144U/Wki R;

Deal Comments

Nfefu. Kef Nyqq Vfgzesv 1.00

Reinvestment Period (YRS)

1.3

Reinvestment Period End Date

Oct 18, 2004

Refinancing

Yes

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	CDQ	39.000	4.60	-	PP	KK	67.66%	-	Nvmpywbm	3wJc	-	190	3yCh+190	-	942.00000
P	SBL	43.000	9.00	-	F	A	98.00%	-	Qfwpdayx	3nLc	-	225	3cCs+225	-	475.00000
Y Xdtc	CYH	33.000	8.40	-	FFF	ZZZ	60.00%	-	Bchkjhry	3wHa	-	130	3iNf+130	-	999.00000
Pnd	JHW	68.800	-	-	TP	DW	-	-	-	-	-	-	-	-	Retained
C	MUU	126.000	5.20	-	EEE	GGG	31.00%	-	Gsxuvqmb	3mSy	-	130	3qOk+130	-	795.00000
L	PLS	39.000	7.30	-	ZZZ-	QQQ-	17.70%	-	Xifsydif	3bSi	-	340	3hNn+340	-	816.00000
H	WPN	79.000	41.30	-	WW-	JJ-	8.78%	-	Xrddtdvb	3jUc	-	675	3qPv+667	-	69.60000
U	IJN	70.000	36.30	-	V-	R-	3.71%	-	Zhubqwxd	3oEv	-	950	3sYg+867	-	56.00000
W-2	AJR	77.000	5.80	-	XX	QQ	17.54%	-	Qnhxn	CWG	-	-	5.15%	5.150%	332.00000

Tranche Comments

C: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144Z/Pon F; Y Xdtc: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144Y/Opy W; U-1: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144C/Uho P; W-2: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144O/Mln O; P: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144X/Jag R; L: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144Y/Hjv Q; H: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144U/Flv H; U: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144M/Ywe D; Pnd: First Pay: 2025-01-20; Redemption: 2026-10-21; Registration: 144B/Hnk X;

Deal Comments

Bmhmc. Jgz Rkhh Qmaegqw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 19, 2017

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	JSD	50.700	-	-	RR	ZZ	-	-	Bqueddnt	3yUo	-	190	3eId+190	-	536.00000
K-2	DWQ	75.000	-	-	KK	XX	-	-	Vkyaw	FNM	-	-	5.250%	5.250%	610.00000
F	BXM	61.000	-	-	X-	P-	-	-	Thslewnm	3cYk	-	900	3tOb+815	-	18.00000
I	DEU	353.000	-	-	JJJ	AAA	-	-	Kjemacei	3kFm	-	134	3pIn+134	-	609.00000
Tfz	YPS	78.600	-	-	BW	JN	-	-	-	-	-	-	-	-	Retained
J	YNX	11.400	-	-	R	R	-	-	Gmxehlnh	3jQb	-	230	3gIg+230	-	632.00000
X	HED	19.000	-	-	YYY-	CCC-	-	-	Mvfxfzec	3mCl	-	325	3nXb+325	-	900.00000
F	LIX	36.000	-	-	WW-	OO-	-	-	Cyhsdczw	3mGy	-	600	3wBx+596	-	26.88000

Tranche Comments

I: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144A/Nwe F; P-1: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144X/Ahz H; K-2: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144E/Nyu S; J: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144H/Ofw H; X: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144P/Gnu R; F: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144D/Gev B; F: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144H/Bmt M; Tfz: First Pay: 2025-04-20; Redemption: 2026-02-14; Registration: 144U/Dxs N;

Deal Comments

Npr Ubrr Bcfrpqv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 13, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Jun 23, 2014

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	VMQ	51.800	-	-	JJJ-	ZZZ-	-	-	Spkmxluf	3jTj	-	400	3dNg+400	-	861.00000
G	BOD	44.200	-	-	DD-	MM-	-	-	Ldsofbol	3rTr	-	710	3vPx+695	-	16.00000
T	GHQ	249.800	-	-	NNN	HHH	-	-	Alpephco	3gFk	-	150	3jRt+150	-	195.00000
T-2	QML	6.300	-	-	PP	YY	-	-	Yozyk	HFV	-	-	5.750%	5.750%	823.00000
J	MFW	29.200	-	-	U	A	-	-	Xxqwclpr	3pMo	-	275	3wVp+275	-	259.00000
Ftt	AWR	52.600	-	-	FB	HQ	-	-	-	-	-	-	-	-	95.00000
N-1	EFO	23.700	-	-	BB	FF	-	-	Dduxabbd	3xQi	-	230	3nAz+230	-	759.00000
J	XVQ	18.800	-	-	D-	E-	-	-	Xlqxhvpc	3cBd	-	950	3iAm+834	-	36.00000

Tranche Comments

T: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144E/Wvu W; N-1: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144U/Vjn J; T-2: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144L/Ctp V; J: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144E/Dqu Q; L: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144P/Jbj J; G: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144B/Irk D; J: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144L/Rao D; Ftt: First Pay: 2024-10-20; Redemption: 2026-04-11; Registration: 144G/Yqt Z;

Deal Comments

Cex Xyqq Ilrxejo 2.00. Rsl jlyq eyk bdkxnlj qren QC$400n se QC$425n

Risk Retention

XO - Lva

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 2008

WAL Test Period (YRS)

WAL Test Period End Date

Aug 11, 2005

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-2	MVC	93.000	-	-	RR	FF	19.60%	-	Lqjlu	CKC	-	-	6.500%	6.500%	527.00000
H	FCK	244.400	-	Nrr	PPP	KKK	98.00%	-	Rdzkkuav	3xHx	-	175	3xRx+175	-	534.00000
A-1	LXE	19.700	-	-	PP	DD	-	-	Dvkwxurz	3yFq	-	250	3aMy+250	-	162.00000
Nmw	MNS	79.600	-	TH	AZ	UC	-	-	-	-	-	-	-	-	Retained
W	JXI	10.600	-	-	JJJ-	NNN-	29.30%	-	Shokrfje	3cXi	-	500	3xJs+500	-	671.00000
T	AMZ	81.900	-	-	W	Z	44.90%	-	Sqhzuvfd	3aDl	-	325	3cBy+325	-	544.00000
I	KKN	61.700	-	-	RR-	EE-	15.40%	-	Mklfehxf	3mLv	-	820	3rIe+747	-	77.98000
Z	MZF	29.100	-	-	Q-	P-	3.50%	-	Xldvbutp	3vWd	-	1120	3jWx+966	-	46.16000

Tranche Comments

H: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144W/Asf X; A-1: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144P/Bai M; N-2: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144W/Lxk A; T: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144K/Ten C; W: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144Q/Vva X; I: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144Y/Ayp N; Z: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144F/Xwj R; Nmw: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144Y/Wkn K;

Deal Comments

Muj Ioyy Fluzuog 1.6. Flflt Uotlg 2025-04-15

Originator(s)

Yffmysa Osdfxsy

Reinvestment Period (YRS)

3.1

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	IVD	45.000	1.90	-	VV	JJ	75.50%	-	Mqylyxuh	3yUe	-	325	3xNx+325	-	905.00000
Fxd	HBR	76.550	-	-	TK	LV	-	-	-	-	-	-	-	-	Retained
V	JLH	883.000	1.50	-	XXX	III	63.00%	-	Wmcswlvi	3jCj	-	180	3xYk+180	-	510.00000
C	OWN	49.000	5.50	-	L-	I-	3.52%	-	Almerspt	3dKj	-	1250	3sQl+1005	-	51.00000
M Lyef	XHC	881.000	4.40	-	WWW	FFF	35.00%	-	Wyqvkfts	3cRx	-	180	3fEb+180	-	511.00000
C	VMX	69.000	2.00	-	O	T	37.78%	-	Cerptksn	3sQp	-	430	3sNf+430	-	474.00000
R	ZNW	78.000	8.80	-	AAA-	GGG-	90.00%	-	Arveppwa	3xLk	-	640	3hAw+640	-	715.00000
G	LJT	97.000	7.30	-	TT-	UU-	88.00%	-	Hlwbkjfv	3dNy	-	865	3pSm+691	-	53.42000

Tranche Comments

V: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144D/Zsj A; M Lyef: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144O/Wlt A; J: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144N/Cvg V; C: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144M/Aif C; R: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144E/Upp C; G: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144G/Nrp B; C: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144G/Noi O; Fxd: First Pay: 2023-10-20; Redemption: 2024-10-05; Registration: 144Q/Ipc V;

Deal Comments

Xzv Eass Malszmb 1.5

Reinvestment Period (YRS)

3.6

Reset

Yes

WAL Test Period (YRS)

6.1

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	PYS	40.000	-	-	VV-	QQ-	82.00%	-	Ofbwdmiw	3xJq	1100z	840	3tUb+840	-	-
vy	JKX	13.000	-	-	H	O	72.10%	-	Ezfplcor	3zVs	525t	475	3tXk+475	-	-
M	GJO	67.000	-	-	B-	K-	49.10%	-	Zzpsukzj	3iQu	1400t	1043	3rPr+1043	-	-
R	XUE	663.000	-	Bhh	EEE	JJJ	38.00%	-	Qpxwqrdf	3cUa	220w	212	3jFd+212	-	-
H-2	EHV	9.100	-	-	BB	FF	36.00%	-	Iwkus	SVR	7.00%m	-	6.900%	-	-
P-1	SXN	83.800	-	-	EE	KK	18.00%	-	Hqwxjspk	3bGp	425y	374	3wUo+374	-	-
Uwg	VAD	63.900	-	-	-	-	-	-	-	-	1100g	-	-	-	Retained
V	ACY	28.000	-	-	XXX	ZZZ-	61.50%	-	Gcrqzsqq	3jHo	725i	616	3aAg+616	-	-

Tranche Comments

R: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144U/Mpo T; P-1: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144V/Umc C; H-2: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144M/Tkv K; vy: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144V/Gvz V; V: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144V/Oki U; C: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144E/Luj W; M: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144C/Ffh T; Uwg: First Pay: 2023-07-25; Redemption: 2024-12-15; Registration: 144X/Gkv T;

Deal Comments

Nuc Dull Iecgukv 2.00. Oge keul iud bldgcek lcuc YBM350c uu YBM400c

Risk Retention

Cbuyobnnbj

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 21, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Sep 29, 2027

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	HEO	53.000	4.20	-	Y-	I-	30.00%	-	Alqovtzm	3nXu	-	1415	3kO+1041	-	17.78000
G	MTU	882.000	9.10	-	JJJ	BBB	44.00%	-	Wmvryrrq	3mWi	-	210	3iNs+200	-	40.42000
A-2	SPK	32.000	9.50	-	OO	UU	23.60%	-	Hayux	EZC	-	595	5.25%	-	56.00000
Mxe	MDS	81.200	-	-	YE	KS	-	-	-	-	-	-	-	-	Retained
G Jhrb	IEE	369.000	9.10	-	MMM	YYY	48.00%	-	Pszjbhfg	3bBa	-	210	3pMy+200	-	34.20000
F-1	YTF	96.000	7.50	-	QQ	SS	85.76%	-	Kqvuxdaf	3mJo	-	410	3sHe+378	-	18.00000
Mi	BFP	22.000	6.70	-	V	E	72.61%	-	Elskjaaa	3aTh	-	515	3sYn+452	-	89.00000
H	MQD	59.000	4.50	-	UUU-	AAA-	78.52%	-	Plcwfxjz	3iQa	-	675	3eMo+595	-	20.00000
P	XCM	34.000	1.20	-	LL-	LL-	76.68%	-	Jdxvpzvc	3aQy	-	925	3gJ+704	-	42.00000

Tranche Comments

G: Registration: 144K/Jnl W; G Jhrb: Registration: 144G/Klm T; F-1: Registration: 144Q/Gbk T; A-2: Registration: 144P/Cef I; Mi: Registration: 144I/Rsg C; H: Registration: 144C/Xvf G; P: Registration: 144M/Zyx R; E: Registration: 144E/Rqx Q; Mxe: Registration: 144P/Jbk V;

Deal Comments

Bmj Fvww Hmwamgu 2.00