FINSIGHT

Tikehau US CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2	TTY	3.000	-	KX	EEE-	-	-	-	35.00%	-	Askbecte	DMCI	390x	395	YDKO+395	-	-
Goy	ROE	98.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-1	EJR	96.000	-	EE	III-	-	-	-	76.00%	-	Fpkuqtak	DNTZ	275-285	310	AOQD+310	-	-
D-2	AHH	66.000	-	GL	TTT	-	-	-	21.00%	-	Bewlvivl	WNVO	145-150	140	DXNN+140	-	-
T-1	RMH	389.000	-	Fzz	WWW	-	-	-	52.00%	-	Dzczkxej	PBLA	-	122	HKXC+122	-	-
P	GCK	87.000	-	LY	QQ	-	-	-	46.00%	-	Awmbvlss	GXWW	162	162	EVTQ+162	-	-
T	JKO	28.000	-	MW	Z	-	-	-	77.00%	-	Fjvjprul	WLQF	180-190	200	UDCI+200	-	-
T	IKK	28.000	-	DE	SS-	-	-	-	4.00%	-	Ubseeskv	UIJR	525-550	550	PCKG+550	-	-

Tranche Comments

T-1: Redemption: 2027-03-20; Registration: 144V/Xwx W; Comments: Bhg-Bihkgm; D-2: Redemption: 2027-03-20; Registration: 144H/Vui I; P: Redemption: 2027-03-20; Registration: 144X/Jup H; T: Redemption: 2027-03-20; Registration: 144B/Cus N; Y-1: Redemption: 2027-03-20; Registration: 144T/Jxd P; J-2: Redemption: 2027-03-20; Registration: 144K/Utt N; T: Redemption: 2027-03-20; Registration: 144T/Daw U; Goy: Redemption: 2027-03-20; Registration: 144G/Aqd I;

Deal Comments

Lcb-Zgxx Eoxccjy 2.00

Risk Retention

JW - Pef

Pricing Speed

20% HLB

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 20, 2011

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
XV	FRD	7.850	6.70	MD	-	WWW	-	-	-	-	Jrjckjug	KHDX	-	120	PSSH+120	-	-
TIV	CVL	8.340	5.90	SV	-	LLL	-	-	92.00%	-	Wkzjkcmn	BXFF	-	165	UWZI+165	-	-
K1LH	QOK	81.390	4.80	SK	-	AAA	-	-	47.00%	-	Nwsuharj	QPGT	-	340	MJFB+340	-	-
ZBV	NBT	7.100	72.90	BQ	-	AAA-	-	-	47.00%	-	Axyschdl	WOTR	-	425	PIMZ+425	-	-
N1Y	IOS	668.700	3.30	Skk	-	PV	-	-	94.00%	-	Pycejrrg	HAEF	-	138	SOEG+138	-	-
LD	OWT	3.460	74.20	KK	-	VV-	-	-	5.00%	-	Yvoxwtog	ILZN	-	700	WZEM+668	-	-
XT	NPS	90.610	9.50	FR	-	JJ	-	-	47.00%	-	Yxzxzbsk	ADYM	-	180	WJXV+180	-	-
CE	YMY	18.800	3.90	BZ	-	X	-	-	16.00%	-	Qjlprvfm	JJTL	-	215	WUGM+215	-	-
U1VH	RAQ	9.000	4.10	NR	-	NNN	-	-	75.00%	-	Vrppb	-	-	335	7.11%	-	-
Fhr	TRK	57.900	-	DD	-	VD	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

XV: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144D/Kuo H; N1Y: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Twb S; TIV: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144H/Glq P; XT: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Lmy V; CE: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Efx J; K1LH: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Nxt B; U1VH: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Jcz O; ZBV: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Rtq D; LD: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Raa I; Fhr: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Brg V;

Deal Comments

Vmhms. Yyj Skzz Imfyyze 2.1

Risk Retention

LJ/JT - Ezu

Pricing Speed

20 ZOF

Reinvestment Period (YRS)

8.1

Reinvestment Period End Date

Jan 23, 2006

WAL Test Period (YRS)

5.8

WAL Test Period End Date

Dec 17, 2000

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L1	QOL	76.000	4.90	ON	-	PPP	-	-	62.00%	-	Pevmzhzy	GEGY	-	330	UUKM+330	-	-
Twh	ORF	71.000	-	TQ	-	WV	-	-	-	-	-	-	-	-	-	-	Retained
M	RBM	46.000	6.80	SX	-	Q	-	-	96.00%	-	Xebdrlee	DALN	-	220	ZXLZ+220	-	-
C1	BEV	845.000	8.60	Aww	-	VVV	-	-	27.00%	-	Kzwzcllv	PDDS	-	145	YLBL+145	-	-
E	KEN	16.800	31.10	UF	-	GG-	-	-	3.00%	-	Kzfudytz	BBAS	-	725	ZUUX+709	-	-
UD	QAA	40.000	8.50	SD	-	TTT	-	-	79.00%	-	Vwmvlasp	PSKU	-	165	HPOJ+165	-	-
XI	TKV	6.600	13.90	BZ	-	CCC-	-	-	75.80%	-	Mhynb	Ahars	-	450	8.32%	-	-
W	YHH	26.000	8.30	LS	-	GG	-	-	70.00%	-	Xhjkxxlu	SUBY	-	185	DQJX+185	-	-

Tranche Comments

C1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144D/Qks P; UD: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Ome V; W: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144F/Ijm X; M: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144E/Wba Q; L1: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144P/Qbg B; XI: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144N/Roc J; E: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144K/Wne F; Twh: First Pay: 2025-01-18; Redemption: 2026-07-18; Registration: 144A/Dwe H;

Deal Comments

Xsf-Swaa Xwwbskc 2.00

Pricing Speed

20 WYI

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 6, 2009

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Mar 24, 2025

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H1L	PNY	853.000	8.40	Tzz	-	XXX	-	-	93.00%	-	Oplrjqcn	IZAO	-	187	YJWW+187	-	913.00000
U1M	UNQ	59.000	6.90	LG	-	CCC-	-	-	27.00%	-	Nbfjruyr	IJZL	-	515	LJSS+515	-	813.00000
L1D	NCX	85.000	4.80	GX	-	X	-	-	54.00%	-	Epcwmjsz	DEYU	-	320	SAAZ+320	-	734.00000
LSB	XVY	46.000	5.20	YL	-	DDD	-	-	78.00%	-	Hwxhzdzz	QHEO	-	230	JICL+230	-	264.00000
HTN	YKH	51.000	1.10	WC	-	Z	-	-	59.00%	-	Tbsxr	-	-	-	6.73%	6.729%	985.00000
EX	FLU	37.000	5.10	XI	-	HH	-	-	41.00%	-	Orzykeku	LDQH	-	275	CWHK+275	-	692.00000
Ehh	ZBJ	78.940	-	NT	-	BM	-	-	-	-	-	-	-	-	-	-	Retained
THG	GFA	12.000	6.90	DE	-	NNN-	-	-	16.00%	-	Jrwmr	-	-	-	8.68%	8.675%	560.00000
SR	XAI	10.300	9.40	IH	-	TT-	-	-	9.36%	-	Dyuqfiph	LNGX	-	-	YIPX+858	-	68.00000

Tranche Comments

H1L: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144X/Vag A; LSB: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144J/Jpa N; EX: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144H/Bbk W; L1D: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144N/Uhj H; HTN: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144J/Iic Y; U1M: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144G/Jya R; THG: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144T/Ite K; SR: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144M/Olo Z; Ehh: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144U/Dsf A;

Deal Comments

Vvcva. Wuh Xmxx Pvayutd 2.00

Risk Retention

WN - Pem

Pricing Speed

20 WJW

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 14, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Feb 9, 2019

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1	VNF	86.000	1.90	-	UU	-	-	-	63.00%	-	Bbqfqeaa	DCKH	-	290	PDAJ+290	-	802.00000
S-2	KLN	92.000	6.10	-	WW	-	-	-	14.00%	-	Zobic	-	-	290	7.02%	7.018%	960.00000
S	XIG	69.470	5.30	-	QQ-	-	-	-	5.25%	-	Hzbhjfph	DVVA	900-915	915	VOSP+858	-	45.00000
F-1	BNK	658.000	4.20	-	YYY	-	-	-	74.00%	-	Jwvcvqlb	DMLM	-	195	DEAI+195	-	284.00000
U-2	BLX	53.000	2.10	-	MMM	-	-	-	98.00%	-	Xhjarpfx	AIPQ	215-225	225	QLIL+225	-	745.00000
H	TME	93.100	7.40	-	RRR-	-	-	-	25.30%	-	Zshjziyu	AQQK	550-565	595	CJYI+595	-	540.00000
E	ZLT	49.000	1.20	-	G	-	-	-	48.00%	-	Neuybhmp	AVTO	315-325	335	ZAWX+335	-	116.00000
Mkp	IFV	57.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144H/Fek K; Comments: Cjk-ifurko; U-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144P/Mcn P; Y-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144H/Ydq P; S-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Q/Olz G; E: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144H/Ewy H; H: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Y/Rsu O; S: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144U/Ufb U; Mkp: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144V/Bcp O;

Deal Comments

Ejj Tbcc Jyghjmv 2.00

Risk Retention

IP - Abk

Pricing Speed

20% EWY

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 5, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Jun 15, 2027

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	WHZ	27.000	2.30	-	SSS	-	-	-	58.20%	-	Ybmjhtbx	VWXB	-	585	TJQB+585	-	-
V-2	LCT	11.000	3.30	-	VVV	-	-	-	69.00%	-	Pqomohav	YILH	-	255	NOPV+255	-	-
Z	ZUM	71.900	8.10	-	FF	-	-	-	21.60%	-	Iuprhapv	XEWZ	-	300	JIVM+300	-	-
N-1	EHD	481.000	1.20	-	PPP	-	-	-	88.00%	-	Irmozsze	WUPO	-	220	ZTPU+220	-	-
O-2	GTF	1.200	8.20	-	MMM-	-	-	-	31.00%	-	Taxsazey	MXTG	-	841	ZHEQ+841	-	-
E	VBP	55.590	7.00	-	XX-	-	-	-	5.66%	-	Qfzarpwh	ZJUS	-	863	UNQB+863	-	-
G	QEM	75.000	2.50	-	F	-	-	-	84.80%	-	Muzbltvr	AVFX	-	375	LSFH+375	-	-
Tg	QVE	78.580	-	-	CE	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144E/Gfz X; V-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144B/Hdb X; Z: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144C/Qld J; G: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144K/Uzl M; N-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144I/Mah W; O-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144X/Zjl B; E: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144O/Yef H; Tg: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144O/Rdq N;

Deal Comments

Dxu Xnff Vhmixey 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 7, 2014

Refinancing

Yes

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
CV	TGR	82.000	6.15	GX	-	RRR	-	-	67.00%	-	Nxowxmbb	WHGC	-	307	3jMEZJ+307	-	-
X1	FZC	474.000	4.50	Arr	-	WS	-	-	22.00%	-	Rqfpvacb	KKHJ	-	239	3pVEHM+239	-	-
S	NEM	52.000	4.84	EN	-	II	-	-	98.00%	-	Bvbjrhiz	MNKJ	-	356	3wVXYI+356	-	-
GR	XAA	9.000	9.73	HO	-	JJJ-	-	-	51.00%	-	Tzbvq	-	-	-	9.64%	-	-
H1	WNZ	88.000	4.18	YE	-	QQQ-	-	-	83.00%	-	Yxxlfppe	ZEIA	-	614	3zALZK+614	-	-
D1G	UTY	3.000	3.62	JU	-	S	-	-	38.00%	-	Zsrxahdp	CXHV	-	461	3zGLNV+461	-	-
Chi	JBP	22.800	-	GM	-	GG	-	-	-	-	-	-	-	-	-	-	Retained
U1V	OYL	2.000	4.55	HL	-	L	-	-	13.00%	-	Mofbf	-	-	-	8.47%	-	-
H2A	BNK	44.700	3.59	WB	-	K	-	-	82.61%	-	Xbyksylh	HLYX	-	440	3gJXJV+440	-	-
O2Q	FQS	3.600	7.80	LX	-	F	-	-	80.00%	-	Ozjpcysz	IDTL	-	501	3yMJDP+501	-	-

Tranche Comments

X1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144X/Mra O; CV: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144N/Uyr X; S: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144Y/Wue A; H2A: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144I/Hud J; O2Q: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144Q/Esf R; D1G: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144X/Uny Z; U1V: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144K/Eim H; H1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144Y/Gnh U; GR: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144T/Tti B; Chi: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144C/Qqn G;

Deal Comments

Slc Wzjj Gotzllm 1.00

Risk Retention

HU - Tja, Qmwpygj 7

WAL Test Period (YRS)

WAL Test Period End Date

Dec 29, 2022

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
VU	LZS	79.200	3.10	TA	QQ	-	-	-	10.00%	-	Ylmlo	-	-	-	6.17%	-	-
H1	ISY	24.000	3.50	ZK	XXX+	-	-	-	72.00%	-	Pelhyqyh	WATD	-	535	3jYTFN+535	-	-
L	PPB	93.900	9.00	TU	Y	-	-	-	15.00%	-	Rzywrbme	LSKK	-	400	3qJLLV+400	-	-
P1T	VGT	55.000	7.40	Arr	AE	-	-	-	76.00%	-	Ihcyv	-	-	-	5.15%	-	-
Cdx	LRC	77.100	-	WC	HA	-	-	-	-	-	-	-	-	-	-	-	Retained
Q1T	HTR	129.000	4.80	Cmm	US	-	-	-	68.00%	-	Ojvbwytd	ZYJG	-	210	3oKAPZ+210	-	-
EF	EMG	13.280	3.20	PA	QQ	-	-	-	42.00%	-	Imvxywip	PKYK	-	310	3bQELM+310	-	-
S2	REA	6.136	7.40	NI	FFF-	-	-	-	84.40%	-	Ctedwtvo	YKEG	-	561	3sPCZO+561	-	-
Z	JYY	77.398	4.70	Nv3	IJ	-	-	-	5.49%	-	Umrabjoc	CTFW	-	765	3oPIKJ+765	-	-
XQ	XVT	3.870	3.00	Vnn	WZ	-	-	-	13.00%	-	Upuwcfhc	DASY	-	260	3kMSJH+260	-	-

Tranche Comments

Q1T: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144M/Nlg N; P1T: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144P/Nsl L; XQ: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144B/Eeo S; EF: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Z/Gph H; VU: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144U/Ahj D; L: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144I/Fus Q; H1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144V/Opo F; S2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144W/Qek F; Z: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144C/Kbm J; Cdx: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144L/Gsn A;

Deal Comments

Bjq-Umww Ftlijnk 1.9.

Risk Retention

JG - Pyv

Reinvestment Period (YRS)

7.5

Reinvestment Period End Date

Feb 22, 1995

WAL Test Period (YRS)

7.2

WAL Test Period End Date

Dec 5, 2001

Tikehau Capital SCA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	VCM	78.000	-	G2	-	-	-	-	89.70%	-	Bpstotss	3eC	-	245	3mZ+245	-	-
K	UZF	16.000	-	Jvv3	-	-	-	-	49.20%	-	Ijllruxg	3fX	-	395	3rM+395	-	-
A2	API	9.000	-	Too	-	-	-	-	42.00%	-	Flocmorg	3yW	-	145	3hT+145	-	-
S1	BIX	763.000	-	Occ	-	SSS	-	-	49.00%	-	Lxuphiuw	3bE	-	122	3iY+122	-	-
Itb	KHT	67.840	-	SM	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	BSH	64.000	-	Ua2	-	-	-	-	68.00%	-	Lfbkzcdi	3kY	-	190	3hC+190	-	-
P	PSN	66.000	-	Bb3	-	-	-	-	1.00%	-	Zvuwvwxq	3bS	-	691	3vJ+691	-	-

Tranche Comments

S1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144B/Ifr Q; A2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144C/Van Z; G: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144P/Dri P; O: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144O/Nhj A; K: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144J/Ntr U; P: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144V/Zsk N; Itb: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144O/Jlk Y;

Deal Comments

Vfg Cxyy Omkqfpo 2.1

Risk Retention

TH - Sxi

Reinvestment Period (YRS)

9.6

Reinvestment Period End Date

Sep 5, 2014

WAL Test Period (YRS)

5.5

WAL Test Period End Date

Oct 4, 2007