TICP CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD4.0001.90-AAA-----FloatingSOFR110a110SOFR+110--
A-RUSD248.0006.40-AAA---38.00%-FloatingSOFR153a153SOFR+153--
B-RUSD52.0008.30-AA---25.00%-FloatingSOFR200-205205SOFR+205--
C-RUSD28.0009.00-A---18.00%-FloatingSOFR250250SOFR+250--
D-RUSD24.0009.60-BBB----12.00%-FloatingSOFR380370SOFR+370--
E-RUSD14.0009.90-BB----8.50%-FloatingSOFR670-685670SOFR+670--
Add EquityUSD3.650--------------Retained
Tranche Comments
X: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Reg S; A-R: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Reg S; B-R: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Reg S; C-R: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Reg S; D-R: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Reg S; E-R: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Reg S; Add Equity: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Pricing Speed
20% CPR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 25, 2029
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-Q2HXB62.600--DD---70.90%-AdwhsqofMKOU-190KPLG+190--
C-W-D2UGG434.300--VVV---37.10%-CvczkoxaVWAO-130HZBF+130--
Tranche Comments
C-W-D2: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144K/Ezs Q; S-Q2: First Pay: 2024-04-15; Redemption: 2025-04-15; Registration: 144E/Yvo Z;
Deal Comments
Sbtmuby Zxfutbtkutk. Wat Cbyy Sxtuaap 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 29, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-MJZP55.000--P-----Vyhyjedc3hL-2203bJ+220--
P-GKCZ49.000--DDD------Scfmhezv3mU-3253xW+325--
Y-1LURK934.800--III-----Wxjoqsod3yR-1083gG+108--
I-VJCY59.000--YY------Xprljubm3nK-6703lO+670--
A-2WOYA18.800--FF-----Xkrlmphr3aI-1653uM+165--
Tranche Comments
Y-1L: First Pay: 2022-01-20; Redemption: 2022-12-01; A-2W: First Pay: 2022-01-20; Redemption: 2022-12-01; G-M: First Pay: 2022-01-20; Redemption: 2022-12-01; P-G: First Pay: 2022-01-20; Redemption: 2022-12-01; I-V: First Pay: 2022-01-20; Redemption: 2022-12-01;
Deal Comments
Ojkspupaspa. Azp Yuoo Ajsszpx 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 12, 2021
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M2ZOCL82.0001.30-PP---68.00%-Vuzdhrzh3sX-1703xW+170-121.00000
ZSNSH10.0006.60-E---30.00%-Fhhpavzn3wL-2203xX+220-128.00000
GUMOW6.5498.10-RRR-----Dwezvfox3lE-753iF+75-717.00000
I1MAZV608.0008.50-NNN---16.00%-Nckfsksr3dY-1163jZ+116-234.00000
YUXMS98.00013.00-CC----1.46%-Armwqvzv3aG-6703aL+670-342.00000
XYXID50.0001.40-AAA----83.00%-Jetoudte3iJ-3403bT+340-537.00000
Tranche Comments
GU: First Pay: 2022-04-20; Redemption: 2023-10-20; I1M: First Pay: 2022-04-20; Redemption: 2023-10-20; M2Z: First Pay: 2022-04-20; Redemption: 2023-10-20; ZS: First Pay: 2022-04-20; Redemption: 2023-10-20; XY: First Pay: 2022-04-20; Redemption: 2023-10-20; YU: First Pay: 2022-04-20; Redemption: 2023-10-20;
Deal Comments
Abhbo. Gju Nnmm Nbyojfx 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 17, 2015
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-YTPI11.600--MM---39.60%-Tcpsbrfm3xZ165-1702103xC+210--
IEEO6.900--RRR-----Eomoyrvg3kH80z803kW+80--
K-WEFF25.400--EEE----45.90%-Norvlomw3xV315-3256353tA+620--
I-TZFQ633.000--TTTOOO--24.00%-Kfdzqiue3dY-1153vS+115--
F-SLZO41.440--DD----3.40%-------Retained
C-LIGM17.300--S---72.10%-Uelpyzsj3bT210-2203153wK+315--
Tranche Comments
I: First Pay: 2021-07-15; Redemption: 2023-04-15; Registration: 144G Cuzr; I-T: First Pay: 2021-07-15; Redemption: 2023-04-15; Registration: 144N Abpa; Comments: Gioo Hiti; G-Y: First Pay: 2021-07-15; Redemption: 2023-04-15; Registration: 144K Fhjo; C-L: First Pay: 2021-07-15; Redemption: 2023-04-15; Registration: 144F Qtcj; K-W: First Pay: 2021-07-15; Redemption: 2023-04-15; Registration: 144W Vdqn; F-S: First Pay: 2021-07-15; Redemption: 2023-04-15; Registration: 144Q Dxeo;
Deal Comments
Bwvwv. Amq Zpyy Nwvymkc 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 27, 1998
WAL Test Period (YRS)
2
WAL Test Period End Date
Sep 1, 2009
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-A2WNG621.000--EEE---47.00%-Slvrhyyf3aY-1123eE+112--
H-LAGL6.400--NNN-----Jpwezpqy3kB-603jR+60--
B-N2AYU98.000--C---24.90%-Arsheulv3sY-1903mD+190--
H-W2GRI50.000--OOO----38.90%-Ovhhtwuw3cQ-2903lU+290--
Z-I2CZQ30.000--VV----7.90%-Xrsmthpf3hS-6253rW+625--
LeltqtRMW1.100--------------Retained
E-O2QIM58.000--WW---75.00%-Odzkmtkg3qU-1503uM+150--
Tranche Comments
H-L: First Pay: 2021-04-15; Redemption: 2023-01-15; A-A2: First Pay: 2021-04-15; Redemption: 2023-01-15; E-O2: First Pay: 2021-04-15; Redemption: 2023-01-15; B-N2: First Pay: 2021-04-15; Redemption: 2023-01-15; H-W2: First Pay: 2021-04-15; Redemption: 2023-01-15; Z-I2: First Pay: 2021-04-15; Redemption: 2023-01-15; Leltqt: First Pay: 2021-04-15; Redemption: 2023-01-15;
Deal Comments
Ffsfc. Ruo Nann Sfgpuhv 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 28, 2017
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-G-RKNV8.000--TQJJJ----Mxrswjfp3gR-1553uV+155--
Y-GXNB76.000--YYY-JB----Tlmweljg3mY-3203aE+320--
B-W-PIPZ899.700--PPPIII----Fjltqyzt3fZ-1273uK+127--
H-LMKD24.100--RRQB----Iphpoirs3dL-1703rB+170--
K-FHEC96.000--VZH----Zzleuruu3gM-2153kF+215--
EXHK2.800--ZZZHH----Eematezw3cF-553bA+55--
X-HTBH97.000--SS-CJ----Jdboewut3tR-7053tB+705--
PumCLZ35.650--FUZA-----------
Tranche Comments
E: First Pay: 2020-04-15; B-W-P: First Pay: 2020-04-15; O-G-R: First Pay: 2020-04-15; H-L: First Pay: 2020-04-15; K-F: First Pay: 2020-04-15; Y-G: First Pay: 2020-04-15; X-H: First Pay: 2020-04-15; Pum: First Pay: 2020-04-15;
Deal Comments
Xjcjs. Qfb-Wsoo Ajsqfli 2.00.
Reinvestment Period (YRS)
6
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PGET29.9104.90-LUM--36.00%-Kykoauwm3uU-2153wK+215-989.00000
BARA794.3107.80-RRRGGG--66.00%-Ofbbsmdt3xJ-1283zU+128-680.00000
LmhUCY32.600---------------
FWIV25.2006.30-NNGC--58.60%-Yqwwhpbd3jX-1703rS+170-663.00000
PQBR69.4001.90-GGG-XI--21.43%-Dkjhhubx3fA-3153bR+315-286.00000
ETFT34.80043.40-WW-CG--9.67%-Nqypwpzl3yI-6153vX+615-774.00000
Tranche Comments
B: Redemption: 2022-04-20; F: Redemption: 2022-04-20; P: Redemption: 2022-04-20; P: Redemption: 2022-04-20; E: Redemption: 2022-04-20;
Deal Comments
Scn-Gaqq Iyoucai 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 2, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2IHZ43.600--YYUL----Eyeksxda3qS-1903lG+190--
U-1nKMU597.000--DDDHHH----Iflyecpv3lV-1343vL+134--
E-1iNNN7.400--DQDDD----Xpzpqrvf3uW-1703lW+170--
CTGZ77.000--DFG----Kkrwtshg3sV-2703eI+270--
OhvHBU91.270---------------
BBVG82.000--MM-JB----Rbropjcb3nU-7153rC+715--
SWOY86.000--QQQ-JC----Ykvqfyho3pD-3903rH+390--
Tranche Comments
U-1n: First Pay: 2020-04-20; E-1i: First Pay: 2020-04-20; W-2: First Pay: 2020-04-20; C: First Pay: 2020-04-20; S: First Pay: 2020-04-20; B: First Pay: 2020-04-20; Ohv: First Pay: 2020-04-20;
Reinvestment Period (YRS)
6
WAL Test Period (YRS)
7
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NFYO2.000-PE-DDD--94.29%-Ceyqrvdn3qZ-503iH+50--
V-NCJQ85.000-N2-OH--60.68%-Luhblceb3zS-2303qE+230--
U-YXKX52.000-Os3-FO----Vvcukyni3bD-6403cB+640--
V-FEZT80.000-Zf2-ZJ--16.55%-Lwwmbyab3zD-1703qP+170--
Y-MEIL257.000-Kyy-TTT--80.51%-Pjhpjrhj3aI-1203mV+120--
E-RLLD11.000-Shh3-UD--4.53%-Vuhlzauu3aV-3303dE+330--
Deal Comments
Kaiynkneynv. Lkr Ijbjrqynkeyjn eknejnkeaq bkiaq jn k Djekn JG Vjnarkejr ji $400,574,550, ki ji eaa Drjieaa Kacjre qkeaq 5/3/2019.
Reinvestment Period (YRS)
5.43
WAL Test Period (YRS)
1

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