FINSIGHT

TCP Whitney CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-J	NWF	33.000	2.00	-	MMM-	-	-	-	89.00%	-	Gmmkcmhk	3bK	-	385	3nS+385	-	-
Z-H	UGJ	37.000	4.50	-	BB-	-	-	-	93.00%	-	Qwfohyae	3oQ	-	850	3dY+816	-	-
Jms	XGB	87.314	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-R	CGB	184.000	3.50	-	NNN	-	-	-	95.10%	-	Ksdafbuo	3rJ	-	150	3cV+150	-	-
M-F	KBR	53.000	6.80	-	N	-	-	-	96.00%	-	Omwdrsmi	3iT	-	265	3iQ+265	-	-
D-U	CQT	72.000	3.20	-	DD	-	-	-	23.00%	-	Atutwptj	3aU	-	190	3pD+190	-	-
I-UV	GCV	23.000	1.50	-	HHH	-	-	-	43.30%	-	Gdzpppjv	3zE	-	150	3hF+150	-	-

Tranche Comments

K-R: First Pay: 2022-02-20; Redemption: 2023-08-20; I-UV: First Pay: 2022-02-20; Redemption: 2023-08-20; D-U: First Pay: 2022-02-20; Redemption: 2023-08-20; M-F: First Pay: 2022-02-20; Redemption: 2023-08-20; K-J: First Pay: 2022-02-20; Redemption: 2023-08-20; Z-H: First Pay: 2022-02-20; Redemption: 2023-08-20; Jms: First Pay: 2022-02-20; Redemption: 2023-08-20;

Deal Comments

Eymym. Ioq Nczz Syueohj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 2, 1997

Tennenbaum Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Qqldli	YGK	50.730	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R-1	EAB	361.000	-	-	III	-	-	-	-	-	Cxkbrrmq	3hF	-	-	3jJ+168	-	-
S-2	XPH	10.000	-	-	RR	-	-	-	-	-	Npuyuydp	3oV	-	-	3dU+225	-	-
D	TKP	78.000	-	-	RR-	-	-	-	-	-	Vfweophx	3cX	-	-	3sB+787	-	-
O	OUQ	86.000	-	-	M-	-	-	-	-	-	Xrlpzjvd	3zH	-	-	3iX+300	-	-
B	OHP	57.000	-	-	III	-	-	-	-	-	Bbdzswkl	3uR	-	-	3wR+413	-	-