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
P-M	EWB	265.000	1.20	-	AAA	-	-	-	75.80%	-	Dzqkbsxi	3sD	-	150	3jX+150	-	-
Kqc	FKV	18.514	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-M	ICU	28.000	2.00	-	XXX-	-	-	-	52.00%	-	Ckxrtbqn	3sP	-	385	3eU+385	-	-
W-N	RMK	31.000	3.80	-	AA-	-	-	-	98.00%	-	Irzzzysi	3lD	-	850	3nG+816	-	-
A-I	VSB	94.000	6.20	-	U	-	-	-	75.00%	-	Prchutuy	3vD	-	265	3vQ+265	-	-
S-VD	TJO	25.000	9.70	-	III	-	-	-	59.20%	-	Nwdlvwqs	3mE	-	150	3mS+150	-	-
G-A	YLO	65.000	6.50	-	MM	-	-	-	41.00%	-	Hphfmtep	3fB	-	190	3vY+190	-	-

Tranche Comments

P-M: First Pay: 2022-02-20; Redemption: 2023-08-20; S-VD: First Pay: 2022-02-20; Redemption: 2023-08-20; G-A: First Pay: 2022-02-20; Redemption: 2023-08-20; A-I: First Pay: 2022-02-20; Redemption: 2023-08-20; H-M: First Pay: 2022-02-20; Redemption: 2023-08-20; W-N: First Pay: 2022-02-20; Redemption: 2023-08-20; Kqc: First Pay: 2022-02-20; Redemption: 2023-08-20;

Deal Comments

Tfpfb. Ngw Sehh Ufriglv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 21, 1996

Reset

Yes

Tennenbaum Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	BRV	582.000	-	-	QQQ	-	-	-	-	-	Ccwxrufq	3kU	-	-	3iZ+168	-	-
E	UTM	32.000	-	-	DDD	-	-	-	-	-	Kzqcvmrw	3rJ	-	-	3nV+413	-	-
P	CLD	64.000	-	-	UU-	-	-	-	-	-	Wdmflbpi	3iF	-	-	3xS+787	-	-
Obeknn	RLR	12.490	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M-2	XGZ	49.000	-	-	AA	-	-	-	-	-	Jrmpjumt	3iX	-	-	3kI+225	-	-
N	BBB	94.000	-	-	M-	-	-	-	-	-	Wahmapxn	3mC	-	-	3aC+300	-	-