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
W-D	OWT	851.000	4.80	-	WWW	-	-	-	32.40%	-	Rmjbytaf	3rK	-	150	3uH+150	-	-
I-G	IAQ	97.000	7.70	-	HH	-	-	-	62.00%	-	Zshhhhde	3aE	-	190	3tS+190	-	-
J-M	YTZ	58.000	5.50	-	JJ-	-	-	-	23.00%	-	Dzhkzvai	3tC	-	850	3nV+816	-	-
E-V	ZEB	60.000	2.60	-	S	-	-	-	84.00%	-	Ifmoudin	3xB	-	265	3yR+265	-	-
F-N	VFI	95.000	5.00	-	SSS-	-	-	-	32.00%	-	Elvwbztf	3aJ	-	385	3xG+385	-	-
Pqh	NSK	77.516	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-KQ	KNS	85.000	9.10	-	GGG	-	-	-	10.20%	-	Xdpshrjd	3bX	-	150	3xF+150	-	-

Tranche Comments

W-D: First Pay: 2022-02-20; Redemption: 2023-08-20; Y-KQ: First Pay: 2022-02-20; Redemption: 2023-08-20; I-G: First Pay: 2022-02-20; Redemption: 2023-08-20; E-V: First Pay: 2022-02-20; Redemption: 2023-08-20; F-N: First Pay: 2022-02-20; Redemption: 2023-08-20; J-M: First Pay: 2022-02-20; Redemption: 2023-08-20; Pqh: First Pay: 2022-02-20; Redemption: 2023-08-20;

Deal Comments

Tpfpz. Xjn Xehh Spnujqs 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 22, 2019

Tennenbaum Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1	OGB	493.000	-	-	OOO	-	-	-	-	-	Nfmvxthm	3uI	-	-	3wY+168	-	-
D	GER	54.000	-	-	KK-	-	-	-	-	-	Buwajues	3bG	-	-	3rN+787	-	-
X	OZD	66.000	-	-	Y-	-	-	-	-	-	Gbtewktf	3bJ	-	-	3yE+300	-	-
Z-2	LAG	47.000	-	-	MM	-	-	-	-	-	Bruxjlqt	3pN	-	-	3zP+225	-	-
Vwqvew	NHI	12.830	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	HMO	64.000	-	-	AAA	-	-	-	-	-	Dbidefit	3pO	-	-	3cM+413	-	-