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
F-B	KPQ	40.000	5.00	-	LLL-	-	-	-	96.00%	-	Uhepeuax	3aD	-	385	3sD+385	-	-
S-J	GYJ	398.000	2.90	-	MMM	-	-	-	70.90%	-	Fmolhymm	3gO	-	150	3jO+150	-	-
Z-B	SNS	72.000	7.80	-	PP-	-	-	-	77.00%	-	Xuykapiz	3bJ	-	850	3lA+816	-	-
B-Q	FKY	45.000	3.20	-	CC	-	-	-	94.00%	-	Nywzwweq	3mO	-	190	3rL+190	-	-
Evn	BVJ	25.989	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-DM	NEU	21.000	4.10	-	UUU	-	-	-	19.90%	-	Dslxvpnm	3oS	-	150	3tH+150	-	-
A-T	ICU	55.000	7.50	-	M	-	-	-	35.00%	-	Zxmqkxro	3uF	-	265	3oE+265	-	-

Tranche Comments

S-J: First Pay: 2022-02-20; Redemption: 2023-08-20; J-DM: First Pay: 2022-02-20; Redemption: 2023-08-20; B-Q: First Pay: 2022-02-20; Redemption: 2023-08-20; A-T: First Pay: 2022-02-20; Redemption: 2023-08-20; F-B: First Pay: 2022-02-20; Redemption: 2023-08-20; Z-B: First Pay: 2022-02-20; Redemption: 2023-08-20; Evn: First Pay: 2022-02-20; Redemption: 2023-08-20;

Deal Comments

Yusus. Cqp Uyaa Cuxpqwv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2014

Tennenbaum Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	QYQ	15.000	-	-	SSS	-	-	-	-	-	Qjfhlzvf	3yP	-	-	3aF+413	-	-
Elvejh	FSW	94.680	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
B	UWB	39.000	-	-	H-	-	-	-	-	-	Qpblorpr	3sS	-	-	3dX+300	-	-
O-1	MHA	449.000	-	-	QQQ	-	-	-	-	-	Prqqkyrs	3xJ	-	-	3kS+168	-	-
A-2	LJR	20.000	-	-	XX	-	-	-	-	-	Rlokfhds	3nK	-	-	3pZ+225	-	-
J	HBU	59.000	-	-	HH-	-	-	-	-	-	Abqabxnw	3tC	-	-	3aU+787	-	-