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-M	KFK	63.000	8.30	-	L	-	-	-	66.00%	-	Yqplhoiv	3nX	-	265	3rK+265	-	-
B-G	GVA	55.000	2.00	-	AAA-	-	-	-	27.00%	-	Ckloawjf	3rP	-	385	3nD+385	-	-
Z-R	OCH	96.000	8.20	-	RR-	-	-	-	97.00%	-	Njrsjzqk	3vU	-	850	3iZ+816	-	-
C-D	RCF	36.000	5.50	-	RR	-	-	-	40.00%	-	Dbzhwzfy	3zZ	-	190	3kG+190	-	-
Ezm	UHP	15.499	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-YK	BMY	91.000	9.40	-	TTT	-	-	-	87.20%	-	Haczkyai	3eK	-	150	3iH+150	-	-
X-O	JIL	304.000	7.40	-	EEE	-	-	-	67.90%	-	Nqjrrqdz	3oK	-	150	3eW+150	-	-

Tranche Comments

X-O: First Pay: 2022-02-20; Redemption: 2023-08-20; J-YK: First Pay: 2022-02-20; Redemption: 2023-08-20; C-D: First Pay: 2022-02-20; Redemption: 2023-08-20; F-M: First Pay: 2022-02-20; Redemption: 2023-08-20; B-G: First Pay: 2022-02-20; Redemption: 2023-08-20; Z-R: First Pay: 2022-02-20; Redemption: 2023-08-20; Ezm: First Pay: 2022-02-20; Redemption: 2023-08-20;

Deal Comments

Eplpu. Etm Oqhh Uplgtvi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 27, 2004

Tennenbaum Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2	KQU	26.000	-	-	II	-	-	-	-	-	Gzdmrxlo	3cE	-	-	3oW+225	-	-
Izgvhf	FNS	51.760	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A	MJD	89.000	-	-	PP-	-	-	-	-	-	Aequrqse	3bG	-	-	3vK+787	-	-
Z	XNF	90.000	-	-	E-	-	-	-	-	-	Smosjtzc	3hB	-	-	3hC+300	-	-
N	LXC	69.000	-	-	CCC	-	-	-	-	-	Imoqhdql	3kV	-	-	3oP+413	-	-
I-1	UNV	945.000	-	-	QQQ	-	-	-	-	-	Xuzlyosx	3gG	-	-	3zR+168	-	-