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
A-R	USD	200.000	5.10	-	AAA	-	-	-	42.50%	-	Floating	3mL	-	150	3mL+150	-	-
A-RL	USD	30.000	5.10	-	AAA	-	-	-	42.50%	-	Floating	3mL	-	150	3mL+150	-	-
B-R	USD	42.000	6.80	-	AA	-	-	-	32.00%	-	Floating	3mL	-	190	3mL+190	-	-
C-R	USD	32.000	7.40	-	A	-	-	-	24.00%	-	Floating	3mL	-	265	3mL+265	-	-
D-R	USD	24.000	8.00	-	BBB-	-	-	-	18.00%	-	Floating	3mL	-	385	3mL+385	-	-
E-R	USD	24.000	8.50	-	BB-	-	-	-	12.00%	-	Floating	3mL	-	850	3mL+816	-	-
Sub	USD	59.406	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-R: First Pay: 2022-02-20; Redemption: 2023-08-20; A-RL: First Pay: 2022-02-20; Redemption: 2023-08-20; B-R: First Pay: 2022-02-20; Redemption: 2023-08-20; C-R: First Pay: 2022-02-20; Redemption: 2023-08-20; D-R: First Pay: 2022-02-20; Redemption: 2023-08-20; E-R: First Pay: 2022-02-20; Redemption: 2023-08-20; Sub: First Pay: 2022-02-20; Redemption: 2023-08-20;

Deal Comments

Reset. Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 20, 2025

Tennenbaum Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Rzomcz	MWQ	77.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A	GMR	68.000	-	-	KKK	-	-	-	-	-	Uqohrpvx	3iW	-	-	3jE+413	-	-
X	KUP	13.000	-	-	BB-	-	-	-	-	-	Bsxretyi	3iM	-	-	3sH+787	-	-
V-1	MSO	339.000	-	-	DDD	-	-	-	-	-	Thpmqavg	3mC	-	-	3cG+168	-	-
N-2	JNN	89.000	-	-	QQ	-	-	-	-	-	Iyuoqthr	3eR	-	-	3pM+225	-	-
T	WIO	86.000	-	-	L-	-	-	-	-	-	Wbuemtry	3aL	-	-	3mP+300	-	-