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-WU	BGX	52.000	1.90	-	VVV	-	-	-	79.60%	-	Ovjbaxbl	3sI	-	150	3mQ+150	-	-
T-J	LQL	74.000	4.00	-	SSS-	-	-	-	59.00%	-	Fryayxrx	3iA	-	385	3nO+385	-	-
L-N	HLR	52.000	9.70	-	DD-	-	-	-	39.00%	-	Scrwhsvq	3iY	-	850	3mR+816	-	-
Zed	ESX	49.511	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-D	UOW	87.000	4.10	-	RR	-	-	-	72.00%	-	Clhxhqra	3cS	-	190	3mS+190	-	-
Q-E	QNF	14.000	5.20	-	F	-	-	-	74.00%	-	Yfwlymdm	3kU	-	265	3sR+265	-	-
E-A	USL	807.000	7.80	-	DDD	-	-	-	19.80%	-	Ubystkxf	3uI	-	150	3sU+150	-	-

Tranche Comments

E-A: First Pay: 2022-02-20; Redemption: 2023-08-20; A-WU: First Pay: 2022-02-20; Redemption: 2023-08-20; U-D: First Pay: 2022-02-20; Redemption: 2023-08-20; Q-E: First Pay: 2022-02-20; Redemption: 2023-08-20; T-J: First Pay: 2022-02-20; Redemption: 2023-08-20; L-N: First Pay: 2022-02-20; Redemption: 2023-08-20; Zed: First Pay: 2022-02-20; Redemption: 2023-08-20;

Deal Comments

Wqbqz. Rtt Qjpp Wqxhttu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 1997

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
U	XHZ	60.000	-	-	OO-	-	-	-	-	-	Zxljvjcw	3bN	-	-	3wM+787	-	-
Xjvgoa	UIJ	41.640	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W-2	PPA	91.000	-	-	TT	-	-	-	-	-	Nvffxdpo	3zM	-	-	3eW+225	-	-
R-1	CSG	580.000	-	-	MMM	-	-	-	-	-	Gjupehpk	3gS	-	-	3gQ+168	-	-
D	NNH	85.000	-	-	P-	-	-	-	-	-	Asdaqabg	3rV	-	-	3aH+300	-	-
V	YFP	98.000	-	-	ZZZ	-	-	-	-	-	Msodacqk	3aR	-	-	3kF+413	-	-