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
V-X	INL	462.000	3.40	-	DDD	-	-	-	68.20%	-	Nosqjzov	3yL	-	150	3aR+150	-	-
J-JN	TKG	67.000	5.80	-	BBB	-	-	-	46.60%	-	Urojpkhr	3zK	-	150	3tB+150	-	-
M-G	AXU	83.000	7.60	-	H	-	-	-	43.00%	-	Pyqadbcn	3eA	-	265	3pD+265	-	-
Q-O	KHT	42.000	4.00	-	TTT-	-	-	-	97.00%	-	Uzckumzv	3wY	-	385	3hK+385	-	-
Dqy	NTL	33.436	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-C	HTF	96.000	1.70	-	UU	-	-	-	63.00%	-	Feobpjuj	3gQ	-	190	3dP+190	-	-
N-T	VMU	71.000	7.90	-	OO-	-	-	-	53.00%	-	Lchowiwa	3cG	-	850	3oE+816	-	-

Tranche Comments

V-X: First Pay: 2022-02-20; Redemption: 2023-08-20; J-JN: First Pay: 2022-02-20; Redemption: 2023-08-20; G-C: First Pay: 2022-02-20; Redemption: 2023-08-20; M-G: First Pay: 2022-02-20; Redemption: 2023-08-20; Q-O: First Pay: 2022-02-20; Redemption: 2023-08-20; N-T: First Pay: 2022-02-20; Redemption: 2023-08-20; Dqy: First Pay: 2022-02-20; Redemption: 2023-08-20;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 17, 2002

Tennenbaum Capital Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	VAN	14.000	-	-	SS-	-	-	-	-	-	Nuhlozpk	3mD	-	-	3aI+787	-	-
Y	YUH	75.000	-	-	KKK	-	-	-	-	-	Aclkzpkt	3nE	-	-	3rM+413	-	-
T-2	UXW	77.000	-	-	EE	-	-	-	-	-	Prfbxvkw	3oQ	-	-	3cQ+225	-	-
Vrpven	WCR	23.420	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z-1	MLS	415.000	-	-	XXX	-	-	-	-	-	Vrqqurwy	3pK	-	-	3oV+168	-	-
Z	ARQ	70.000	-	-	P-	-	-	-	-	-	Npyczuof	3fW	-	-	3lW+300	-	-