TCI-Flatiron CLO 2017-1 LTD

TCI-Flatiron CLO 2017-1 Ltd. a limited liability Cayman Islands entity, issued securities secured primarily by a portfolio of leveraged loans.

Closing Date: November 2017
Stated Maturity: November 2030
Reinvestment Period Ends: November 2022
Assets: Leveraged Loans

Below is a breakdown of the capital structure at original issuance:

Security Issued	Moody's/Fitch Ratings¹	Amount of Issuance (in millions)	Coupon/Spread
Class X Notes	Aaa/AAA	$2.00	LIBOR 0.72%
Class A Notes	Aaa/AAA	$320.00	LIBOR 1.20%
Class B Notes	Aa2/NA	$60.00	LIBOR 1.56%
Class C Notes	A2/NA	$26.00	LIBOR 1.85%
Class D Notes	Baa3/NA	$31.50	LIBOR 2.75%
Class E Notes	Ba3/NA	$22.50	LIBOR 6.35%
Class I Subordinated Notes	NA/NA	$50.30	NA
	Total:	$512.30

1. Original ratings at issuance. Ratings may change and tranche ratings may be different. A credit rating is not a recommendation to buy, sell, or hold securities and may be subject to revision or withdrawal at any time by the assigning rating agency.

The information contained herein has been prepared solely for informational purposes and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any trading strategy. If any offer of securities is made, it shall be made pursuant to a definitive offering circular prepared by or on behalf of a specific issuer which would contain material information not contained herein.