2021-1

TCW CLO (TCW) 2021-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	4.000	-	-	AAA	-	-	-	-	-	Floating	3mL	-	100	3mL+100	-	-
A	USD	260.000	-	-	AAA	-	-	-	35.00%	-	Floating	3mL	-	117	3mL+117	-	100.00000
B	USD	44.000	-	-	AA	-	-	-	24.00%	-	Floating	3mL	-	150	3mL+150	-	100.00000
C	USD	24.000	-	-	A	-	-	-	18.00%	-	Floating	3mL	-	190	3mL+190	-	100.00000
D1	USD	20.000	-	-	BBB	-	-	-	13.00%	-	Floating	3mL	-	300	3mL+300	-	100.00000
D2	USD	4.000	-	-	BBB-	-	-	-	12.00%	-	Floating	3mL	-	400	3mL+388	-	99.00000
E	USD	16.000	-	-	BB-	-	-	-	8.00%	-	Floating	3mL	-	650	3mL+582	-	95.00000
Sub	USD	38.150	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X: First Pay: 2021-07-20; Redemption: 2023-04-10; Registration: 144A/Reg S; A: First Pay: 2021-07-20; Redemption: 2023-04-10; Registration: 144A/Reg S; B: First Pay: 2021-07-20; Redemption: 2023-04-10; Registration: 144A/Reg S; C: First Pay: 2021-07-20; Redemption: 2023-04-10; Registration: 144A/Reg S; D1: First Pay: 2021-07-20; Redemption: 2023-04-10; Registration: 144A/Reg S; D2: First Pay: 2021-07-20; Redemption: 2023-04-10; Registration: 144A/Reg S; E: First Pay: 2021-07-20; Redemption: 2023-04-10; Registration: 144A/Reg S; Sub: First Pay: 2021-07-20; Redemption: 2023-04-10; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2026

WAL Test Period (YRS)

WAL Test Period End Date

Apr 20, 2030

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