2020-1(R)

TCW CLO (TCW) 2020-1(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

TCW Group Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
M2NN	WGJ	66.000	-	-	III	-	-	-	34.00%	-	Tyjzxvwe	3xE	-	-	145	3wZ+145	-	204.00000
T1KK	ATH	837.000	-	-	RRR	-	-	-	34.00%	-	Awwffeze	3zI	-	-	116	3pT+116	-	975.00000
KJJ	AIH	18.000	-	-	JJ	-	-	-	33.00%	-	Qvhxtsqz	3dD	-	-	175	3zF+175	-	678.00000
Jyy Fxb	OHL	1.700	-	-	KO	-	-	-	-	-	-	-	-	-	-	-	-	Retained
ZOO	WEO	26.000	-	-	HH-	-	-	-	2.00%	-	Bmebqxmk	3xO	-	-	675	3eD+675	-	857.00000
P	EQE	8.000	-	-	FFF	-	-	-	-	-	Dbuxdose	3wL	-	-	85	3pP+85	-	167.00000
JQQ	KLM	48.000	-	-	L	-	-	-	12.00%	-	Svpduhlw	3jH	-	-	205	3hB+205	-	770.00000
Scq	YMO	64.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
YNN	YIO	92.000	-	-	BBB-	-	-	-	39.00%	-	Avfuwcih	3hK	-	-	340	3yX+340	-	906.00000

Tranche Comments

P: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144O/Kni J; T1KK: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144K/Aaw N; M2NN: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144Q/Ksr D; KJJ: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144Z/Vms K; JQQ: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144U/Gms V; YNN: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144Q/Zyy U; ZOO: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144K/Uxj X; Jyy Fxb: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144F/Oxv P; Scq: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144U/Ndr Z;

Deal Comments

Rhghy. Fbx Kyee Khqvbvo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 7, 1999

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

May 25, 2002