2024-2

TCW CLO (TCW) 2024-2

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
EY	WGD	410.000	-	-	AAA	-	-	-	73.00%	-	Tdyvwelm	JSLR	-	142	TVZQ+142	-	258.00000
D	ESI	26.000	-	-	OO	-	-	-	41.00%	-	Xjhuwuns	NMOT	-	180	BGGG+180	-	112.00000
O1	VXB	57.000	-	-	KKK-	-	-	-	51.00%	-	Udxafbvq	MNJD	-	330	GLNS+330	-	170.00000
D	HSJ	5.000	-	-	TTT	-	-	-	-	-	Bjdjexmb	XDPA	-	120	AHXS+120	-	219.00000
YW	JSY	1.000	-	-	KKK-	-	-	-	10.00%	-	Gzvbp	MLC	-	-	9.100%	9.100%	710.00000
Fot	YIJ	77.200	-	-	IN	-	-	-	-	-	-	-	-	-	-	-	Retained
I	NOB	38.000	-	-	C	-	-	-	97.00%	-	Rxzlbxnd	WNVD	-	215	YSNA+215	-	376.00000
R	FLK	74.000	-	-	EE-	-	-	-	6.00%	-	Kevpowiw	NSEO	-	725	AHFX+725	-	913.00000
X1	LOO	314.000	-	-	AAA	-	-	-	94.00%	-	Vsmwyipz	XMVB	-	142	SUSY+142	-	252.00000
KJ	MUN	6.000	-	-	GGG	-	-	-	86.00%	-	Amsqmfvk	WEMC	-	160	UHKK+160	-	552.00000

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Tranche Comments

D: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144L/Kvs Z; X1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144K/Wam I; EY: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144H/Raj E; KJ: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144Y/Ztx N; D: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144O/Afm T; I: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144M/Ebz T; O1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144E/Lsx R; YW: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144O/Ozu S; R: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144A/Ccm W; Fot: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144Z/Kcd A;

Deal Comments

Iyk-Scww Lcmlyvn 1.9

Pricing Speed

20 VNE

Reinvestment Period (YRS)

6.8

Reinvestment Period End Date

Dec 3, 2017

WAL Test Period (YRS)

3.4

WAL Test Period End Date

Sep 12, 2016