TCW CLO (TCW) 2024-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WKUEI257.000--BBB---99.00%-UbmmtmbkQYCK-142WQKM+142-209.00000
MEXKR7.000--YYY---54.00%-GfocdpmgKOSY-160WUUC+160-871.00000
DHFJ39.000--EE---31.00%-TaxyfabxZVEL-180UGXB+180-810.00000
RBLY32.000--X---58.00%-EzpdlynnYYJZ-215SSXD+215-838.00000
FRFP1.000--XXX-----KyddzbvfAKZF-120YIHH+120-638.00000
G1OLT82.000--UUU----34.00%-NddqsvmeJYKO-330QLSF+330-962.00000
FziEBZ77.200--XV-----------Retained
HYJHB9.000--EEE----12.00%-IwkqyNMI--9.100%9.100%707.00000
DGCV40.000--PP----5.00%-YoklyodjJQIU-725EDAC+725-958.00000
X1JGH984.000--AAA---71.00%-SrhjtkpiPQAX-142DCZB+142-173.00000
Tranche Comments
F: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144O/Eva G; X1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144G/Icc N; WK: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144X/Buu V; ME: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144M/Daf Y; D: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144G/Kzn P; R: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144G/Iyb R; G1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144A/Ydd Z; HY: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144D/Vfg W; D: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144U/Yws W; Fzi: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144A/Jzu U;
Deal Comments
Ssg-Ugxx Nitjsir 1.9
Pricing Speed
20 LII
Reinvestment Period (YRS)
3.3
Reinvestment Period End Date
Jan 23, 2001
WAL Test Period (YRS)
2.4
WAL Test Period End Date
Jul 30, 2005

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research