2021-1(R)

TCW CLO (TCW) 2021-1(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
C-X1	CQR	26.000	7.20	-	-	B	-	-	56.00%	-	Ymcduipu	CKWF	-	-	210	JAMI+210	-	553.00000
X-2U1	PRQ	1.000	81.40	-	-	RRR-	-	-	71.00%	-	Uajbtanu	MDYV	-	-	400	SBEQ+400	-	773.00000
Hqv	QSP	40.720	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-G1	TTQ	2.000	1.10	Ouu	-	-	-	-	-	-	Ezusaeni	IESG	-	-	120	WATW+120	-	956.00000
G-Z1	VCN	36.000	3.40	-	-	VV	-	-	69.00%	-	Upqvaxfl	AHUO	-	-	175	HUKM+175	-	477.00000
P-1B1	YNB	235.000	2.30	Ntt	-	-	-	-	24.00%	-	Tqydoqhl	TNLL	-	-	136	PAFI+136	-	915.00000
S-2G1	BJY	8.000	3.90	-	-	YYY	-	-	24.90%	-	Nrsvfxck	TLAY	-	-	160	WVFE+160	-	252.00000
X-1F1	RHF	35.000	3.50	-	-	BBB-	-	-	24.00%	-	Oebarqpf	SKPV	-	-	310	MQZK+310	-	281.00000
N-O1	GRD	18.000	36.60	-	-	GG-	-	-	9.00%	-	Hfzfsxof	GBZG	-	-	675	TZIX+675	-	515.00000

Tranche Comments

M-G1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144Q/Zbq N; P-1B1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144Z/Enu I; S-2G1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144G/Byv X; G-Z1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144T/Dxi U; C-X1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144C/Lxp A; X-1F1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144E/Dqz V; X-2U1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144X/Bwt D; N-O1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144Z/Wuv B; Hqv: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144W/Tcs I;

Deal Comments

Ogjgx. Iso Vkyy Lgwbsjl 2.00

Pricing Speed

20 NVH

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 6, 2020

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Sep 12, 2011