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
N-G1	VGX	34.000	2.50	-	-	F	-	-	97.00%	-	Hrdsaqpz	VLXG	-	-	210	ESML+210	-	867.00000
K-F1	OLF	80.000	9.40	-	-	NN	-	-	69.00%	-	Fuzxqlvh	VZGW	-	-	175	JAJU+175	-	519.00000
Hgm	RPW	13.280	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-E1	VOL	1.000	6.20	Hbb	-	-	-	-	-	-	Blzqhxvb	MUXY	-	-	120	JYAE+120	-	794.00000
Y-1V1	QJE	40.000	8.30	-	-	VVV-	-	-	91.00%	-	Rlqlomqg	CBCA	-	-	310	ICZH+310	-	973.00000
W-1Z1	QPO	337.000	4.90	Gvv	-	-	-	-	88.00%	-	Dfesahpd	IGAS	-	-	136	NCDW+136	-	864.00000
B-2Y1	GJZ	6.000	82.10	-	-	AAA-	-	-	68.00%	-	Vdzfxhst	HMBZ	-	-	400	DTVH+400	-	653.00000
P-2L1	BUC	4.000	8.90	-	-	MMM	-	-	13.50%	-	Lydkedpc	WGGJ	-	-	160	NDGT+160	-	515.00000
P-F1	YIS	62.000	68.90	-	-	NN-	-	-	2.00%	-	Nsbdbyvo	IMGG	-	-	675	ZIEH+675	-	957.00000

Tranche Comments

K-E1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144P/Rjc X; W-1Z1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144Y/Mbl H; P-2L1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144I/Gte R; K-F1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144D/Kfb Y; N-G1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144C/Bvq W; Y-1V1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144K/Had V; B-2Y1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144B/Ufr L; P-F1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144C/Vkm H; Hgm: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144X/Ixy E;

Deal Comments

Zhphw. Whs Ihyy Whqehkb 2.00

Pricing Speed

20 CVT

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Jul 4, 2010