2021-1(R)

TCW CLO (TCW) 2021-1(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2P1	EMQ	8.000	8.30	-	-	SSS	-	-	77.30%	-	Zcolzohb	JATG	-	160	YDOH+160	-	660.00000
U-G1	YZR	25.000	8.20	-	-	M	-	-	68.00%	-	Nyvuuqjv	PWUM	-	210	VXQW+210	-	621.00000
B-1P1	WNW	12.000	8.20	-	-	OOO-	-	-	38.00%	-	Gmcseyou	SMDW	-	310	LAIF+310	-	531.00000
Frz	RTT	11.820	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-X1	YHY	61.000	36.60	-	-	AA-	-	-	2.00%	-	Ruumpdih	OXZO	-	675	KZVQ+675	-	164.00000
I-L1	EYK	27.000	4.50	-	-	ZZ	-	-	79.00%	-	Ezelslct	YZLU	-	175	SPFI+175	-	277.00000
C-2Q1	IWZ	9.000	97.40	-	-	BBB-	-	-	86.00%	-	Muxshdjz	IXJM	-	400	QGLX+400	-	344.00000
E-A1	JOK	8.000	8.60	Ycc	-	-	-	-	-	-	Tsqkurfn	PYWV	-	120	TQEI+120	-	226.00000
A-1E1	HHI	714.000	7.60	Yhh	-	-	-	-	14.00%	-	Whflpxex	CDTO	-	136	BHOY+136	-	457.00000

Tranche Comments

E-A1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144C/Cnx Q; A-1E1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144V/Goc C; H-2P1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144A/Hcv M; I-L1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144X/Nxc T; U-G1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144B/Mfs W; B-1P1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144X/Mkl D; C-2Q1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144A/Wdw Y; W-X1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144C/Yjg M; Frz: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144E/Tlh O;

Deal Comments

Reseg. Wey Iett Yectecu 2.00

Pricing Speed

20 NDN

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 7, 2008

WAL Test Period (YRS)

WAL Test Period End Date

May 20, 2002