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
K-E1	EZG	52.000	63.50	-	-	RR-	-	-	8.00%	-	Eheuuolr	KQMY	-	675	USKK+675	-	114.00000
B-2D1	MLK	3.000	96.70	-	-	YYY-	-	-	35.00%	-	Ijruuxou	DVVN	-	400	PAFW+400	-	865.00000
E-2L1	LNM	1.000	3.30	-	-	TTT	-	-	75.30%	-	Mzrsrlla	UUBF	-	160	BTQU+160	-	895.00000
D-B1	NGP	76.000	3.10	-	-	K	-	-	41.00%	-	Gjfksson	LBBE	-	210	PYMR+210	-	439.00000
O-1F1	AYK	309.000	5.40	Irr	-	-	-	-	53.00%	-	Hllqtjlm	ZDWA	-	136	SVOS+136	-	364.00000
Z-P1	WRG	49.000	1.10	-	-	CC	-	-	46.00%	-	Zkrsbmyo	SHIG	-	175	PYMS+175	-	514.00000
X-L1	FMK	1.000	1.10	Ott	-	-	-	-	-	-	Mfzysesw	HTXJ	-	120	AIJA+120	-	517.00000
F-1S1	LOR	73.000	6.90	-	-	III-	-	-	99.00%	-	Zhzzmjwz	HJAL	-	310	TMIV+310	-	387.00000
Pme	GAT	69.970	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X-L1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144M/Dkk M; O-1F1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144H/Bqd M; E-2L1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144L/Aob X; Z-P1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144U/Uob M; D-B1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144H/Ayd P; F-1S1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144J/Izl H; B-2D1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144V/Jhu D; K-E1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144Q/Mzx N; Pme: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144C/Plg F;

Deal Comments

Ohzhx. Kxs Abuu Khxzxxk 2.00

Pricing Speed

20 FOS

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 18, 2000

WAL Test Period (YRS)

WAL Test Period End Date

May 13, 2021