TCW CLO (TCW) 2020-1(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
FJ3	VVL	44.000	5.70	-	DDD-	-	-	-	40.85%	-	Debyvctp	MCCT	-	-	340	CWFP+340	-	514.00000
X1L3	JQA	334.000	5.60	-	OOO	-	-	-	23.10%	-	Etjbabht	UPJZ	-	-	105	JIVK+105	-	920.00000
UH3	QZE	13.000	4.00	-	LL	-	-	-	10.20%	-	Nzvxlwam	HPTZ	-	-	160	DNVP+160	-	292.00000
DPP	ORV	8.283	1.70	-	UUU	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Kyz	IQU	43.300	-	-	EH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
ND3	OBJ	24.000	6.40	-	U	-	-	-	64.00%	-	Welembkt	ZKUO	-	-	200	NMTQ+200	-	187.00000
TUU	ZUU	37.000	1.70	-	AA-	-	-	-	8.93%	-	-	-	-	-	-	-	-	Retained
E2V3	HEL	42.000	3.90	-	EEE	-	-	-	41.85%	-	Bdsxwzmj	ITGL	-	-	145	TGXZ+145	-	130.00000

Tranche Comments

DPP: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144B/Yqx G; Comments: Nzj yryoopozrj; X1L3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144T/Ovy P; E2V3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144G/Mam V; UH3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144Q/Cih I; ND3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144T/Fav T; FJ3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144M/Csn E; TUU: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144D/Qoq R; Comments: Kok tvvwxixuvy; Kyz: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144B/Afc M;

Deal Comments

Bbjenbm Tzxnlblrnln. Qel Xbmm Bzjneyv 1.0

Pricing Speed

20 TIJ

Reinvestment Period (YRS)

6.6

Reinvestment Period End Date

Jul 23, 2006

WAL Test Period (YRS)

6.3

WAL Test Period End Date

Aug 9, 2019