2020-1(R)

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
K1Z3	IGN	889.000	8.40	-	NNN	-	-	-	29.18%	-	Njkptrbx	PSCJ	-	-	105	WAGK+105	-	341.00000
QJJ	GYP	6.162	2.70	-	KKK	-	-	-	-	-	-	-	-	-	-	-	-	Retained
UD3	HUV	80.000	1.00	-	HH	-	-	-	58.30%	-	Prxxxjvh	TVKI	-	-	160	YIXP+160	-	533.00000
KII	HLE	67.000	3.30	-	EE-	-	-	-	7.32%	-	-	-	-	-	-	-	-	Retained
Pij	AJM	12.100	-	-	QS	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M2O3	ULR	97.000	9.70	-	KKK	-	-	-	74.23%	-	Epsftmfq	XNSJ	-	-	145	VTTQ+145	-	383.00000
SW3	TRU	51.000	7.50	-	U	-	-	-	56.00%	-	Zjkfoipm	JMXP	-	-	200	BDNF+200	-	600.00000
AO3	ELQ	62.000	1.50	-	HHH-	-	-	-	78.40%	-	Zbuuudvj	JGGL	-	-	340	SIXO+340	-	590.00000

Tranche Comments

QJJ: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144Z/Vhj J; Comments: Aho mmwvykyvmx; K1Z3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144G/Uzy F; M2O3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144K/Zne W; UD3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144T/Vww K; SW3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144N/Tbk O; AO3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144H/Ccq K; KII: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144X/Qnz W; Comments: Tty uhfkwtwzhv; Pij: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144Y/Qqp I;

Deal Comments

Patzsax Itpsaaahsaw. Tua Faxx Pttsuko 1.0

Pricing Speed

20 WCS

Reinvestment Period (YRS)

1.1

Reinvestment Period End Date

Jun 18, 2000

WAL Test Period (YRS)

8.2

WAL Test Period End Date

Jan 30, 2020