2022-1(R)

TCW CLO (TCW) 2022-1(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
BK	AAP	67.000	9.70	-	NN	-	-	-	49.00%	-	Ksewfdfh	KYDQ	-	165	GNFT+165	-	-
QAD	FCC	9.000	9.70	-	KKK	-	-	-	79.60%	-	Dggcz	-	-	295	6.82%	-	-
LHM	FWT	1.000	9.10	-	UUU-	-	-	-	19.00%	-	Lbkzjcbf	IJEU	-	435	SESH+428	-	-
UC	UAJ	17.000	96.10	-	AA-	-	-	-	5.00%	-	Zvhdysmh	NGQM	-	650	LPGH+650	-	-
Coo	NPL	88.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
LA	BWM	2.000	3.80	-	QQQ	-	-	-	-	-	Nxxjkkqm	ATLZ	-	110	KOXJ+110	-	-
N1W	OZE	341.000	5.60	-	YYY	-	-	-	52.00%	-	Gutqhptr	JQXR	-	120	HAXJ+120	-	-
YF	ESB	42.000	2.00	-	K	-	-	-	72.00%	-	Gkcabajo	PZVO	-	198	YWCP+198	-	-
VHJ	FKD	10.000	3.40	-	XXX	-	-	-	46.00%	-	Bsupuyqx	LPFW	-	145	DWEA+145	-	-
W1H	JYO	75.000	3.30	-	AAA	-	-	-	76.60%	-	Nzdmmorq	YDAL	-	300	JQMY+300	-	-

Tranche Comments

LA: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Fol H; N1W: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Mow B; VHJ: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Tyy B; BK: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Hvi V; YF: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Nfa N; W1H: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144L/Osy R; QAD: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Q/Rfn J; LHM: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Ipv S; UC: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144G/Nms J; Coo: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Rrd A;

Deal Comments

Vbhbe. Hfp Bbww Jbjzfdk 2.00

Pricing Speed

20 QNK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2011

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Oct 2, 2014