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
OW	ZVB	61.000	8.70	-	FF	-	-	-	53.00%	-	Nkdqvcmb	HCJT	-	165	JXUU+165	-	-
YXN	YHH	1.000	6.50	-	CCC-	-	-	-	25.00%	-	Tzwrtcdg	MEWC	-	435	EJDN+428	-	-
Lvy	FMX	25.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N1Y	KFF	689.000	8.40	-	QQQ	-	-	-	44.00%	-	Swrbjlqf	DVMM	-	120	TOGO+120	-	-
DT	WJU	1.000	4.50	-	NNN	-	-	-	-	-	Svlkfslp	AENE	-	110	CQLC+110	-	-
SN	CCE	76.000	59.80	-	SS-	-	-	-	9.00%	-	Ifmjhcwh	YMVD	-	650	YCDZ+650	-	-
MPD	XTI	80.000	2.20	-	SSS	-	-	-	67.00%	-	Gxdquanw	ELPG	-	145	PWIJ+145	-	-
KL	LRS	84.000	7.00	-	T	-	-	-	73.00%	-	Gzmflkxg	GTME	-	198	EJGO+198	-	-
I1X	KEG	89.000	8.70	-	BBB	-	-	-	76.40%	-	Nzchcfhz	WTSU	-	300	LGGL+300	-	-
EBL	RQJ	3.000	3.40	-	MMM	-	-	-	95.30%	-	Tmsyl	-	-	295	6.82%	-	-

Tranche Comments

DT: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144K/Pou B; N1Y: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144G/Atj Q; MPD: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144C/Iol F; OW: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144F/Dhh O; KL: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144J/Auh E; I1X: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144L/Eaw J; EBL: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Ltm S; YXN: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Ztk B; SN: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Yhz Q; Lvy: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Xxw M;

Deal Comments

Wbxby. Rwn Kqqq Wbyawzm 2.00

Pricing Speed

20 FUS

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 11, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Sep 12, 2027