2021-2(R)

TCW CLO (TCW) 2021-2(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
EQ	PAH	3.000	5.60	-	-	HHH	-	-	-	-	-	-	-	-	-	-	-	975.00000
TE	MIP	64.000	9.60	-	-	UU	-	-	91.00%	-	-	-	-	-	-	-	-	504.00000
U1C	HZV	18.000	4.20	-	-	UUU-	-	-	49.00%	-	-	-	-	-	-	-	-	893.00000
DB	BUG	36.000	72.90	-	-	II-	-	-	2.00%	-	-	-	-	-	-	-	-	529.00000
EH	XCC	640.000	8.90	-	-	UUU	-	-	21.00%	-	Sdwjfjfz	KBCZ	-	-	134	PNLJ+134	-	169.00000
KWO	NRX	6.000	13.10	-	-	UUU-	-	-	47.00%	-	-	-	-	-	-	-	-	591.00000
IT	XJL	68.000	1.50	-	-	V	-	-	53.00%	-	-	-	-	-	-	-	-	121.00000
Pxs	OEV	36.500	-	-	-	LJ	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

EQ: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144M/Olb Y; EH: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144M/Fsr P; TE: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144J/Eyn Z; IT: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144B/Owd T; U1C: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144O/Fry J; KWO: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144M/Tzm K; DB: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144D/Mwf G; Pxs: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144E/Yzu Y;

Deal Comments

Tzkzy. Fcw Amkk Gzzkcvf 2.10

Pricing Speed

20 AFK

Reinvestment Period (YRS)

8.5

Reinvestment Period End Date

Sep 3, 2003

WAL Test Period (YRS)

1.1

WAL Test Period End Date

Jan 13, 2020