FINSIGHT

Figueroa CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-K	NHE	93.300	-	Tyy3	-	-	-	-	-	-	-	-	-	-	-	-	-
N-Q	KTO	34.800	-	Ur3	-	-	-	-	-	-	-	-	-	-	-	-	-
Q-M	EUK	65.000	-	Z2	-	-	-	-	-	-	-	-	-	-	-	-	-
K-T	XGD	4.000	-	-	J-	-	-	-	-	-	-	-	-	-	-	-	-
H-M	RIJ	17.000	-	Un2	-	-	-	-	-	-	-	-	-	-	-	-	-
V-U	YNR	113.000	-	Xss	VVV	-	-	-	-	-	-	-	-	-	-	-	-

Deal Comments

Jomhkykohkd

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F2JJ	XJB	57.000	-	-	OO	-	-	-	-	-	Nclfteww	3aW	-	150	3eS+150	-	-
LXX	AKV	89.000	-	-	HH	-	-	-	-	-	Vsrdzcft	3zI	-	560	3pQ+560	-	-
ZQQ	PWB	73.300	-	-	YYY	-	-	-	-	-	Uzverkoy	3kY	-	305	3iU+305	-	-
MUU	YSD	7.000	-	-	AAA	-	-	-	-	-	Azvpczah	3pJ	-	60	3aV+60	-	-
JGG	YPB	27.900	-	-	W	-	-	-	-	-	Ydfxlara	3aG	-	185	3aW+185	-	-
Y1AA	ZTZ	847.000	-	-	HHH	-	-	-	-	-	Psbkvjqk	3lO	-	85	3zX+85	-	-

Tranche Comments

MUU: Redemption: 2018-12-20; Registration: 144V Umvz; Y1AA: Redemption: 2018-12-20; Registration: 144I Bgbh; F2JJ: Redemption: 2018-12-20; Registration: 144E Oxxj; JGG: Redemption: 2018-12-20; Registration: 144R Lttp; ZQQ: Redemption: 2018-12-20; Registration: 144E Ljlc; LXX: Redemption: 2018-12-20; Registration: 144X Faxw;

Deal Comments

Sqmtphpktpw. Vxp Chjj Dqktxag 0.6

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2012

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-B	NGI	58.700	-	-	O	-	-	-	-	-	Xjzpmpjj	3wM	-	-	3mY+245	-	-
U-T-X	JVP	7.000	-	-	HHH	-	-	-	-	-	Pibypvki	3aX	-	-	3tJ+95	-	-
U2D	PQD	69.000	-	-	LL	-	-	-	-	-	Ofpsfrkk	3oE	-	-	3uZ+180	-	-
P-1R	WFY	105.000	-	-	QQQ	-	-	-	-	-	Wrbvxulk	3iU	-	-	3pH+125	-	-
Y-R	OLT	10.500	-	-	CCC	-	-	-	-	-	Fkzqsllz	3vA	-	-	3tH+390	-	-
J-I	EBP	88.000	-	-	EE-	-	-	-	-	-	Dlhusefs	3lF	-	-	3qX+750	-	-

Deal Comments

Qwsfvtvefvm

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	ZYS	95.000	-	U2	-	-	-	-	-	-	Hkuqzrzd	3qZ	-	-	3xF+369	-	-
C	FKJ	48.600	-	Wu3	-	-	-	-	-	-	Qdestmhh	3bT	-	-	3hY+710	-	-
Kwlwhu	ZNZ	11.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J	CXU	59.000	-	Zc2	-	-	-	-	-	-	Nukwftji	3gG	-	-	3vW+268	-	-
R	TCY	437.000	-	Mhh	TTT	-	-	-	-	-	Kbjuecmb	3sA	-	-	3bU+165	-	-
Q	NZQ	70.100	-	Voo3	-	-	-	-	-	-	Axraybnu	3tD	-	-	3kC+475	-	-
Z	HPG	3.000	-	-	R	-	-	-	-	-	Zcozruhc	3fG	-	-	3jU+868	-	-

Tranche Comments

R: Registration: 144L/Xrx U; J: Registration: 144O/Ziz J; C: Registration: 144K/Fjo H; Q: Registration: 144A/Zwq K; C: Registration: 144U/Nup F; Kwlwhu: Registration: 144V/Dao I; Z: Registration: 144O/Trj V;

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	XTM	767.000	-	Hll	LLL	-	-	-	-	-	Fmewwvlj	3sI	-	-	3sY+145	-	-
M	WLG	85.400	-	-	W	-	-	-	-	-	Rmslluyq	3oN	-	-	3jH+275	-	-
Q-2	WLW	63.000	-	-	DD	-	-	-	-	-	Ivpjjcye	3bT	-	-	3eE+195	-	-
B	WHL	41.000	-	-	YY	-	-	-	-	-	Xsclewis	3fL	-	-	3bY+500	-	-
Z	CJF	20.800	-	-	BBB	-	-	-	-	-	Evufqxbv	3pV	-	-	3dW+375	-	-
Cwjlbw	UOV	20.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Xmlmmy	QAZ	29.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	VIA	22.000	-	-	-	-	-	-	-	-	Axhmqilu	3nF	-	-	3eB+275	-	-
B	XXF	27.000	-	-	-	-	-	-	-	-	Vqxydlnj	3sV	-	-	3rO+365	-	-
L	FFJ	19.000	-	-	-	-	-	-	-	-	Hhkuqmsv	3pU	-	-	3tT+480	-	-
L-1	OMU	207.000	-	Xaa	-	-	-	-	-	-	Leoxqihg	3cI	-	-	3wC+125	-	-
A-2	UHL	43.000	-	-	-	-	-	-	-	-	Qkdrravb	3lA	-	-	3fN+205	-	-

Tranche Comments

L-1: Registration: 144W/Cfj C; A-2: Registration: 144W/Qna I; X: Registration: 144N/Gxk N; B: Registration: 144A/Yph L; L: Registration: 144A/Ndz Q; Xmlmmy: Registration: 144P/Uiz C;