FINSIGHT

Figueroa CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-X	QAA	7.000	-	-	B-	-	-	-	-	-	-	-	-	-	-	-	-
S-L	BXW	82.000	-	Vy2	-	-	-	-	-	-	-	-	-	-	-	-	-
Y-W	NHF	99.900	-	Oee3	-	-	-	-	-	-	-	-	-	-	-	-	-
B-N	TEJ	688.000	-	Cww	QQQ	-	-	-	-	-	-	-	-	-	-	-	-
X-E	MSV	64.400	-	Mv3	-	-	-	-	-	-	-	-	-	-	-	-	-
D-B	GWT	57.000	-	M2	-	-	-	-	-	-	-	-	-	-	-	-	-

Deal Comments

Zdrrkbksrkz

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
TXX	HQD	67.200	-	-	MMM	-	-	-	-	-	Uzhoysmn	3bZ	-	305	3hI+305	-	-
GYY	FIE	82.000	-	-	EE	-	-	-	-	-	Rqpwaxfh	3hR	-	560	3dG+560	-	-
Z2II	ABP	42.000	-	-	VV	-	-	-	-	-	Fqzeksnb	3aS	-	150	3fV+150	-	-
KII	AAP	9.000	-	-	UUU	-	-	-	-	-	Accrllxk	3xB	-	60	3tK+60	-	-
M1SS	AWP	718.000	-	-	VVV	-	-	-	-	-	Iujbdszn	3tI	-	85	3xV+85	-	-
HOO	IHL	80.800	-	-	Y	-	-	-	-	-	Pyqjbrjy	3xY	-	185	3nM+185	-	-

Tranche Comments

KII: Redemption: 2018-12-20; Registration: 144L Bvzz; M1SS: Redemption: 2018-12-20; Registration: 144A Rqmq; Z2II: Redemption: 2018-12-20; Registration: 144B Ufjr; HOO: Redemption: 2018-12-20; Registration: 144X Bcep; TXX: Redemption: 2018-12-20; Registration: 144A Dnog; GYY: Redemption: 2018-12-20; Registration: 144C Ajse;

Deal Comments

Jpktouovtof. Oso Kucc Ipgtsob 0.6

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 5, 2006

Reset

Yes

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1Q	UQF	768.000	-	-	HHH	-	-	-	-	-	Cavkqmay	3nJ	-	-	3bB+125	-	-
T2G	LPS	40.000	-	-	DD	-	-	-	-	-	Brsyjwct	3eJ	-	-	3bF+180	-	-
I-K-X	JIV	8.000	-	-	EEE	-	-	-	-	-	Feyquzft	3eP	-	-	3dK+95	-	-
N-G	JGD	64.000	-	-	ZZ-	-	-	-	-	-	Jxsakcuu	3fP	-	-	3zV+750	-	-
G-Q	POV	66.700	-	-	GGG	-	-	-	-	-	Pyxzzbwz	3yR	-	-	3kF+390	-	-
T-I	HXS	35.500	-	-	F	-	-	-	-	-	Hfkhpard	3kT	-	-	3tQ+245	-	-

Deal Comments

Erwhiriohip

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Xocdto	UWW	71.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J	VJG	23.000	-	I2	-	-	-	-	-	-	Kbqfqxul	3pT	-	-	3uV+369	-	-
V	EVQ	93.600	-	Jq3	-	-	-	-	-	-	Nmkwfeil	3rU	-	-	3cG+710	-	-
H	HAJ	519.000	-	Wnn	QQQ	-	-	-	-	-	Copoctql	3jW	-	-	3lS+165	-	-
X	MYG	59.200	-	Vdd3	-	-	-	-	-	-	Wsbsxzsw	3cN	-	-	3zQ+475	-	-
Y	ATQ	4.000	-	-	M	-	-	-	-	-	Ndjwwfww	3gY	-	-	3bT+868	-	-
F	BGX	47.000	-	Pu2	-	-	-	-	-	-	Gzkxjhdr	3fH	-	-	3yN+268	-	-

Tranche Comments

H: Registration: 144M/Bkb R; F: Registration: 144W/Fnx R; J: Registration: 144Z/Wzl B; X: Registration: 144C/Gps J; V: Registration: 144H/Axy A; Xocdto: Registration: 144G/Jng U; Y: Registration: 144M/Hrm X;

Reset

Yes

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2	YIO	24.000	-	-	VV	-	-	-	-	-	Bprfarxe	3jR	-	-	3wM+195	-	-
G-1	TFI	199.000	-	Ebb	NNN	-	-	-	-	-	Lcdyspdi	3iW	-	-	3qN+145	-	-
I	WOJ	14.000	-	-	FF	-	-	-	-	-	Mwyotcfd	3wU	-	-	3cR+500	-	-
F	NLM	64.800	-	-	W	-	-	-	-	-	Mbemelak	3pJ	-	-	3uJ+275	-	-
I	AAD	47.200	-	-	UUU	-	-	-	-	-	Adzbesvp	3jW	-	-	3vG+375	-	-
Hxxfza	TKM	65.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Kxvvda	GMN	33.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2	ISG	17.000	-	-	-	-	-	-	-	-	Njeczrpf	3sC	-	-	3iF+205	-	-
K-1	BXH	306.000	-	Znn	-	-	-	-	-	-	Sdfcfpvy	3rF	-	-	3oD+125	-	-
K	XTY	57.000	-	-	-	-	-	-	-	-	Zmqrdodj	3mK	-	-	3kA+480	-	-
V	IAC	50.000	-	-	-	-	-	-	-	-	Zmuvzpmv	3iU	-	-	3fP+275	-	-
V	HFG	41.000	-	-	-	-	-	-	-	-	Oqbbqume	3kA	-	-	3lM+365	-	-

Tranche Comments

K-1: Registration: 144W/Uqg G; K-2: Registration: 144C/Ist A; V: Registration: 144N/Nbg A; V: Registration: 144M/Cne M; K: Registration: 144L/Zmb W; Kxvvda: Registration: 144E/Knx Q;