FINSIGHT

Figueroa CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-W	JLM	62.500	-	Tk3	-	-	-	-	-	-	-	-	-	-	-	-	-
D-R	APK	29.000	-	Wf2	-	-	-	-	-	-	-	-	-	-	-	-	-
V-Q	RIL	1.000	-	-	J-	-	-	-	-	-	-	-	-	-	-	-	-
L-E	CYH	796.000	-	Dzz	OOO	-	-	-	-	-	-	-	-	-	-	-	-
H-J	VWT	60.200	-	Kbb3	-	-	-	-	-	-	-	-	-	-	-	-	-
S-Y	AVX	97.000	-	R2	-	-	-	-	-	-	-	-	-	-	-	-	-

Deal Comments

Xshtwuwhtwi

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
PJJ	JSA	86.700	-	-	XXX	-	-	-	-	-	Zjsmvlfy	3kQ	-	305	3jC+305	-	-
Y1WW	EBD	154.000	-	-	MMM	-	-	-	-	-	Qxshmjss	3eR	-	85	3bA+85	-	-
GII	MVH	25.800	-	-	H	-	-	-	-	-	Ghmvuxhz	3dG	-	185	3aB+185	-	-
PBB	JRR	31.000	-	-	XX	-	-	-	-	-	Qjuhobku	3yE	-	560	3cN+560	-	-
CNN	GQY	9.000	-	-	BBB	-	-	-	-	-	Qocvoiab	3sV	-	60	3cJ+60	-	-
U2JJ	WHT	93.000	-	-	TT	-	-	-	-	-	Drukpqtd	3eG	-	150	3vQ+150	-	-

Tranche Comments

CNN: Redemption: 2018-12-20; Registration: 144V Deje; Y1WW: Redemption: 2018-12-20; Registration: 144A Mbbz; U2JJ: Redemption: 2018-12-20; Registration: 144S Cdew; GII: Redemption: 2018-12-20; Registration: 144Q Mbwv; PJJ: Redemption: 2018-12-20; Registration: 144X Eqsk; PBB: Redemption: 2018-12-20; Registration: 144B Rwzv;

Deal Comments

Ueekhwhqkhu. Qnh Lwpp Wejknsr 0.6

Reinvestment Period (YRS)

Reinvestment Period End Date

May 1, 2010

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-P	GHH	94.000	-	-	AA-	-	-	-	-	-	Klejebju	3tX	-	-	3xO+750	-	-
V-P	AFM	55.400	-	-	SSS	-	-	-	-	-	Zffhewam	3sJ	-	-	3gS+390	-	-
S-P-V	QEA	8.000	-	-	QQQ	-	-	-	-	-	Tkfutxui	3vP	-	-	3lR+95	-	-
Q2L	QPI	79.000	-	-	JJ	-	-	-	-	-	Gveleals	3wM	-	-	3lJ+180	-	-
J-R	GBL	33.500	-	-	G	-	-	-	-	-	Jdsxyeqb	3vU	-	-	3vB+245	-	-
P-1W	FPQ	761.000	-	-	EEE	-	-	-	-	-	Vybpakmi	3eU	-	-	3eW+125	-	-

Deal Comments

Ahrhzfzphzv

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	OFQ	495.000	-	Mww	BBB	-	-	-	-	-	Aymiiuxi	3uD	-	-	3sY+165	-	-
Z	NZE	78.100	-	Dcc3	-	-	-	-	-	-	Qwbrabyg	3fO	-	-	3sW+475	-	-
B	UGS	6.000	-	-	N	-	-	-	-	-	Wspojvlt	3qF	-	-	3pH+868	-	-
V	RBG	17.000	-	Q2	-	-	-	-	-	-	Rqsrldja	3vM	-	-	3eX+369	-	-
M	MPD	21.000	-	Fd2	-	-	-	-	-	-	Euzvefjf	3sE	-	-	3fR+268	-	-
S	BXQ	97.900	-	Co3	-	-	-	-	-	-	Oqcuwfeu	3bD	-	-	3dH+710	-	-
Lqfswt	BUJ	31.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

I: Registration: 144V/Avd H; M: Registration: 144Y/Pua U; V: Registration: 144Q/Pfp X; Z: Registration: 144E/Lsf A; S: Registration: 144O/Drm K; Lqfswt: Registration: 144V/Vfj P; B: Registration: 144Y/Lkz G;

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2	MAN	59.000	-	-	WW	-	-	-	-	-	Gdzpuclc	3eU	-	-	3jG+195	-	-
G	JKG	22.200	-	-	O	-	-	-	-	-	Zbywvflt	3dU	-	-	3nP+275	-	-
S	ITU	78.100	-	-	TTT	-	-	-	-	-	Cvsjawms	3kG	-	-	3bN+375	-	-
H-1	YNK	506.000	-	Cdd	VVV	-	-	-	-	-	Wlrdemsf	3wS	-	-	3eR+145	-	-
S	IVL	74.000	-	-	UU	-	-	-	-	-	Czxuppkb	3bK	-	-	3uV+500	-	-
Gnfpqn	BUI	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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
U	VZM	96.000	-	-	-	-	-	-	-	-	Wkctvtsh	3aJ	-	-	3uP+275	-	-
A-1	WXJ	862.000	-	Njj	-	-	-	-	-	-	Rmuwwypk	3wE	-	-	3jP+125	-	-
W	VLH	11.000	-	-	-	-	-	-	-	-	Wpdsqkyd	3cZ	-	-	3qO+480	-	-
H-2	XXP	41.000	-	-	-	-	-	-	-	-	Dqfuqhcx	3rW	-	-	3aB+205	-	-
Grvxoc	COP	20.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	OHM	37.000	-	-	-	-	-	-	-	-	Pcpypazp	3rM	-	-	3tK+365	-	-

Tranche Comments

A-1: Registration: 144V/Jhx O; H-2: Registration: 144Z/Dwz R; U: Registration: 144Z/Guj F; Q: Registration: 144N/Qww U; W: Registration: 144K/Gbr J; Grvxoc: Registration: 144C/Dpx R;