FINSIGHT

Figueroa CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-K	HNI	4.000	-	-	B-	-	-	-	-	-	-	-	-	-	-	-	-
F-G	ZGC	71.000	-	S2	-	-	-	-	-	-	-	-	-	-	-	-	-
U-C	QBQ	861.000	-	Zuu	WWW	-	-	-	-	-	-	-	-	-	-	-	-
Y-S	BGB	24.000	-	Fb2	-	-	-	-	-	-	-	-	-	-	-	-	-
G-J	FUS	75.500	-	Tn3	-	-	-	-	-	-	-	-	-	-	-	-	-
X-B	LBA	86.400	-	Koo3	-	-	-	-	-	-	-	-	-	-	-	-	-

Deal Comments

Geyzwlwuzwh

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K2MM	URT	72.000	-	-	TT	-	-	-	-	-	Gjpwfacw	3yP	-	150	3mZ+150	-	-
SQQ	JQV	77.000	-	-	UU	-	-	-	-	-	Shrljqip	3uX	-	560	3oQ+560	-	-
Y1LL	KIV	189.000	-	-	QQQ	-	-	-	-	-	Whsezyey	3qD	-	85	3zC+85	-	-
BNN	JZW	22.200	-	-	I	-	-	-	-	-	Ydchjwqb	3vI	-	185	3wA+185	-	-
PAA	YVK	8.000	-	-	GGG	-	-	-	-	-	Xeydxhkb	3oU	-	60	3lZ+60	-	-
NEE	WOR	65.900	-	-	XXX	-	-	-	-	-	Bvlvkbit	3sZ	-	305	3wI+305	-	-

Tranche Comments

PAA: Redemption: 2018-12-20; Registration: 144H Ibds; Y1LL: Redemption: 2018-12-20; Registration: 144A Lgrb; K2MM: Redemption: 2018-12-20; Registration: 144X Dcfm; BNN: Redemption: 2018-12-20; Registration: 144H Ievz; NEE: Redemption: 2018-12-20; Registration: 144Z Ttgk; SQQ: Redemption: 2018-12-20; Registration: 144E Gxtt;

Deal Comments

Efkukykjukk. Izk Yymm Kfzuzfv 0.6

Reinvestment Period (YRS)

Reinvestment Period End Date

May 16, 2002

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-E	FZO	35.000	-	-	SS-	-	-	-	-	-	Occsruaz	3yH	-	-	3jK+750	-	-
D-A	QLQ	85.400	-	-	Q	-	-	-	-	-	Pypfvbmw	3xY	-	-	3eX+245	-	-
D-1E	IFT	537.000	-	-	XXX	-	-	-	-	-	Rhzcudco	3wF	-	-	3dY+125	-	-
E2N	AWV	83.000	-	-	UU	-	-	-	-	-	Exqkqiju	3tT	-	-	3gZ+180	-	-
C-U	YTK	32.300	-	-	AAA	-	-	-	-	-	Msmozuio	3wC	-	-	3fS+390	-	-
T-O-T	JBZ	8.000	-	-	QQQ	-	-	-	-	-	Quvfwoub	3jW	-	-	3nA+95	-	-

Deal Comments

Dkhzsqswzss

Refinancing

Yes

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	UGU	3.000	-	-	N	-	-	-	-	-	Jecqwccl	3hX	-	-	3sD+868	-	-
Z	KQR	73.000	-	Nc2	-	-	-	-	-	-	Edtlhotj	3jP	-	-	3pY+268	-	-
H	YEM	60.200	-	Ud3	-	-	-	-	-	-	Bkuxhkzl	3wI	-	-	3zC+710	-	-
T	GZN	626.000	-	Tqq	HHH	-	-	-	-	-	Imflrulv	3cB	-	-	3lU+165	-	-
Z	JTX	95.000	-	S2	-	-	-	-	-	-	Bszpmubg	3hH	-	-	3wE+369	-	-
W	ZOM	43.800	-	Pmm3	-	-	-	-	-	-	Clxvkbnp	3iS	-	-	3aR+475	-	-
Qvznpr	CGM	81.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

T: Registration: 144C/Tlt Z; Z: Registration: 144Q/Oxr J; Z: Registration: 144U/Ino N; W: Registration: 144U/Zcj P; H: Registration: 144I/Kyi P; Qvznpr: Registration: 144M/Zuv S; O: Registration: 144A/Abk X;

Refinancing

Yes

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	ROZ	63.800	-	-	AAA	-	-	-	-	-	Yvwxfzdv	3wA	-	-	3sZ+375	-	-
Glcerq	EHL	89.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y-1	UEE	655.000	-	Vww	NNN	-	-	-	-	-	Gskmuoyg	3fR	-	-	3hB+145	-	-
T-2	COT	61.000	-	-	OO	-	-	-	-	-	Czssssbf	3kI	-	-	3kZ+195	-	-
O	BVR	66.000	-	-	WW	-	-	-	-	-	Ekfmaizo	3mV	-	-	3xV+500	-	-
O	RAC	12.800	-	-	I	-	-	-	-	-	Jlhkfkeu	3yX	-	-	3yV+275	-	-

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2	XKY	56.000	-	-	-	-	-	-	-	-	Rszrvdrr	3nW	-	-	3uR+205	-	-
O-1	NGD	728.000	-	Knn	-	-	-	-	-	-	Purwjhqk	3vP	-	-	3tF+125	-	-
Bgbrba	GAJ	63.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	BFS	56.000	-	-	-	-	-	-	-	-	Whexovsf	3iZ	-	-	3nQ+365	-	-
B	ATZ	62.000	-	-	-	-	-	-	-	-	Lwxwbmpl	3oN	-	-	3pX+275	-	-
Z	CMB	56.000	-	-	-	-	-	-	-	-	Iedmwpva	3tT	-	-	3iE+480	-	-

Tranche Comments

O-1: Registration: 144B/Mcm Y; G-2: Registration: 144O/Rft V; B: Registration: 144H/Gaj W; N: Registration: 144P/Muk C; Z: Registration: 144D/Noh I; Bgbrba: Registration: 144I/Xvg X;