FINSIGHT

TCW CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1N	USD	186.000	6.40	-	AAA	-	-	-	38.50%	-	Floating	SOFR	-	207	SOFR+207	-	100.00000
A1L	USD	35.000	6.40	-	AAA	-	-	-	38.50%	-	Floating	SOFR	-	207	SOFR+207	-	100.00000
A1F	USD	25.000	6.40	-	AAA	-	-	-	38.50%	-	Fixed	-	-	207	5.35%	5.353%	100.00000
A2	USD	10.000	8.10	-	AAA	-	-	-	36.00%	-	Floating	SOFR	-	260	SOFR+260	-	100.00000
B1	USD	29.500	8.60	-	AA	-	-	-	24.00%	-	Floating	SOFR	-	280	SOFR+280	-	100.00000
BF	USD	18.500	8.60	-	AA	-	-	-	24.00%	-	Fixed	-	-	270	5.91%	5.911%	100.00000
C	USD	24.000	9.40	-	A	-	-	-	18.00%	-	Floating	SOFR	-	350	SOFR+350	-	100.00000
D	USD	22.000	9.90	-	BBB-	-	-	-	12.50%	-	Floating	SOFR	-	555	SOFR+555	-	100.00000
E	USD	10.000	10.30	-	BB-	-	-	-	10.00%	-	Floating	SOFR	-	900	SOFR+797	-	94.00000
Sub	USD	37.700	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	100.00000

More Details

Tranche Comments

A1N: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S; A1L: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S; A1F: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S; A2: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S; B1: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S; BF: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S; C: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S; D: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S; E: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S; Sub: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.1

Reinvestment Period (YRS)

5.1

Reinvestment Period End Date

Apr 28, 2028

WAL Test Period (YRS)

9.1

WAL Test Period End Date

Apr 28, 2032

TCW Group Inc