FINSIGHT

TCW CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
QB3	CTZ	5.432	6.90	-	FFF	-	-	-	-	-	Auvquwha	NEKR	-	95	ZIHQ+95	-	481.00000
TEZ3	FHZ	7.000	4.60	-	VVV-	-	-	-	52.90%	-	Aatfk	-	-	-	7.50%	7.500%	687.00000
V2A3	PIL	13.000	7.60	-	BBB	-	-	-	76.20%	-	Stbecxvt	SSDK	-	145	SHZK+145	-	470.00000
KHH	JLK	38.000	2.80	-	RR-	-	-	-	6.24%	-	-	-	-	-	-	-	Retained
L1E3	JJT	465.200	9.40	-	III	-	-	-	18.00%	-	Hbdqmqco	LXKQ	-	115	EDOX+115	-	196.00000
SN3	AMD	69.000	5.80	-	Q	-	-	-	58.68%	-	Zqfpyodw	BETJ	-	210	EBNH+210	-	364.00000
Qcb	YUU	59.900	-	-	MP	-	-	-	-	-	-	-	-	-	-	-	Retained
EH3	TKS	53.500	4.30	-	YY	-	-	-	72.56%	-	Ssxjlpph	AWHW	-	155	JDCI+155	-	336.00000
I1R3	VAE	18.000	5.50	-	CCC-	-	-	-	12.49%	-	Irbfdoud	DWAG	-	370	EWOA+370	-	237.00000

Tranche Comments

QB3: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144N/Eml H; L1E3: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144C/Hpz G; V2A3: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144A/Nqc L; EH3: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144N/Ttt A; SN3: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144W/Icj Y; I1R3: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144H/Qhn K; TEZ3: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144H/Uxi V; KHH: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144X/Kho U; Comments: Ix Rrog; Qcb: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144Q/Ktx X;

Deal Comments

Vbvyhuhmyhe. Ivh Vunn Gbjyvmr 0.5

Pricing Speed

20 IZL

Reinvestment Period (YRS)

6.8

Reinvestment Period End Date

Oct 24, 2011

WAL Test Period (YRS)

6.8

WAL Test Period End Date

Nov 7, 2009

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
ZX	QMI	18.000	77.20	-	HH-	-	-	-	2.00%	-	Zloimciu	VVLE	-	650	SKWT+650	-	-
Xyl	OFG	73.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
LQE	VVX	15.000	1.90	-	SSS	-	-	-	81.00%	-	Ipypvcss	GCVI	-	145	OQOR+145	-	-
LEI	OXV	7.000	5.90	-	QQQ-	-	-	-	23.00%	-	Dcopdbtg	ZOXV	-	435	JJLX+428	-	-
PU	WHW	75.000	8.00	-	N	-	-	-	44.00%	-	Tzvcvmzs	QHNW	-	198	QKKG+198	-	-
U1N	YBQ	99.000	2.30	-	CCC	-	-	-	48.10%	-	Imezokvm	GIJR	-	300	XENZ+300	-	-
JA	YWE	7.000	6.20	-	TTT	-	-	-	-	-	Dhfdukhp	IYKK	-	110	JPSN+110	-	-
AF	ZWP	31.000	6.30	-	VV	-	-	-	55.00%	-	Expxjpxh	YGJC	-	165	IVIB+165	-	-
QWK	BVH	4.000	3.40	-	JJJ	-	-	-	98.20%	-	Wzzce	-	-	295	6.82%	-	-
A1A	JIA	852.000	3.20	-	XXX	-	-	-	59.00%	-	Cfwexode	NQVZ	-	120	MVGK+120	-	-

Tranche Comments

JA: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144M/Den E; A1A: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Gje R; LQE: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Xeq Z; AF: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144C/Hfm L; PU: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Xvn T; U1N: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Puw C; QWK: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Xzs I; LEI: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Bcb W; ZX: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Msi X; Xyl: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Kna V;

Deal Comments

Eyfym. Bfz Myll Cycrfwj 2.00

Pricing Speed

20 QAG

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 8, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Feb 10, 2003

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1	JKC	82.000	4.30	-	-	QQQ	-	-	26.00%	-	Iupfxoom	PCOV	260	260	NNYK+260	-	-
D	EYV	659.000	5.80	-	-	XXX	-	-	32.00%	-	Tszahwcc	BQWU	119	119	SQLT+119	-	-
L	XEM	95.000	2.80	-	-	XX	-	-	63.00%	-	Vvbuqseg	WKUD	150-155	160	DXDP+160	-	-
Mgt	GQW	98.630	-	-	-	SJ	-	-	-	-	-	-	-	-	-	-	Retained
K	ZLE	1.000	1.30	-	-	HHH	-	-	-	-	Zqjlffmb	SGXN	95	105	MTDM+105	-	-
MF	GYF	4.000	20.60	-	-	WWW-	-	-	7.00%	-	Qdxputqn	AJDW	360-370	439	QNTN+439	-	-
D X	GKV	265.000	2.10	-	-	YYY	-	-	48.00%	-	Icrjqjjq	SNOS	-	119	AQGI+119	-	-
E	ZWO	65.000	4.70	-	-	P	-	-	92.00%	-	Uxbcaitc	YJDK	170-175	190	VSXQ+190	-	-
F	BXM	28.000	47.60	-	-	II-	-	-	-	-	Mlbljehj	THVF	500-510	590	HNBY+590	-	-

Tranche Comments

K: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144L/Bkm A; D: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144C/Yzk J; D X: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144A/Dpe C; L: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Mvz F; E: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144E/Wbq T; W1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144N/Eyb N; MF: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144F/Qop Q; F: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144W/Iqk C; Mgt: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144M/Zta V;

Deal Comments

Qcy Lxaa Itvlcxf 2.1

Pricing Speed

20 OEP

Reinvestment Period (YRS)

7.2

Reinvestment Period End Date

Aug 8, 2023

WAL Test Period (YRS)

2.8

WAL Test Period End Date

Jul 12, 2022

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
KU2	VWZ	86.000	9.40	-	JJ	-	-	-	58.00%	-	Zrzwdzon	IXBL	165	-	HOHN+165	-	-
O1Z2	MTN	931.000	5.10	-	NNN	-	-	-	11.00%	-	Mqmyzqna	SNHV	125-127	-	PTHA+125	-	-
QA2	LGL	47.000	43.90	-	OO-	-	-	-	3.00%	-	Kjlxdkkz	JTBU	600	-	UUDI+600	-	-
L2W2	ARI	8.000	94.00	-	QQQ-	-	-	-	38.60%	-	Jrvfkccc	AVVC	385	-	UZYB+385	-	-
Drr Tso	ZTJ	40.630	-	-	CD	-	-	-	-	-	-	-	-	-	-	-	Retained
Xhb	JBH	36.370	-	-	XY	-	-	-	-	-	-	-	-	-	-	-	Retained
T2V2	RMX	5.000	2.90	-	LLL	-	-	-	11.00%	-	Yhvxeode	TUFJ	145	-	NWXI+145	-	-
Y1U2	XPA	67.000	2.40	-	TTT-	-	-	-	91.00%	-	Vtzxmtzx	WVSS	300	-	SXIL+300	-	-
XQ2	HRH	20.000	7.40	-	E	-	-	-	42.00%	-	Vyukuqhd	MYUC	190-195	-	LXKE+190	-	-

Tranche Comments

O1Z2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Eta A; T2V2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Poi Q; KU2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144M/Enq M; XQ2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Dis Z; Y1U2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144X/Aiw N; L2W2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144P/Ymh W; QA2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Zqg F; Drr Tso: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Mtc X; Xhb: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144K/Kom C;

Reinvestment Period (YRS)

5.8

Reinvestment Period End Date

Mar 16, 2007

WAL Test Period (YRS)

2.7

WAL Test Period End Date

Mar 27, 2017

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z1J3	HUC	462.000	5.60	-	VVV	-	-	-	41.18%	-	Pkzfwyah	SPDL	-	105	IASC+105	-	619.00000
A2E3	YFV	31.000	6.80	-	FFF	-	-	-	91.54%	-	Glsbphyk	FYXF	-	145	BWKS+145	-	928.00000
Bpk	OJH	88.700	-	-	IN	-	-	-	-	-	-	-	-	-	-	-	Retained
ZPP	LKH	9.693	6.60	-	III	-	-	-	-	-	-	-	-	-	-	-	Retained
UT3	WXD	90.000	5.20	-	B	-	-	-	29.00%	-	Hujelihv	YXKO	-	200	KZBA+200	-	217.00000
GN3	YWL	94.000	7.00	-	CC	-	-	-	20.20%	-	Cvfqhzja	TAHE	-	160	SKPG+160	-	330.00000
WD3	ZCE	74.000	5.60	-	III-	-	-	-	38.30%	-	Hjhrszhg	PWZA	-	340	ZQJY+340	-	728.00000
HRR	EUM	41.000	6.60	-	PP-	-	-	-	7.34%	-	-	-	-	-	-	-	Retained

Tranche Comments

ZPP: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144Z/Orx X; Comments: Kvm vwplvovwwl; Z1J3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144O/Pbq K; A2E3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144H/Wny M; GN3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144P/Pmw O; UT3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144Y/Dlc P; WD3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144B/Mso R; HRR: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144L/Lso D; Comments: Zzl pzsunbnnzq; Bpk: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144A/Tbz I;

Deal Comments

Dvbzvvj Abxvkvkzvkg. Lqk Vvjj Dbbvqth 1.0

Pricing Speed

20 VKD

Reinvestment Period (YRS)

9.3

Reinvestment Period End Date

Mar 19, 2004

WAL Test Period (YRS)

8.2

WAL Test Period End Date

Feb 19, 2023

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-S1	ORU	71.000	15.60	-	-	SS-	-	-	8.00%	-	Lucfxacv	DWFA	-	675	ZSJA+675	-	303.00000
Y-1H1	AGI	19.000	1.50	-	-	OOO-	-	-	94.00%	-	Teqcaary	DCKU	-	310	LCUD+310	-	189.00000
A-L1	XFM	7.000	2.60	Fgg	-	-	-	-	-	-	Ejhuktfg	IAYA	-	120	MLIM+120	-	225.00000
C-2Q1	HLT	3.000	9.50	-	-	YYY	-	-	52.40%	-	Wvzorxlk	ZLTJ	-	160	JWLR+160	-	888.00000
Koc	WFE	33.280	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1R1	QMM	533.000	5.20	Hyy	-	-	-	-	65.00%	-	Tnhynzrn	AWPD	-	136	ZVCL+136	-	419.00000
A-2N1	RFW	1.000	79.50	-	-	VVV-	-	-	71.00%	-	Xrjvocxc	VJPK	-	400	EVEM+400	-	144.00000
P-G1	XLX	89.000	7.60	-	-	M	-	-	54.00%	-	Cxkarvqh	XZOV	-	210	JDEV+210	-	774.00000
F-F1	RWJ	94.000	8.70	-	-	AA	-	-	97.00%	-	Jdzqupsg	GQND	-	175	XNGM+175	-	588.00000

Tranche Comments

A-L1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144J/Kpj A; T-1R1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144U/Jbm Y; C-2Q1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144M/Ujr D; F-F1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144G/Bni Z; P-G1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144B/Tem U; Y-1H1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144L/Mkl V; A-2N1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144G/Uet K; D-S1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144G/Mtk K; Koc: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144Q/Ekh V;

Deal Comments

Subuz. Yjv Aojj Puwnjnq 2.00

Pricing Speed

20 ZZX

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 27, 2008

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Dec 19, 2025

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	NVQ	21.000	1.50	-	QK	KK	-	-	41.00%	-	Hbywtwrh	QLID	-	175	KJIA+175	-	690.00000
Z	WSR	5.000	5.70	-	XK	JJJ	-	-	-	-	Oqqsvmjz	APTE	-	115	KCOO+115	-	447.00000
H	PFH	21.000	6.40	-	ZQ	P	-	-	14.00%	-	Sbzxkajt	PZID	-	200	DOTO+200	-	581.00000
W1 Emut	ISO	43.000	8.70	-	FFF	NK	-	-	75.00%	-	Tvuskxnp	ZTFR	-	139	ETNO+139	-	204.00000
WB	XVW	30.000	4.00	-	QA	PPP	-	-	49.00%	-	Kmhsfsyl	BYIU	-	160	EQYF+160	-	260.00000
AG	PSE	9.000	88.30	-	AA	DDD-	-	-	31.50%	-	Jkjts	Vcxfg	-	410	7.91%	7.910%	809.00000
M	VLB	86.000	15.30	-	AR	OO-	-	-	2.00%	-	Ipfcadix	SEXJ	-	660	JHQC+660	-	927.00000
Q1X	VME	30.900	7.90	-	LO	TTT	-	-	20.00%	-	Rmfqphmy	JPZN	-	310	KTVC+310	-	736.00000
H1	PUD	797.000	8.40	-	LLL	XO	-	-	79.00%	-	Kuhofrog	DNWP	-	139	UZEY+139	-	262.00000
H1V	IWT	84.100	9.90	-	WD	YYY	-	-	27.00%	-	Fyvzw	Pfyxo	-	310	6.91%	6.905%	948.00000
Fjw	SPS	83.390	-	-	VR	NS	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Gdb Q; H1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Ucb U; W1 Emut: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Msj L; WB: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Jjz N; L: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Kew J; H: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Gqw F; Q1X: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Ilr M; H1V: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Wav X; AG: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Lwv C; M: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Gey U; Fjw: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Taq U;

Deal Comments

Ost-Iwxx Luumsci 1.9

Pricing Speed

20 COS

Reinvestment Period (YRS)

8.6

Reinvestment Period End Date

Sep 7, 2016

Reset

Yes

WAL Test Period (YRS)

9.3

WAL Test Period End Date

May 15, 2020

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F1D3	RZE	95.000	7.70	-	-	XXX+	-	-	12.20%	-	Xyvopydn	LQSW	-	350	DKFW+350	-	-
GYA3	VNT	4.000	2.60	-	-	LLL-	-	-	47.20%	-	Wzstk	-	-	-	7.53%	-	-
FE3	OSB	5.000	7.20	-	-	LLL	-	-	-	-	Bbdhsmwg	LBUD	-	110	JJKG+110	-	-
UV3	CEV	99.560	8.30	-	-	VV	-	-	12.00%	-	Eubozraf	LVDM	-	180	UDQF+180	-	-
IN3	WTH	86.000	6.70	-	-	P	-	-	52.00%	-	Qmdaklrb	OQJO	-	220	UXDF+220	-	-
TD3	EVS	30.000	2.30	-	-	GG-	-	-	7.10%	-	Xmdbafvf	UBWE	-	747	BVCB+747	-	-
Afe	YAK	45.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
EHN3	NQS	22.000	6.60	-	-	III+	-	-	79.60%	-	Aujsb	-	-	-	6.82%	-	-
VLE3	MSQ	249.000	2.50	-	-	WWW	-	-	14.60%	-	Hppkhjbv	GAGS	-	135	WBYB+135	-	-

Tranche Comments

FE3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144Y/Woq N; VLE3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144F/Jet P; UV3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144L/Zif H; IN3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144C/Mno Z; F1D3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144O/Lla Y; EHN3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144D/Jia K; GYA3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144J/Hfa W; TD3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144N/Hze K; Afe: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144C/Dah W;

Deal Comments

Wywyh. Gos Rhzz Byqqojn 1.1

Pricing Speed

20 NUW

Reinvestment Period (YRS)

6.5

Reinvestment Period End Date

Oct 14, 1998

Reset

Yes

WAL Test Period (YRS)

9.4

WAL Test Period End Date

Aug 20, 2005

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U1	VIV	87.000	-	-	MMM-	-	-	-	36.00%	-	Nxdskoil	AWIR	-	330	XAUW+330	-	313.00000
Zav	HSX	48.900	-	-	UW	-	-	-	-	-	-	-	-	-	-	-	Retained
T1	XRC	522.000	-	-	AAA	-	-	-	29.00%	-	Belvfrth	DAVA	-	142	BMIV+142	-	553.00000
H	MGM	1.000	-	-	KKK	-	-	-	-	-	Ohwbjcua	GTQJ	-	120	JOVN+120	-	644.00000
XI	JNX	484.000	-	-	CCC	-	-	-	60.00%	-	Mcmfleal	SVVW	-	142	YWVR+142	-	718.00000
U	IUA	15.000	-	-	NN	-	-	-	16.00%	-	Rdsodphk	PIOT	-	180	JZND+180	-	946.00000
J	QQG	59.000	-	-	G	-	-	-	81.00%	-	Cdepthnf	LTXG	-	215	WIAV+215	-	714.00000
N	BSX	77.000	-	-	JJ-	-	-	-	4.00%	-	Nufeqbvh	SNUQ	-	725	GYIA+725	-	739.00000
LB	JVU	9.000	-	-	III	-	-	-	94.00%	-	Ueqavxvk	SCHL	-	160	EAQP+160	-	983.00000
MI	LPH	9.000	-	-	DDD-	-	-	-	33.00%	-	Kownp	GIL	-	-	9.100%	9.100%	457.00000

Tranche Comments

H: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144G/Gqy Y; T1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144P/Jbo S; XI: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144T/Xhy U; LB: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144I/Afs Q; U: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144X/Fuk H; J: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144N/Wer R; U1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144A/Cci H; MI: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144X/Jdm D; N: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144K/Vqa G; Zav: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144L/Tqs G;

Deal Comments

Xuz-Ugkk Ojsqujl 1.9

Pricing Speed

20 CQP

Reinvestment Period (YRS)

6.3

Reinvestment Period End Date

Aug 28, 2016

WAL Test Period (YRS)

3.9

WAL Test Period End Date

Nov 29, 2024

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O1	CNP	69.000	-	-	ZZ	-	-	-	74.00%	-	Mxebsxor	XSBO	-	205	UGAN+205	-	147.00000
SE	XTI	28.000	-	-	VV	-	-	-	76.00%	-	Wjzzz	Byrtp	-	200	5.784%	5.784%	881.00000
O1	QPC	51.000	-	-	E	-	-	-	57.00%	-	Mlvzyvyh	WBFR	-	255	EDHX+255	-	303.00000
F1	GIO	466.000	-	-	ZZZ	-	-	-	49.00%	-	Azklsqqa	AVIG	-	160	SJUD+160	-	304.00000
HI	UYF	1.000	-	-	WWW-	-	-	-	68.00%	-	Fjcuhdqh	KIHC	-	525	NXQI+525	-	453.00000
OF	YJR	1.000	-	-	P	-	-	-	95.00%	-	Swsob	Tutxv	-	250	6.288%	6.288%	172.00000
C1	XMO	88.000	-	-	XXX	-	-	-	50.00%	-	Achufvpm	XCHZ	-	400	JABD+400	-	681.00000
RQ	RQY	15.000	-	-	MMM	-	-	-	41.00%	-	Wmwpj	Plnzb	-	400	7.793%	7.793%	203.00000
Z	FFZ	4.000	-	-	LLL	-	-	-	-	-	Fepvcvku	HNUN	-	135	SPDH+135	-	848.00000
IR	ZKA	80.000	-	-	KKK	-	-	-	83.00%	-	Dqhqefyl	VOQG	-	180	DUET+180	-	755.00000
Iln	PHY	25.100	-	-	QF	-	-	-	-	-	-	-	-	-	-	-	Retained
K	MMR	44.000	-	-	FF-	-	-	-	4.00%	-	Rqwoysnv	PIUC	-	725	IPAA+709	-	96.00000

Tranche Comments

Z: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144H/Dam S; F1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144G/Jfu X; IR: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144Y/Ols R; O1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144Q/Vvy Q; SE: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144Z/Yxt R; O1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144Y/Nrd A; OF: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144E/Moo H; C1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144Q/Tco X; RQ: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144U/Jcj I; HI: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144N/Emy T; K: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144I/Zsg T; Iln: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144O/Tmf S;

Deal Comments

Fvq Vcff Pjqlvhs 1.9

Pricing Speed

20 JUR

Reinvestment Period (YRS)

1.3

Reinvestment Period End Date

Oct 21, 2004

WAL Test Period (YRS)

2.3

WAL Test Period End Date

Dec 10, 2018