FINSIGHT

TCW CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

TCW Group Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
IF	JMA	142.000	8.80	-	-	RRR	-	-	69.00%	-	Vwykxfoq	HGPC	-	-	134	HIDB+134	-	753.00000
FB	FVX	52.000	4.90	-	-	N	-	-	91.00%	-	-	-	-	-	-	-	-	234.00000
Zxe	ILX	12.400	-	-	-	IR	-	-	-	-	-	-	-	-	-	-	-	Retained
DG	EAP	56.000	12.60	-	-	VV-	-	-	1.00%	-	-	-	-	-	-	-	-	671.00000
FBM	MLC	3.000	36.50	-	-	MMM-	-	-	18.00%	-	-	-	-	-	-	-	-	275.00000
NK	IPE	3.000	7.60	-	-	KKK	-	-	-	-	-	-	-	-	-	-	-	273.00000
WT	TVL	66.000	3.60	-	-	WW	-	-	27.00%	-	-	-	-	-	-	-	-	388.00000
B1R	HRO	97.000	5.40	-	-	WWW-	-	-	72.00%	-	-	-	-	-	-	-	-	259.00000

Tranche Comments

NK: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144Z/Etz I; IF: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144O/Tkv B; WT: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144F/Gwp X; FB: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144O/Mzj Y; B1R: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144D/Dqt F; FBM: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144C/Itb A; DG: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144F/Faz P; Zxe: First Pay: 2026-01-24; Redemption: 2027-10-24; Registration: 144M/Jdg H;

Deal Comments

Ffffc. Mff Ataa Yfycfwd 2.10

Pricing Speed

20 YTT

Reinvestment Period (YRS)

6.5

Reinvestment Period End Date

Jul 12, 2007

WAL Test Period (YRS)

8.8

WAL Test Period End Date

Apr 4, 2010