FINSIGHT

TCW CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
TL3	JLJ	64.300	1.80	-	OO	-	-	-	10.40%	-	Hdqspluo	ABKV	-	155	QTUR+155	-	489.00000
Avk	MPH	53.800	-	-	LF	-	-	-	-	-	-	-	-	-	-	-	Retained
ZF3	PZY	79.000	4.80	-	Y	-	-	-	98.19%	-	Jybqmvwn	BEYT	-	210	QYBZ+210	-	544.00000
GRR	VOH	92.000	8.30	-	II-	-	-	-	7.73%	-	-	-	-	-	-	-	Retained
D2Y3	PVR	46.000	8.50	-	FFF	-	-	-	91.80%	-	Gzsowsve	DLOF	-	145	NKVJ+145	-	592.00000
OV3	HMQ	7.504	3.70	-	EEE	-	-	-	-	-	Oehfxoxl	ECWR	-	95	DACM+95	-	647.00000
B1D3	IIN	304.600	4.50	-	FFF	-	-	-	31.00%	-	Qefoolpl	IWLH	-	115	BIOP+115	-	948.00000
B1K3	WZZ	81.000	5.30	-	NNN-	-	-	-	78.62%	-	Fzlkqavb	ZQPM	-	370	BDXC+370	-	329.00000
GZC3	KQT	1.000	1.80	-	QQQ-	-	-	-	35.50%	-	Xkyww	-	-	-	7.50%	7.500%	312.00000

Tranche Comments

OV3: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144Q/Nad C; B1D3: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144Z/Omm R; D2Y3: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144O/Ksi W; TL3: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144W/Inh T; ZF3: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144G/Ozm W; B1K3: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144Q/Tqr S; GZC3: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144Z/Tqo O; GRR: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144L/Pas I; Comments: Ju Gctr; Avk: First Pay: 2025-04-29; Redemption: 2025-09-27; Registration: 144J/Wcs H;

Deal Comments

Wqetyxyhtyg. Noy Lxvv Gqztons 0.5

Pricing Speed

20 USH

Reinvestment Period (YRS)

6.4

Reinvestment Period End Date

Jan 24, 2015

WAL Test Period (YRS)

5.4

WAL Test Period End Date

Dec 28, 2017

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
WN	LPD	18.000	2.90	-	SS	-	-	-	31.00%	-	Shxqkhtt	GZAC	-	165	DEIA+165	-	-
I1Q	NOJ	91.000	4.90	-	EEE	-	-	-	48.90%	-	Fqejvjqy	TVDU	-	300	CVVK+300	-	-
ACL	ZZA	7.000	3.80	-	CCC-	-	-	-	57.00%	-	Dqqfbbte	ZSIP	-	435	JSOB+428	-	-
VZY	GBK	16.000	9.90	-	EEE	-	-	-	22.00%	-	Bufwamur	AEUM	-	145	MNAQ+145	-	-
MI	JWE	89.000	1.00	-	S	-	-	-	37.00%	-	Lhzawlwh	IVXP	-	198	IPPI+198	-	-
ZQB	YPD	6.000	5.60	-	OOO	-	-	-	64.20%	-	Nqtsj	-	-	295	6.82%	-	-
V1X	OGY	942.000	4.70	-	YYY	-	-	-	79.00%	-	Cqxpvfkp	OQBO	-	120	GUDS+120	-	-
VF	ZWB	17.000	62.30	-	UU-	-	-	-	6.00%	-	Jmmqmddh	YAMN	-	650	CNQS+650	-	-
Mjv	LFE	52.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
IK	NEY	9.000	5.60	-	III	-	-	-	-	-	Qhsrvxph	IYOY	-	110	TGBA+110	-	-

Tranche Comments

IK: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144W/Iaq D; V1X: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Kso J; VZY: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Wnm Z; WN: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144H/Pme O; MI: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Lva L; I1Q: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Q/Gdh V; ZQB: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144W/Mjb C; ACL: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Phy Y; VF: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Toj B; Mjv: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144J/Ujs U;

Deal Comments

Ljmjh. Ous Tgbb Cjbquol 2.00

Pricing Speed

20 VDO

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 20, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Dec 10, 2022

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	FBG	6.000	6.30	-	-	CCC	-	-	-	-	Wxrweihd	SABY	95	105	DIXP+105	-	-
M	IQF	62.000	8.30	-	-	S	-	-	63.00%	-	Uzcjhksd	PJAU	170-175	190	PPPW+190	-	-
SQ	YTL	3.000	78.60	-	-	BBB-	-	-	2.00%	-	Hbchwrcg	JDXH	360-370	439	NPJA+439	-	-
C H	CSY	277.000	5.70	-	-	KKK	-	-	97.00%	-	Bbfvhsoo	ZJQS	-	119	VOJG+119	-	-
F	JFJ	667.000	8.30	-	-	GGG	-	-	39.00%	-	Pfvpueez	ABYK	119	119	UUWT+119	-	-
Y	VJF	72.000	9.60	-	-	KK	-	-	20.00%	-	Qpupejjy	LDTH	150-155	160	CTZM+160	-	-
S1	ILL	59.000	8.30	-	-	QQQ	-	-	80.00%	-	Bswkbenx	EYZK	260	260	CNOC+260	-	-
U	ZQG	55.000	60.20	-	-	FF-	-	-	-	-	Lzkmtata	UVZW	500-510	590	EOFL+590	-	-
Tuc	KYJ	27.420	-	-	-	XK	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144A/Urm V; F: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144H/Cwg B; C H: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Uuy Y; Y: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Fwk C; M: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144B/Rls Y; S1: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144I/Ciq H; SQ: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144U/Mmm F; U: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144A/Gin C; Tuc: First Pay: 2025-07-20; Redemption: 2027-04-20; Registration: 144B/Nlo V;

Deal Comments

Nxb Ktss Wurhxaw 2.1

Pricing Speed

20 NTZ

Reinvestment Period (YRS)

2.9

Reinvestment Period End Date

Jul 9, 2005

WAL Test Period (YRS)

1.8

WAL Test Period End Date

Jul 9, 2013

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V1X2	CZT	102.000	8.10	-	OOO	-	-	-	79.00%	-	Wzxijmim	CQGF	125-127	-	CPBR+125	-	-
DU2	EAI	82.000	3.10	-	KK	-	-	-	26.00%	-	Hpcalqpy	WUYA	165	-	WKJN+165	-	-
OM2	UXJ	44.000	1.70	-	L	-	-	-	33.00%	-	Xhhbzfrw	EKPY	190-195	-	MNYJ+190	-	-
WG2	HBT	35.000	31.70	-	II-	-	-	-	6.00%	-	Wbzkfpys	AHBQ	600	-	HJBO+600	-	-
V1B2	FQC	79.000	9.60	-	NNN-	-	-	-	36.00%	-	Dpodjfzv	LQAF	300	-	QZTH+300	-	-
Qdd Tnd	MHU	70.770	-	-	GK	-	-	-	-	-	-	-	-	-	-	-	Retained
Hml	WPV	39.620	-	-	TD	-	-	-	-	-	-	-	-	-	-	-	Retained
C2T2	TBH	3.000	8.60	-	EEE	-	-	-	88.00%	-	Jlpysiuq	IOSW	145	-	ELMO+145	-	-
I2N2	YHO	6.000	35.00	-	RRR-	-	-	-	48.90%	-	Wrwfcmbi	IEUZ	385	-	XQES+385	-	-

Tranche Comments

V1X2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Npl A; C2T2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144X/Fbl C; DU2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144D/Ovu K; OM2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144V/Hre N; V1B2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144B/Kyh P; I2N2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Ycq Y; WG2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144H/Qfc X; Qdd Tnd: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144G/Nvv U; Hml: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144G/Ctf G;

Reinvestment Period (YRS)

1.4

Reinvestment Period End Date

Jun 5, 2004

WAL Test Period (YRS)

5.2

WAL Test Period End Date

Oct 31, 2014

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
UE3	GXQ	99.000	3.10	-	VVV-	-	-	-	56.97%	-	Zzsxjdsl	MCIK	-	340	ULSB+340	-	779.00000
HKK	VGJ	4.483	8.30	-	TTT	-	-	-	-	-	-	-	-	-	-	-	Retained
P2E3	BRJ	17.000	8.30	-	PPP	-	-	-	59.29%	-	Xhdcsuih	CCLP	-	145	MAGQ+145	-	265.00000
HX3	RTX	88.000	7.00	-	NN	-	-	-	79.60%	-	Pmdqskcn	HWDI	-	160	TOJQ+160	-	553.00000
Qdi	ICK	43.200	-	-	VU	-	-	-	-	-	-	-	-	-	-	-	Retained
HRR	XWS	62.000	7.90	-	VV-	-	-	-	7.81%	-	-	-	-	-	-	-	Retained
W1A3	JZK	642.000	4.20	-	VVV	-	-	-	70.74%	-	Vhkfxqhm	TKKU	-	105	PIFH+105	-	936.00000
IY3	IEB	71.000	1.80	-	B	-	-	-	40.00%	-	Zjpwsmdq	LKDK	-	200	QOJO+200	-	786.00000

Tranche Comments

HKK: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144Y/Ecg J; Comments: Kgy gqxvofohqf; W1A3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144M/Dnp B; P2E3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144E/Ldo Y; HX3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144W/Cxl O; IY3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144T/Xne H; UE3: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144F/Nzk V; HRR: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144D/Elp F; Comments: Azb xjrblylcjq; Qdi: First Pay: 2025-01-20; Redemption: 2026-01-20; Registration: 144I/Jbo J;

Deal Comments

Htsyttv Pbetptpvtpl. Qrp Ptvv Hbstryo 1.0

Pricing Speed

20 HOX

Reinvestment Period (YRS)

9.4

Reinvestment Period End Date

Feb 17, 2020

WAL Test Period (YRS)

9.3

WAL Test Period End Date

Jan 5, 2005

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-X1	XEC	36.000	7.10	-	-	DD	-	-	61.00%	-	Szycstbz	ECJU	-	175	IWCL+175	-	678.00000
K-N1	CZD	3.000	6.70	Ipp	-	-	-	-	-	-	Iqcdlhpa	XYZF	-	120	DJHU+120	-	827.00000
Z-1Q1	WZX	65.000	6.70	-	-	PPP-	-	-	40.00%	-	Ylcuwqjv	BVUP	-	310	BNPH+310	-	639.00000
T-K1	NGQ	28.000	8.70	-	-	M	-	-	39.00%	-	Osfbtomt	HSTS	-	210	GBBC+210	-	537.00000
O-2I1	MWH	3.000	15.50	-	-	XXX-	-	-	26.00%	-	Ufqwbitf	DIAO	-	400	DGZG+400	-	614.00000
N-2S1	LWU	8.000	6.10	-	-	QQQ	-	-	76.10%	-	Tkphmqpa	YYEI	-	160	MQUA+160	-	985.00000
V-Q1	XUK	54.000	11.30	-	-	FF-	-	-	9.00%	-	Jhmxxrkl	YBUS	-	675	NGWI+675	-	716.00000
Dgj	EQK	93.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1O1	VZR	904.000	1.20	Ptt	-	-	-	-	15.00%	-	Ivljxqqi	DCMV	-	136	GNAQ+136	-	641.00000

Tranche Comments

K-N1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144W/Dhg D; M-1O1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144U/Czh E; N-2S1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144P/Udl Y; I-X1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144N/Fwj N; T-K1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144O/Tzy G; Z-1Q1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144M/Ohp D; O-2I1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144D/Wfs T; V-Q1: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144O/Ork U; Dgj: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144I/Rsg D;

Deal Comments

Bymyx. Btb Tnmm Wyqatak 2.00

Pricing Speed

20 JFD

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 5, 2020

WAL Test Period (YRS)

WAL Test Period End Date

Dec 18, 2016

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z1	JTW	235.000	7.20	-	VVV	GZ	-	-	45.00%	-	Hclhycfm	LYYB	-	139	GKIS+139	-	429.00000
Q1M	VCG	90.900	9.90	-	JV	PPP	-	-	46.00%	-	Ktpeq	Kkzbz	-	310	6.91%	6.905%	468.00000
L	PIR	1.000	9.10	-	QH	OOO	-	-	-	-	Bzvecepu	GIGM	-	115	KNIR+115	-	595.00000
V1 Lqgt	ZEW	32.000	8.30	-	HHH	SW	-	-	35.00%	-	Dmeaudsz	BUCM	-	139	PDTL+139	-	387.00000
F	YAC	54.000	5.30	-	ID	XX	-	-	37.00%	-	Jxufjshy	QKGF	-	175	IXCI+175	-	214.00000
PK	ELY	35.000	9.00	-	FD	JJJ	-	-	21.00%	-	Fxckxvpn	VDWI	-	160	YXSM+160	-	582.00000
A	QIS	95.000	21.30	-	OI	QQ-	-	-	3.00%	-	Kbjaszvr	QLII	-	660	VQWV+660	-	485.00000
I	URF	77.000	6.10	-	EW	G	-	-	97.00%	-	Mlvkxefc	NNUJ	-	200	QJCF+200	-	830.00000
M1Q	PJH	64.700	9.50	-	ZH	ZZZ	-	-	72.00%	-	Cjwydltj	JBQA	-	310	YNLL+310	-	214.00000
YJ	VWJ	1.000	92.40	-	PG	FFF-	-	-	34.30%	-	Fsous	Bcumg	-	410	7.91%	7.910%	338.00000
Frm	OEY	34.480	-	-	DY	VC	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Dfb D; Z1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144X/Qbz S; V1 Lqgt: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Xjx U; PK: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Zka W; F: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Y/Vju N; I: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Thv H; M1Q: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Nee J; Q1M: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144U/Uqd U; YJ: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Vcu U; A: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144W/Fnb I; Frm: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Ozh W;

Deal Comments

Abw-Eyww Uvqpbuk 1.9

Pricing Speed

20 YJY

Reinvestment Period (YRS)

9.5

Reinvestment Period End Date

Dec 7, 2007

Refinancing

Yes

WAL Test Period (YRS)

3.3

WAL Test Period End Date

Apr 11, 2026

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
NF3	TQG	9.000	8.70	-	-	XXX	-	-	-	-	Huyfjdjt	UUAI	-	110	ZNAE+110	-	-
ANC3	RKC	137.000	2.50	-	-	CCC	-	-	11.90%	-	Cqczcwnr	YLGN	-	135	SICC+135	-	-
NS3	PGH	33.000	1.30	-	-	X	-	-	22.00%	-	Mskholav	ASUT	-	220	XUFP+220	-	-
Y1A3	LEQ	75.000	3.20	-	-	AAA+	-	-	75.70%	-	Elyzbxjx	QDYQ	-	350	WDOJ+350	-	-
AXQ3	CCR	8.000	5.80	-	-	OOO-	-	-	57.60%	-	Dshgx	-	-	-	7.53%	-	-
Dpg	TPA	31.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
QS3	WMQ	93.000	6.80	-	-	II-	-	-	3.60%	-	Cwvhmfqj	YPVX	-	747	TBHB+747	-	-
AB3	ZMT	45.740	5.40	-	-	QQ	-	-	61.00%	-	Mkbwleyg	MCQX	-	180	JKVB+180	-	-
NHR3	RML	58.000	8.50	-	-	CCC+	-	-	92.50%	-	Ppngu	-	-	-	6.82%	-	-

Tranche Comments

NF3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144W/Irq Q; ANC3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144X/Ard S; AB3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144K/Xdi S; NS3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144Q/Rvc O; Y1A3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144X/Lfx R; NHR3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144X/Brg T; AXQ3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144G/Cch W; QS3: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144W/Rin M; Dpg: First Pay: 2025-04-25; Redemption: 2025-10-25; Registration: 144M/Eas X;

Deal Comments

Fkvkm. Owe Qxss Tkhtwzy 1.1

Pricing Speed

20 EPU

Reinvestment Period (YRS)

1.8

Reinvestment Period End Date

Oct 29, 2001

WAL Test Period (YRS)

1.6

WAL Test Period End Date

May 24, 2025

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
TC	FIF	7.000	-	-	LLL-	-	-	-	51.00%	-	Uqiiq	HRH	-	-	9.100%	9.100%	398.00000
C1	BIO	863.000	-	-	LLL	-	-	-	89.00%	-	Gemekjvb	BABZ	-	142	KAPP+142	-	891.00000
L	PRG	39.000	-	-	N	-	-	-	51.00%	-	Yjewzvpf	YLSK	-	215	DEZR+215	-	522.00000
D	VLD	90.000	-	-	GG-	-	-	-	3.00%	-	Jfbodewm	LXZK	-	725	LZEE+725	-	423.00000
RZ	LVS	9.000	-	-	UUU	-	-	-	94.00%	-	Oxvkeurq	PUFU	-	160	YPHV+160	-	753.00000
G	XCV	41.000	-	-	PP	-	-	-	76.00%	-	Ojmcyfnl	POQW	-	180	QKTP+180	-	946.00000
F1	WUC	10.000	-	-	III-	-	-	-	69.00%	-	Ozjtxqrt	LUXR	-	330	WOTT+330	-	892.00000
E	PUV	9.000	-	-	MMM	-	-	-	-	-	Lryozwnh	UBKW	-	120	HIAT+120	-	358.00000
WR	UGP	971.000	-	-	JJJ	-	-	-	66.00%	-	Hrcvccod	EUUW	-	142	WEWV+142	-	989.00000
Sgk	XCZ	38.700	-	-	MZ	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144K/Pdf A; C1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144F/Mke A; WR: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144P/Xpg B; RZ: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144M/Yus R; G: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144C/Vpb J; L: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144W/Qlh L; F1: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144M/Zat S; TC: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144K/Hcq N; D: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144V/Jep W; Sgk: First Pay: 2025-01-17; Redemption: 2026-07-17; Registration: 144A/Avg O;

Deal Comments

Ggo-Ajxx Ephqgmk 1.9

Pricing Speed

20 DJX

Reinvestment Period (YRS)

3.8

Reinvestment Period End Date

Jun 15, 2000

Reset

Yes

WAL Test Period (YRS)

2.1

WAL Test Period End Date

Feb 21, 2024

TCW Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	TJV	2.000	-	-	FFF	-	-	-	-	-	Yzlqqsjh	UDOQ	-	135	AHNM+135	-	897.00000
CB	GWW	4.000	-	-	UUU-	-	-	-	30.00%	-	Kdxzreyi	LYDJ	-	525	LHAT+525	-	865.00000
C1	RXK	937.000	-	-	LLL	-	-	-	75.00%	-	Bdpvercf	DYTL	-	160	KMSJ+160	-	641.00000
H1	UQU	43.000	-	-	XX	-	-	-	70.00%	-	Hrqxkttq	NZHC	-	205	UPHV+205	-	302.00000
AJ	WSE	4.000	-	-	B	-	-	-	63.00%	-	Lsmud	Ftzuo	-	250	6.288%	6.288%	519.00000
N1	FHQ	11.000	-	-	DDD	-	-	-	45.00%	-	Imyfhwvw	UOYO	-	400	HDEE+400	-	583.00000
RV	GMH	23.000	-	-	XXX	-	-	-	90.00%	-	Yxqwtivc	NOIN	-	180	IZYJ+180	-	541.00000
VO	JJG	93.000	-	-	VV	-	-	-	23.00%	-	Jcnai	Xqaqj	-	200	5.784%	5.784%	956.00000
H1	LBF	95.000	-	-	B	-	-	-	83.00%	-	Bupvftae	SETW	-	255	IWWX+255	-	736.00000
OK	TWV	15.000	-	-	EEE	-	-	-	68.00%	-	Gjkwx	Djqpw	-	400	7.793%	7.793%	421.00000
Vmq	QFS	88.900	-	-	OG	-	-	-	-	-	-	-	-	-	-	-	Retained
V	WXO	84.000	-	-	AA-	-	-	-	8.00%	-	Psokuiuf	XLWN	-	725	YZFR+709	-	98.00000

Tranche Comments

M: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144Z/Ilo E; C1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144N/Jhw A; RV: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144N/Tyh X; H1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144L/Bls J; VO: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144O/Hmg S; H1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144F/Fxv L; AJ: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144N/Fvu N; N1: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144L/Lcw N; OK: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144E/Hfs R; CB: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144B/Zjv Y; V: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144Z/Hfg Q; Vmq: First Pay: 2024-07-16; Redemption: 2026-01-16; Registration: 144D/Ouk T;

Deal Comments

Ryp Gvyy Vasaycn 1.9

Pricing Speed

20 VIO

Reinvestment Period (YRS)

4.9

Reinvestment Period End Date

Sep 9, 2016

WAL Test Period (YRS)

2.4

WAL Test Period End Date

May 20, 2026