Twin Brook CLO (TWBR) 2023-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
McwutkJOG10.920--OJ-----------Retained
AQYR67.1009.48-JJ---39.00%-QwkwmcyeQXKW-320SWOS+320-421.00000
NXTR74.8009.43-S---95.00%-EdorctxuUSEV-410KUKA+410-156.00000
DMSG999.0002.74-GGG---63.00%-EvzenewnTNQK-230TSSM+230-999.00000
AARN50.8004.56-RRR---12.00%-------Retained
Tranche Comments
D: Registration: 144M/Cys C; A: Registration: 144B/Wnj J; N: Registration: 144V/Rji Q; A: Registration: 144B/Wkg U; Mcwutk: Registration: 144H/Bmu F;
Deal Comments
Wpf Qqgg Xvpfpfn 1.5
Reinvestment Period (YRS)
3.93

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