2024-2

Twin Brook CLO (TWBR) 2024-2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

TPG Inc (fka TPG Capital)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
L	YCZ	79.300	9.70	-	WWW-	-	-	-	47.00%	-	Oxkjlqqs	LUKU	-	400-415	425	WXAQ+425	-	-
S	RHS	59.700	2.10	-	EEE	-	-	-	53.00%	-	Msdxpztn	IGWJ	-	168	168	HKYE+168	-	-
G-O-1	BYV	721.000	4.20	-	JJJ	-	-	-	28.00%	-	Svjqlote	BWBU	-	-	168	IUVV+168	-	-
U	VLE	82.600	2.80	-	OO	-	-	-	39.00%	-	Cuqbvmoq	VYKW	-	190-200	210	IINU+210	-	-
V	EAL	87.000	3.00	-	U	-	-	-	31.00%	-	Tqhowktq	TUNX	-	240-250	260	YVVV+260	-	-
O-K-2	UAG	76.000	7.50	-	III	-	-	-	74.00%	-	Bhyeqdmq	CPXC	-	-	168	CAGR+168	-	-
Dmd	CEV	56.400	-	-	KS	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S: Redemption: 2025-10-03; Registration: 144O/Rjw L; G-O-1: Redemption: 2025-10-03; Registration: 144O/Cfc Z; O-K-2: Redemption: 2025-10-03; Registration: 144I/Ybk N; U: Redemption: 2025-10-03; Registration: 144E/Lkh V; V: Redemption: 2025-10-03; Registration: 144U/Qqe Q; L: Redemption: 2025-10-03; Registration: 144X/Plj B; Dmd: Redemption: 2025-10-03; Registration: 144O/Lia H;

Deal Comments

Ewg Dkvv Wvpuwga 1.00

Pricing Speed

20% DXL

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 2, 2022

Refinancing

Yes

Reset

Yes