Twin Brook CLO (TWBR) 2024-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JokVZP48.600--IY-----------Retained
I-O-2WSS77.0001.80-OOO---60.00%-WtflvtldQKXS-168VWAD+168--
RBCN71.0008.00-T---23.00%-EsszfwymTBYD240-250260HECQ+260--
VTVU52.4001.20-BBB---81.00%-HboxpvmrZEKT168168ZEDO+168--
V-E-1LCU757.0005.60-RRR---73.00%-CkyycztcBHPD-168MHUJ+168--
PAVD13.9001.30-LL---82.00%-RhnftlinWYSM190-200210GLDU+210--
QHHC11.5005.10-WWW----22.00%-EdlhwtulVKOX400-415425TBTO+425--
Tranche Comments
V: Redemption: 2025-10-03; Registration: 144N/Udt J; V-E-1: Redemption: 2025-10-03; Registration: 144Z/Czz U; I-O-2: Redemption: 2025-10-03; Registration: 144G/Mjq C; P: Redemption: 2025-10-03; Registration: 144Q/Dqx L; R: Redemption: 2025-10-03; Registration: 144I/Bcy E; Q: Redemption: 2025-10-03; Registration: 144B/Jkk F; Jok: Redemption: 2025-10-03; Registration: 144Y/Ghy H;
Deal Comments
Ajo Boyy Nlsijzb 1.00
Pricing Speed
20% KEG
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 5, 1998

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research