Twin Brook CLO (TWBR) 2024-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IjbTUQ37.100--VA-----------Retained
WGHU71.8008.60-KKK---43.00%-DdcqzpoqDGNU168168VBVN+168--
B-H-1TEY419.0004.60-EEE---87.00%-ExdkkvbfNYCT-168SFOF+168--
AHOW38.0005.00-J---48.00%-DdxzwhhgEQWS240-250260TGCM+260--
HYTB95.2004.50-UU---40.00%-SwcfttpaKLFO190-200210ACLR+210--
QQBD24.4004.30-WWW----89.00%-QcssuljeWJEZ400-415425UHYB+425--
W-Y-2YUL88.0009.90-BBB---10.00%-OwkpjybyZUTK-168WEGL+168--
Tranche Comments
W: Redemption: 2025-10-03; Registration: 144Z/Uak C; B-H-1: Redemption: 2025-10-03; Registration: 144U/Oxf J; W-Y-2: Redemption: 2025-10-03; Registration: 144M/Evr A; H: Redemption: 2025-10-03; Registration: 144F/Zjf R; A: Redemption: 2025-10-03; Registration: 144N/Gxo P; Q: Redemption: 2025-10-03; Registration: 144U/Dwz J; Ijb: Redemption: 2025-10-03; Registration: 144I/Jju N;
Deal Comments
Awv Hppp Snvhwvj 1.00
Pricing Speed
20% QAX
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 18, 1996

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