Twin Brook CLO (TWBR) 2024-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-F-1EYV355.0006.70-FFF---47.00%-BvlakdtpJMHM-168JKWR+168--
D-U-2MXG42.0008.60-FFF---52.00%-TppfxzfvBOUE-168KOGV+168--
NCTA64.4003.60-FFF---68.00%-IfeayalvBKXS168168SKOS+168--
UITH90.0005.00-I---88.00%-GyccrekdWAUR240-250260IUKU+260--
NGKH14.4004.40-BBB----76.00%-JhpzpupeDWVS400-415425LVIK+425--
HXML51.8001.10-KK---49.00%-ZaejxaadBOBS190-200210WZXS+210--
YzxHVG78.100--CY-----------Retained
Tranche Comments
N: Redemption: 2025-10-03; Registration: 144T/Eue R; C-F-1: Redemption: 2025-10-03; Registration: 144V/Neu B; D-U-2: Redemption: 2025-10-03; Registration: 144V/Yer J; H: Redemption: 2025-10-03; Registration: 144F/Jht Y; U: Redemption: 2025-10-03; Registration: 144X/Yvd K; N: Redemption: 2025-10-03; Registration: 144K/Exd G; Yzx: Redemption: 2025-10-03; Registration: 144H/Vwg V;
Deal Comments
Woq Jrss Sferocx 1.00
Pricing Speed
20% FLS
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 27, 2001
Reset
Yes

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