FINSIGHT

Twin Brook CLO

Deals

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
Jjt	TAC	44.410	-	-	WJ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	XGR	868.000	3.40	-	YYY	-	-	-	85.00%	-	Fyjuwstf	CBGF	-	-	165	JMFS+165	-	-
L	IGL	70.000	1.30	-	C	-	-	-	61.00%	-	Poxybozk	ZLEI	-	-	270	ASKQ+270	-	-
Q	YNG	63.000	3.10	-	WWW-	-	-	-	79.00%	-	Plyuebjy	MOZT	-	-	395	KKYP+395	-	-
C	GEF	49.000	3.10	-	FF	-	-	-	32.00%	-	Gqdfbdbk	IWDJ	-	-	195	PHHR+195	-	-

Tranche Comments

X: Redemption: 2027-07-30; Registration: 144C/Dtj D; C: Redemption: 2027-07-30; Registration: 144D/Jse F; L: Redemption: 2027-07-30; Registration: 144K/Ent U; Q: Redemption: 2027-07-30; Registration: 144B/Cqa J; Jjt: Redemption: 2027-07-30; Registration: 144O/Ifo Z;

Deal Comments

Ngo Fjbb Xlawgny 2.00

Pricing Speed

20% QQR

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 23, 2015