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
Etq	AMJ	64.170	-	-	QB	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	PZQ	17.000	1.40	-	N	-	-	-	57.00%	-	Wlblsqjo	NWFK	-	-	270	MVIV+270	-	-
H	PZE	50.000	2.90	-	UU	-	-	-	92.00%	-	Eskrywzl	ZVHM	-	-	195	SIUP+195	-	-
U	TXX	520.000	1.20	-	PPP	-	-	-	50.00%	-	Nfbuavsx	AVPX	-	-	165	NIAD+165	-	-
G	EPU	72.000	3.50	-	PPP-	-	-	-	95.00%	-	Ebjhaesx	JHXO	-	-	395	GDQH+395	-	-

Tranche Comments

U: Redemption: 2027-07-30; Registration: 144W/Rdl U; H: Redemption: 2027-07-30; Registration: 144N/Wwu K; E: Redemption: 2027-07-30; Registration: 144Y/Gjz Z; G: Redemption: 2027-07-30; Registration: 144A/Jdf H; Etq: Redemption: 2027-07-30; Registration: 144E/Bnx V;

Deal Comments

Dct Jmxx Tksvcba 2.00

Pricing Speed

20% FZS

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 7, 2016