{"schema_version":"secwatch.filing_event.v1","accession":"0001628280-26-041684","form_type":"8-K","ticker":null,"cik":"0001913724","company_name":"TPG Twin Brook Capital Income Fund","filed_at":"2026-06-08T21:21:54+00:00","discovered_at":"2026-06-08T21:24:00.272074+00:00","generated_at":"2026-06-08T21:24:20.854062+00:00","sec_items":["7.01"],"event_type":"other_material","sentiment":"positive","materiality_score":0.6,"calibrated_materiality_score":0.6,"confidence":"high","headline":"TPG Twin Brook Capital Income Fund reports 10.4% total return in 2025, $4.5B portfolio with low non-accrual","bullets":["9.8% annualized total return since inception (2022) and 10.4% in 2025, outperforming fixed income and leveraged loan benchmarks by 750 and 220 bps respectively.","Portfolio of $4.5B: 100% directly originated first lien senior secured loans across 270 positions; avg position size 0.37%.","Low credit stress: PIK interest 1.3% of income, non-accrual rate 0.2% (0.1% by fair value); interest coverage 2.4x.","Capital inflows $181M from Apr 1 to Jun 8, 2026; Q1 new subscriptions $193M; repurchase requests 2.1% of shares (below 5% limit).","Available liquidity $832M as of Mar 31, 2026; annualized distribution rate 9.9%."],"urls":{"canonical":"https://secwatch.observer/filing/0001628280-26-041684","json":"https://secwatch.observer/filing/0001628280-26-041684.json","markdown":"https://secwatch.observer/filing/0001628280-26-041684.md","text":"https://secwatch.observer/filing/0001628280-26-041684.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1913724/000162828026041684/0001628280-26-041684-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1913724/000162828026041684/agci-20260608.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-08T21:24:20.854062+00:00"},"review":{"review_status":"machine_generated","human_reviewed":false,"corrected":false,"correction_note":null,"correction_timestamp":null,"superseded_by":null,"related_filings":[]},"source_grounded_claims":[],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}