Birch Grove CLO (BIRCH) 2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD310.000-Aaa----38.00%-Floating3mL1261263mL+126-100.00000
A-2USD15.000-Aaa----35.00%-Floating3mL145-1501503mL+150-100.00000
BUSD51.250-Aa2----24.75%-Floating3mL175-1801753mL+175-100.00000
CUSD25.000-A2----19.75%-Floating3mL220a2253mL+225-100.00000
D-1USD23.750-Baa3----15.00%-Floating3mL3303303mL+330-100.00000
D-2USD12.500-Ba1----12.50%-Floating3mL-5103mL+496-99.00000
EUSD21.250-Ba3----8.25%-Floating3mL7257253mL+695-98.00000
SubUSD42.306--------------Retained
Tranche Comments
A-1: First Pay: 2022-01-19; Registration: 144A Only; A-2: First Pay: 2022-01-19; Registration: 144A Only; B: First Pay: 2022-01-19; Registration: 144A Only; C: First Pay: 2022-01-19; Registration: 144A Only; D-1: First Pay: 2022-01-19; Registration: 144A Only; D-2: First Pay: 2022-01-19; Registration: 144A Only; E: First Pay: 2022-01-19; Registration: 144A Only; Sub: First Pay: 2022-01-19; Registration: 144A Only;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
WAL Test Period (YRS)
9
Research
AllReportsSurveillanceOther

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