Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 310.000 | - | Aaa | - | - | - | - | 38.00% | - | Floating | 3mL | 122 | 122 | 3mL+122 | - | 100.00000 |
A-2 | USD | 15.000 | - | Aaa | - | - | - | - | 35.00% | - | Floating | 3mL | 145 | 145 | 3mL+145 | - | 100.00000 |
B-1 | USD | 33.500 | - | Aa2 | - | - | - | - | 24.30% | - | Floating | 3mL | 180 | 180 | 3mL+180 | - | 100.00000 |
B-2 | USD | 20.000 | - | Aa2 | - | - | - | - | 24.30% | - | Fixed | YLD | 225 | - | 2.450% | 2.450% | 100.00000 |
C | USD | 25.000 | - | A2 | - | - | - | - | 19.30% | - | Floating | 3mL | 225 | 225 | 3mL+225 | - | 100.00000 |
D-1 | USD | 21.500 | - | Baa3 | - | - | - | - | 15.00% | - | Floating | 3mL | 320 | 320 | 3mL+320 | - | 100.00000 |
D-2 | USD | 12.500 | - | Ba1 | - | - | - | - | 12.50% | - | Floating | 3mL | 525 | 525 | 3mL+511 | - | 99.00000 |
E | USD | 21.250 | - | Ba3 | - | - | - | - | 8.25% | - | Floating | 3mL | 725 | 725 | 3mL+698 | - | 98.25000 |
Sub | USD | 42.603 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only;
A-2: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only;
B-1: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only;
B-2: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only;
C: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only;
D-1: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only;
D-2: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only;
E: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only;
Sub: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 19, 2027
WAL Test Period End Date
Jan 19, 2031
AllReportsSurveillanceOther
Sector | Name | Type | Publisher | Date |
---|
CLOS | Birch Grove CLO 6: 3% limit for negative cash during and after reinvestment | Scorecard | Dealscribe | Aug 3, 2023
|