| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 240.000 | - | Aaa | - | NR | - | - | - | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| A2 | USD | 20.000 | - | NR | - | AAA | - | - | - | - | Floating | SOFR | 250a | 255 | SOFR+255 | - | - |
| B | USD | 44.000 | - | NR | - | AA | - | - | - | - | Floating | SOFR | - | 295 | SOFR+295 | - | - |
| C | USD | 22.000 | - | NR | - | A | - | - | - | - | Floating | SOFR | 360 | 360 | SOFR+360 | - | - |
| D | USD | 26.000 | - | NR | - | BBB- | - | - | - | - | Floating | SOFR | 585-600 | 581 | SOFR+581 | - | - |
| E | USD | 12.000 | - | NR | - | BB- | - | - | - | - | Floating | SOFR | - | 865 | SOFR+865 | - | - |
| Sub | USD | 33.250 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2024-09-21; Comments: Pre-Placed;
A2: Redemption: 2024-09-21;
B: Redemption: 2024-09-21; Comments: Pre-Placed;
C: Redemption: 2024-09-21;
D: Redemption: 2024-09-21;
E: Redemption: 2024-09-21;
Sub: Redemption: 2024-09-21;
Deal Comments
Non Call Period: 1.50
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 20, 2026
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Birch Grove CLO 5: Manager’s fifth deal limits par flush to one payment period | Scorecard | Dealscribe | May 3, 2023
|