Birch Grove CLO (BIRCH) 6

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD305.0005.30Aaa----39.00%-FloatingSOFR220220SOFR+220-100.00000
A-2USD22.5006.80Aaa----34.50%-FloatingSOFR255255SOFR+255-100.00000
BUSD51.2507.30Aa3----24.25%-FloatingSOFR290290SOFR+290-100.00000
CUSD28.7508.00--A--18.50%-FloatingSOFR340-350340SOFR+340-100.00000
DUSD27.5008.60--BBB---13.00%-FloatingSOFR575-600600SOFR+583-99.00000
EUSD17.500---BB---9.50%-------Retained
SubUSD36.350--------------Retained
Tranche Comments
A-1: First Pay: 2024-01-20; Registration: 144A/Reg S; A-2: First Pay: 2024-01-20; Registration: 144A/Reg S; B: First Pay: 2024-01-20; Registration: 144A/Reg S; C: First Pay: 2024-01-20; Registration: 144A/Reg S; D: First Pay: 2024-01-20; Registration: 144A/Reg S; E: First Pay: 2024-01-20; Registration: 144A/Reg S; Sub: First Pay: 2024-01-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU - Horizontal
Pricing Speed
20 CPR
Reinvestment Period (YRS)
4
WAL Test Period (YRS)
8
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
Birch Grove CLO 6: 3% limit for negative cash during and after reinvestmentScorecardDealscribe
Aug 3, 2023
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