| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 305.000 | 5.30 | Aaa | - | - | - | - | 39.00% | - | Floating | SOFR | 220 | 220 | SOFR+220 | - | 100.00000 |
| A-2 | USD | 22.500 | 6.80 | Aaa | - | - | - | - | 34.50% | - | Floating | SOFR | 255 | 255 | SOFR+255 | - | 100.00000 |
| B | USD | 51.250 | 7.30 | Aa3 | - | - | - | - | 24.25% | - | Floating | SOFR | 290 | 290 | SOFR+290 | - | 100.00000 |
| C | USD | 28.750 | 8.00 | - | - | A | - | - | 18.50% | - | Floating | SOFR | 340-350 | 340 | SOFR+340 | - | 100.00000 |
| D | USD | 27.500 | 8.60 | - | - | BBB- | - | - | 13.00% | - | Floating | SOFR | 575-600 | 600 | SOFR+583 | - | 99.00000 |
| E | USD | 17.500 | - | - | - | BB- | - | - | 9.50% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 36.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 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
Reinvestment Period (YRS)
4
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Birch Grove CLO 5 | Performance Analytics | Dealscribe | May 3, 2023
|