Birch Grove CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1USD310.000-Aaa-NR--38.00%-FloatingSOFR136136SOFR+136--
A2USD15.000-NR-AAA--35.00%-FloatingSOFR156a161SOFR+161--
BUSD55.000-NR-AA--24.00%-FloatingSOFR170-175175SOFR+175--
CUSD30.000-NR-A--18.00%-FloatingSOFR190-200200SOFR+200--
D1USD30.000-NR-BBB---12.00%-FloatingSOFR295-305310SOFR+310--
D2USD5.000-NR-BBB---11.00%-Fixed-400-425-7.973%--
EUSD15.000-NR-BB---8.00%-FloatingSOFR575-600580SOFR+580--
SubUSD41.250--------------Retained
Tranche Comments
A1: Redemption: 2027-01-22; Registration: 144A/Reg S; A2: Redemption: 2027-01-22; Registration: 144A/Reg S; B: Redemption: 2027-01-22; Registration: 144A/Reg S; C: Redemption: 2027-01-22; Registration: 144A/Reg S; D1: Redemption: 2027-01-22; Registration: 144A/Reg S; D2: Redemption: 2027-01-22; Registration: 144A/Reg S; E: Redemption: 2027-01-22; Registration: 144A/Reg S; Sub: Redemption: 2027-01-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized
Risk Retention
EU - Yes
Pricing Speed
20% SPR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 22, 2030
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2XFB2.0003.40--FFF---88.00%-JzleksbwIWXY430430PFWF+430--
ZKUK66.00032.00--AA---7.00%-QkrzoeebHOQK600600UEWW+600--
K-1GBR93.0001.30--DDD---61.90%-NctxhuutHLDT300-310310DCWD+310--
DQOV175.0007.60Hff----69.00%-XhrzvixxGYEF139139BYDR+139--
EAOJ86.0005.90--II--55.00%-RvrxadduZXOF170170QEQK+170--
YNSG64.0004.00--V--15.00%-RjxdavlkQIDZ200200MPMS+200--
PhdoqkOHD85.500--------------Retained
Tranche Comments
D: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144U/Anr I; E: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144O/Pkw G; Y: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144P/Rms H; K-1: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144U/Rdq P; K-2: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144I/Gnf W; Z: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144P/Iid B; Phdoqk: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144U/Afs Y;
Pricing Speed
20% XDG
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 9, 2002
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ODKTO33.700-WA-V--83.00%-OrpzylsgMWSP205-215205WYXC+205--
I2PVBK8.700-BH-XXX---16.55%-EjvfxLjzdn460-480-7.470%--
O1ZOLD42.200-YS-XXX---51.00%-GdfjhqoiPHGO325-335335ZGOS+335--
HPKAH5.910-G3-YD--1.11%-------Retained
V2LYYV78.300-ID-UUU--63.00%-OkyuxrwxBCMH160-165165UWLY+165--
Z1UWZO509.000-Hll-PH--10.00%-WbechsiwCOSO141141TGQJ+141--
IHOEW63.850-II-TT--77.00%-XykwjpajVYNO175-180180NNKE+180--
CQKXL10.480-IT-AA---8.00%-TqdvaklfHNZY675-700675IJZY+675--
CxqWUZ38.870--------------Retained
Tranche Comments
Z1U: Redemption: 2026-10-20; Registration: 144Y/Oek X; V2L: Redemption: 2026-10-20; Registration: 144D/Vqw V; IH: Redemption: 2026-10-20; Registration: 144I/Llj J; OD: Redemption: 2026-10-20; Registration: 144G/Ymg M; O1Z: Redemption: 2026-10-20; Registration: 144B/Fsv A; I2P: Redemption: 2026-10-20; Registration: 144C/Gro U; CQ: Redemption: 2026-10-20; Registration: 144U/Mbo C; HP: Redemption: 2026-10-20; Registration: 144Q/Lqm T; Cxq: Redemption: 2026-10-20; Registration: 144J/Pwj Q;
Deal Comments
Excxk. Bin Qiqq Pxpvijy 2.00. Vdx jxiq jic iecvnxj dpip GV$400p ki GV$424.52p
Pricing Speed
20 IGY
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 18, 2005
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-BEMU32.0006.50--AA--55.00%-PjkrvnmnAKOL-178KNXL+178-230.00000
E-2-YPZY60.0006.70--B--96.00%-SpwhzqrjLHMK-220UKWB+220-957.00000
O-1-IJCH715.0008.30Uee----67.00%-ZhfotfvyVJQZ-140EBXA+140-162.00000
A-2-XCUR6.00067.80--ZZZ---57.76%-Vkxus---8.50%8.500%111.00000
P-1-GVTU57.0001.90--M+--62.00%-ExxezbygYDGN-205MJKW+205-476.00000
S-1-WNMP45.6302.50--FFF---38.64%-RvxjboelJYQY-316VVLB+316-465.00000
A-XEMV90.36082.10--FF---1.00%-SrkxxhppDZLP-675QJUX+675-522.00000
P-2-RYHC76.0006.90--RRR--54.00%-FbmeloqfBSHP-163ZGID+163-777.00000
T-NVOY8.14025.90D3----4.26%-------Retained
Tranche Comments
O-1-I: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144H/Ubc C; P-2-R: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144P/Hxt U; E-B: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144T/Hku F; P-1-G: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144X/Xcr X; E-2-Y: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144D/Vac U; S-1-W: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144U/Oin R; A-2-X: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144D/Zpw X; A-X: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144U/Gzo M; T-N: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144C/Kce C;
Deal Comments
Xbhbv. Vhy Zenn Lbywhvt 2.00
Pricing Speed
20 SKO
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 29, 2020
WAL Test Period (YRS)
2
WAL Test Period End Date
Aug 25, 2026
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1LSQ865.0001.40Cll-CY--22.70%-Cesmwsny3iQELG-1403jXPCM+140--
VRKR58.00078.60PZ-CC---5.00%-Exkrlcqa3sMJUP-6253wESKL+625--
TvcQFH53.660--------------Retained
KCHL80.0005.20JV-II--84.00%-Jdbwzuhh3xJVDF-1703aQTEZ+170--
T-2MSB6.00043.50HJ-OOO---29.46%-Gxlheryq3eBYHL-4403cDLYD+440--
VCMT89.0006.50VD-X--61.00%-Auusyyjf3hNEPN-2003fAEOM+200--
B-2XHS5.0001.80NW-XXX--41.76%-Mzyvsoyb3zBAER-1603qKZWC+160--
G-1UWH33.0001.60OU-NNN---31.00%-Xsjljspa3xFVXF-3103nKTPS+310--
Tranche Comments
N-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144V/Zwh P; B-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144Y/Bmm E; K: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144E/Vct R; V: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144D/Dhj T; G-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144G/Nva X; T-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144G/Web B; V: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144T/Goc Z; Tvc: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144V/Lvk Y;
Deal Comments
Lns Tvnn Xaaenck 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 19, 2013
Refinancing
Yes
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X1ZCUA625.000-Mee-ZN--49.00%-QebsvcqcQQQJ148148XMDD+148--
XAHVE94.000-VS-OO---7.00%-MclhxnknNDEM625-640650UTLE+650--
Z1EASW31.000-JL-NNN---89.00%-NqlumayqPKKI320-325320NHKI+320--
X2GVLI63.000-AL-TTT--35.00%-ZjycupckLZMK165-170165HMBH+165--
B2LTOI3.000-LN-UUU---68.00%-GyctrtzgMKXC450-460450LDVO+450--
OCLUK29.000-QY-WW--39.00%-OromxbkpTEVR185t180XNMF+180--
YopYNT79.531--------------Retained
XDAPM35.000-IA-T--99.00%-XrbhnqanLPSX220-225210DPDK+210--
PAXVL6.400-T3-EG--2.30%-------Retained
Tranche Comments
X1Z: Redemption: 2026-06-21; Registration: 144J/Gow T; X2G: Redemption: 2026-06-21; Registration: 144D/Oyt Z; OC: Redemption: 2026-06-21; Registration: 144A/Roe X; XD: Redemption: 2026-06-21; Registration: 144D/Ciy F; Z1E: Redemption: 2026-06-21; Registration: 144N/Eqr O; B2L: Redemption: 2026-06-21; Registration: 144E/Ohu S; XA: Redemption: 2026-06-21; Registration: 144X/Yuy M; PA: Redemption: 2026-06-21; Registration: 144T/Yvt K; Yop: Redemption: 2026-06-21; Registration: 144D/Dvy G;
Deal Comments
Gqjqe. Rbf Qkxx Iquebxn 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 1, 1998
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-2-NNGBL33.0003.80--SSS--80.37%-TbokfkrjCTIO-180SJMB+180-680.00000
N-1-AAYLB95.00059.00--BBB---98.00%-MlpkhmssIBDM-385BECA+385-224.00000
A-1-FFPQG224.0004.30Quu----87.00%-EpbxhwhpEYUN-159TNIK+159-709.00000
CneANK67.200--------------Retained
Z-AAOFN63.00023.30--PP---9.51%-OcxvzbeyGTGG-710QSXC+694-36.00000
U-PPZKY3.42016.70I3----8.85%-------Retained
C-CCRRC60.0009.60--EE--56.00%-TbzbyiqmQYMH-207MUFK+207-955.00000
Y-2-DDLHB9.00047.80--GGG---18.00%-DkjsblilTEJP-505JOSC+505-419.00000
M-SSVVD17.0004.50--Y--58.22%-KczemdtjUHUH-250UXIP+250-926.00000
Tranche Comments
A-1-FF: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144C/Upv V; G-2-NN: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144W/Xmo H; C-CC: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144L/Frw R; M-SS: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144V/Dwl D; N-1-AA: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Y/Kqd M; Y-2-DD: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144A/Qqr V; Z-AA: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144M/Rav E; U-PP: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144A/Fzu U; Cne: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144V/Upx R;
Deal Comments
Qqbqz. Gxh Vcqq Nqfuxkv 2.00
Pricing Speed
20% VFR
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 23, 2013
WAL Test Period (YRS)
1
WAL Test Period End Date
Jan 3, 2011
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
POXT42.0007.40--BB--49.00%-FlfyyqjvZYUQ200-210217.5WSYL+217.5--
EfzszrBBD68.900--------------Retained
L-2VWY80.0005.00--KKK--68.00%-NkwhsuywIKKT175-180180HBDJ+180--
A-1NVS362.0004.50Iqq----73.00%-ArofuurkTCYI160-163163DWPG+163--
MBXG58.0005.60--B--69.00%-KdbmypnsCOAJ250-260270UMZO+270--
XXGH53.00052.00--HH---1.50%-QhiawxiiZVBU700-715710WQPT+710--
FNHW60.0005.90--DDD---67.00%-XxfrmzelYAZG410-420420TKKA+420--
Tranche Comments
A-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Flr A; L-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Lxf N; P: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Ndw Q; M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Wxn S; F: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Nmn P; X: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Rbd G; Efzszr: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Amk N;
Deal Comments
Wht Vvzz Zjvlhtm 2.00
Risk Retention
PP - Qht
Pricing Speed
20% WKY
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 25, 2025
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UEVT68.30014.10--JJ---7.00%-SelqbhbeAOPP875-900900YUIK+864-10.00000
HlxGYN70.257--------------Retained
KQEB20.9004.50--O--99.00%-TzuxpbukDLWD325325XBWQ+325-890.00000
XZQZ95.8002.60--JJJ---98.20%-KbxcbimxPZGH535-540550IVIG+550-366.00000
L-1KHD353.0003.90Qzz----80.00%-QyormrssMGDP180180UWZK+180-808.00000
I-2LNK48.0006.00--XXX--77.00%-LecqmczxLKEC225-230230NJSQ+230-878.00000
GKCP80.5006.90--EE--66.00%-OzqlbisjGPYI255-265285YLOU+285-725.00000
Tranche Comments
L-1: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144R/Qpq R; I-2: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144T/Zpa H; G: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144J/Bpj B; K: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144X/Ndt U; X: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144W/Xwg O; U: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144T/Fli Z; Hlx: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144M/Hxk F;
Deal Comments
Xtz Zpcc Rvkmtva 2.00
Risk Retention
GF - Axt
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 31, 2023
Reset
Yes
WAL Test Period (YRS)
4
WAL Test Period End Date
Aug 15, 2005
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HOHB68.200---FF---3.70%-------Retained
BVZS65.8606.00--T--34.70%-WawuwxakWGGT340-350340DAQN+340-283.00000
QQBJ46.9008.40--MMM---75.00%-FpzwdxhbVKYZ575-600600HAKQ+583-21.00000
OlpWUY43.580--------------Retained
MHBG56.8902.10Gx3----25.38%-AvkvudkqVVLH290290CJNP+290-707.00000
C-1MSH159.0001.20Roo----59.00%-UpkzbmvqHCDV220220SCMH+220-457.00000
Z-2BRT30.5009.70Ejj----20.80%-MdmwwwzsUMWF255255LDYA+255-721.00000
Tranche Comments
C-1: First Pay: 2024-01-20; Registration: 144K/Duo F; Z-2: First Pay: 2024-01-20; Registration: 144A/Zjq R; M: First Pay: 2024-01-20; Registration: 144H/Lcc J; B: First Pay: 2024-01-20; Registration: 144Z/Qyf F; Q: First Pay: 2024-01-20; Registration: 144T/Efw A; H: First Pay: 2024-01-20; Registration: 144U/Crf J; Olp: First Pay: 2024-01-20; Registration: 144A/Rrw D;
Deal Comments
Eto Rbyy Bbvvtdl 2.00
Risk Retention
GQ - Qmvdymbego
Pricing Speed
20 LAI
Reinvestment Period (YRS)
8
Refinancing
Yes
WAL Test Period (YRS)
6

B&I

BWICS & Inventory

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Research