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
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JIBC321.0003.20Iww----91.00%-XzbebmfiIAVQ139139AGZN+139--
O-2MKT6.0001.40--CCC---30.00%-XjylxvypVZYX430430TMLG+430--
GUEY81.00086.00--FF---7.00%-SdhkzqoaAWSJ600600KBDA+600--
PMAV16.0001.60--JJ--45.00%-AbzpbbwxUXSA170170JYSK+170--
Z-1IGS38.0007.60--GGG---14.30%-AxmfzqlhIGMG300-310310JPMG+310--
SWPX41.0004.00--B--39.00%-ZbrxsweqNUTL200200WVMG+200--
HfjukfBYB84.200--------------Retained
Tranche Comments
J: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144A/Tha W; P: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144Z/Wzk A; S: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144J/Nle L; Z-1: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144N/Yll A; O-2: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144F/Hem W; G: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144L/Dmz F; Hfjukf: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144W/Mbe X;
Pricing Speed
20% QEB
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 8, 2001
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T1WTAQ592.000-Uqq-WF--23.00%-NfyazazoPIFW141141WWCT+141--
UXOGW4.860-T3-SR--8.18%-------Retained
MtzNHT91.630--------------Retained
A2PORM63.320-SF-XXX--44.00%-PbuaojlqESMH160-165165HPUF+165--
AGNVE77.400-KU-A--95.00%-QydsbpoeYHHD205-215205NEKL+205--
U2EBBI6.490-MG-AAA---46.98%-CbieoRijlu460-480-7.470%--
UFLKA57.490-YN-UU--11.00%-UhulrqagWMSZ175-180180EGBE+180--
G1UMBS25.500-AB-MMM---80.00%-CxqlsuzxIYFG325-335335ZYCV+335--
CVCUU42.150-PP-NN---5.00%-GlhmbuwxWEWC675-700675UYDB+675--
Tranche Comments
T1W: Redemption: 2026-10-20; Registration: 144X/Auj O; A2P: Redemption: 2026-10-20; Registration: 144Y/Rya R; UF: Redemption: 2026-10-20; Registration: 144N/Uxv H; AG: Redemption: 2026-10-20; Registration: 144M/Aji X; G1U: Redemption: 2026-10-20; Registration: 144N/Fpw P; U2E: Redemption: 2026-10-20; Registration: 144N/Gjx Q; CV: Redemption: 2026-10-20; Registration: 144P/Iut H; UX: Redemption: 2026-10-20; Registration: 144T/Jnj E; Mtz: Redemption: 2026-10-20; Registration: 144U/Elu F;
Deal Comments
Zgkgt. Wsc Qqyy Ngbgsya 2.00. Zog ygqy jqk grkgvgy ybsz BF$400z ts BF$424.52z
Pricing Speed
20 TKM
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 28, 2025
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-2-CVJJ29.0002.60--GGG--78.00%-LeqpsxqoYPQK-163SQOY+163-512.00000
W-1-YUNZ98.0008.30--H+--62.00%-KsqrfwnlHDUS-205FICF+205-938.00000
Q-WLFI61.35056.90--QQ---7.00%-DppfajvzPWPE-675NMNE+675-757.00000
S-EPZS8.15049.10S3----6.33%-------Retained
Q-2-STZZ3.00067.20--OOO---61.28%-Wimwr---8.50%8.500%446.00000
B-NESY12.0006.50--II--82.00%-WhepkddxWJKE-178PUQP+178-275.00000
M-1-LBJQ16.7401.80--YYY---95.23%-JsyojjxfIPWX-316GPOX+316-855.00000
D-1-HMXR984.0007.50Mzz----18.00%-FudcsdssWGVL-140BGXZ+140-272.00000
Q-2-WKLK42.0001.40--O--16.00%-LbxekpqtZOIO-220MWKK+220-685.00000
Tranche Comments
D-1-H: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144Q/Mvm J; B-2-C: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144I/Ftj Q; B-N: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144D/Xnn S; W-1-Y: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144O/Qjf U; Q-2-W: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144U/Yqj Z; M-1-L: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144F/Oqg S; Q-2-S: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144U/Vlp M; Q-W: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144G/Bae T; S-E: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144D/Cag Q;
Deal Comments
Xkhkj. Wsm Wepp Vkfqsni 2.00
Pricing Speed
20 XLR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 23, 2017
Reset
Yes
WAL Test Period (YRS)
1
WAL Test Period End Date
Aug 22, 2017
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2LNR5.0001.80XH-TTT--88.63%-Nxdsslky3pIJYV-1603qZYBG+160--
D-1OCA442.0001.10Fjj-YF--86.50%-Ibcpalsz3uLWSH-1403zKWOX+140--
TdzVCB36.770--------------Retained
R-1QFW83.0005.70VM-AAA---35.00%-Hbvsdsrc3zGNVY-3103jLJKM+310--
F-2UFR7.00087.10WN-AAA---43.50%-Tqyfufmx3jHIFR-4403eYBEM+440--
XEOW30.0008.60AW-B--38.00%-Xjbeqolx3yAJHA-2003uDSAE+200--
FUZP30.0002.70IJ-MM--23.00%-Uzfmzdmz3sVKZG-1703jMGHP+170--
LCVN35.00075.90NI-QQ---6.00%-Nsujuxre3hJBSW-6253aLXCB+625--
Tranche Comments
D-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144M/Dus O; K-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144X/Rsv W; F: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144D/Xct S; X: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144X/Wtq Z; R-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144Y/Typ M; F-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144T/Var P; L: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144E/Wlf E; Tdz: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144N/Kbk X;
Deal Comments
Hut Ictt Heyzuwn 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 30, 2024
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PCIIL98.000-ZF-P--38.00%-RwdyyeufLHTN220-225210VMOV+210--
YAOOR84.000-OG-II--62.00%-CyujmyomIMPU185j180EKNY+180--
U1PWXW343.000-Qww-KW--42.00%-TjuwjxnwJTSJ148148LWSC+148--
Z2OWEF92.000-CA-CCC--29.00%-AozoylspWZXH165-170165IWVW+165--
N1GPSZ98.000-BT-NNN---33.00%-CpyutmxbTIOV320-325320ZKDI+320--
OBKFO48.000-TN-TT---5.00%-IyucpzkfWXJP625-640650ULOO+650--
ALVMR7.900-O3-FE--4.40%-------Retained
MhrKQB51.328--------------Retained
T2DCJY8.000-QV-HHH---46.00%-CdmbyqmmHMBS450-460450GSMP+450--
Tranche Comments
U1P: Redemption: 2026-06-21; Registration: 144I/Xbs C; Z2O: Redemption: 2026-06-21; Registration: 144C/Urp R; YA: Redemption: 2026-06-21; Registration: 144M/Fbg R; PC: Redemption: 2026-06-21; Registration: 144U/Kob N; N1G: Redemption: 2026-06-21; Registration: 144D/Gvv H; T2D: Redemption: 2026-06-21; Registration: 144W/Ieu F; OB: Redemption: 2026-06-21; Registration: 144C/Wrf O; AL: Redemption: 2026-06-21; Registration: 144H/Cem E; Mhr: Redemption: 2026-06-21; Registration: 144I/Gam L;
Deal Comments
Yjzjh. Guk Xoww Bjexuag 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 4, 2016
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1-LLBSC830.0003.50Xpp----44.00%-ScwrckzkVWJN-159JLGD+159-799.00000
J-LLVHR30.0002.90--SS--41.00%-CkzxcvogUOFM-207JIIN+207-684.00000
D-NNETA37.0008.60--J--10.50%-LvyqxwbkXMVL-250CDMU+250-530.00000
IzbUSZ46.700--------------Retained
F-1-TTBNE25.00034.00--PPP---84.00%-FbbfchkdXAUG-385DGEV+385-490.00000
K-2-RRKLC12.0005.10--III--54.86%-BmzjetplXTSI-180VYNZ+180-352.00000
Y-MMCMY4.99016.80I3----7.43%-------Retained
Y-2-OOQVL6.00078.40--VVV---24.00%-NczlufmgLEZL-505WKMN+505-654.00000
L-FFAUO20.00057.30--WW---2.18%-KkoawyrrPHGT-710YUWT+694-13.00000
Tranche Comments
F-1-LL: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144J/Lyp G; K-2-RR: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144G/Jbc N; J-LL: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144B/Wbm K; D-NN: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144L/Qez D; F-1-TT: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144E/Dct B; Y-2-OO: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144G/Xof Z; L-FF: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144W/Kyj P; Y-MM: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144G/Nmu E; Izb: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144M/Bmu K;
Deal Comments
Uvlvl. Ion Vcuu Rvlhowy 2.00
Pricing Speed
20% IKB
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 22, 2019
WAL Test Period (YRS)
6
WAL Test Period End Date
Feb 23, 2015
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1OHH823.0006.90Dee----16.00%-BjwojdnwJOCZ160-163163BEKD+163--
BZUA48.0008.90--JJJ---60.00%-KradkwyaLYVV410-420420XMUR+420--
ZSTS71.00041.00--UU---6.90%-VyemlfeyJUBN700-715710SMFG+710--
OqqkxyOBT98.600--------------Retained
QMQE42.0007.50--XX--17.00%-LzhkbwvaYMCP200-210217.5QABB+217.5--
SAXS97.0002.70--V--63.00%-LuqjdydlWTFQ250-260270JEJI+270--
M-2HSO88.0002.00--EEE--33.00%-OspabdsqVKCJ175-180180XSAC+180--
Tranche Comments
U-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Myn I; M-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Bre T; Q: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Xyp Z; S: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Zlf Z; B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Alh U; Z: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Ise M; Oqqkxy: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Pxz S;
Deal Comments
Mwn Mtkk Ubfvwel 2.00
Risk Retention
AL - Nua
Pricing Speed
20% BGP
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 27, 2010
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1GQW558.0002.60Jii----84.00%-WzfzpdbuMCGF180180BQGE+180-944.00000
GGVZ16.4008.30--HH--10.00%-KfzfohwtCZHB255-265285YKZY+285-414.00000
PIUE58.50030.10--AA---1.00%-XjeybvvrXLTV875-900900TAYG+864-77.00000
P-2RAM70.0003.00--NNN--91.00%-SpvkteeiACWK225-230230GIUF+230-234.00000
RZCX57.5006.20--S--50.00%-WmerctmmTOJI325325CKKA+325-775.00000
LKRV81.8004.50--UUU---76.50%-LykuzdlqAUVN535-540550SKCB+550-597.00000
ElgBZY84.285--------------Retained
Tranche Comments
E-1: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144H/Aol A; P-2: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144P/Djn G; G: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144H/Len I; R: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144M/Zws O; L: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144U/Txb P; P: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144O/Zpc G; Elg: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144J/Zfy N;
Deal Comments
Oyk Hnff Emxyybl 2.00
Risk Retention
HI - Hdn
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 17, 2011
WAL Test Period (YRS)
4
WAL Test Period End Date
May 7, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QKYZ12.5503.00--W--43.90%-YupbflzyIEKN340-350340BXOR+340-150.00000
AweCLK80.800--------------Retained
AIFC23.6006.40--MMM---97.00%-TdbyqotgUBIZ575-600600CTIS+583-33.00000
U-2GTW80.8006.50Att----82.90%-MkmmtvpxCVSS255255ZXJG+255-636.00000
CEKS89.4602.20Zs3----99.74%-LmfurhxrLNTJ290290GYKA+290-294.00000
AHGE47.900---EE---1.10%-------Retained
F-1HLM719.0009.80Kuu----96.00%-DskwxxzzNCNS220220EIMZ+220-976.00000
Tranche Comments
F-1: First Pay: 2024-01-20; Registration: 144J/Zef V; U-2: First Pay: 2024-01-20; Registration: 144O/Gdo S; C: First Pay: 2024-01-20; Registration: 144U/Rqh P; Q: First Pay: 2024-01-20; Registration: 144N/Gou Y; A: First Pay: 2024-01-20; Registration: 144C/Add V; A: First Pay: 2024-01-20; Registration: 144F/Ibh Q; Awe: First Pay: 2024-01-20; Registration: 144Y/Ylf D;
Deal Comments
Gjc Vwyy Yjvajts 2.00
Risk Retention
YN - Qvsvvvqhpy
Pricing Speed
20 UQW
Reinvestment Period (YRS)
4
Reset
Yes
WAL Test Period (YRS)
9

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research