Birch Grove CLO (BGCLO) 8

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Birch Grove Capital

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
X	PKI	85.000	7.60	-	-	J	-	-	63.00%	-	Xrkyxmkb	HTDE	-	250-260	270	QNJZ+270	-	-
O-1	QMB	378.000	5.80	Vee	-	-	-	-	72.00%	-	Oucwqzdo	CEJY	-	160-163	163	UHLH+163	-	-
Aqbdhr	OVA	66.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	UKU	17.000	6.10	-	-	II	-	-	25.00%	-	Xlxulhvz	JUAR	-	200-210	217.5	AEOF+217.5	-	-
H	RIC	13.000	32.00	-	-	BB-	-	-	5.70%	-	Efofpzqr	BDQL	-	700-715	710	GMCM+710	-	-
A-2	HLT	85.000	9.00	-	-	DDD	-	-	43.00%	-	Azvjsfnr	PBXH	-	175-180	180	TTMD+180	-	-
F	HFY	15.000	2.70	-	-	HHH-	-	-	16.00%	-	Qlbeoujt	BHKS	-	410-420	420	YYSQ+420	-	-

Tranche Comments

O-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Ioz E; A-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Qkx N; U: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Xyx R; X: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Vxe N; F: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Qzl M; H: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Wqh H; Aqbdhr: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Nxx X;

Deal Comments

Mzx Wwss Ysvuznf 2.00

Risk Retention

OI - Ohh

Pricing Speed

20% DET

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 5, 2016

Reset

Yes