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
Yvdfqb	VFN	57.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-2	WTD	68.000	3.00	-	-	ZZZ	-	-	10.00%	-	Hcdbymyf	TTPT	-	175-180	180	YJQI+180	-	-
H	ULF	94.000	9.30	-	-	FF	-	-	12.00%	-	Nqyjqqns	QKLM	-	200-210	217.5	CENK+217.5	-	-
R	LXS	90.000	4.10	-	-	F	-	-	92.00%	-	Iphcpzqs	VSJB	-	250-260	270	ICZH+270	-	-
L-1	KKG	318.000	7.70	Lhh	-	-	-	-	75.00%	-	Qdvpojxv	IYIA	-	160-163	163	QQVV+163	-	-
Z	YHO	99.000	2.40	-	-	KKK-	-	-	75.00%	-	Lvvxkuxv	NGCQ	-	410-420	420	KBGS+420	-	-
L	YXE	62.000	70.00	-	-	WW-	-	-	7.20%	-	Galraiuu	BIZP	-	700-715	710	XWHO+710	-	-

Tranche Comments

L-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Ohi A; H-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Nwr Y; H: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Aiv Q; R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Jam C; Z: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Oef A; L: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Wlq C; Yvdfqb: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Xnt B;

Deal Comments

Uhh Etpp Lfethca 2.00

Risk Retention

FH - Jds

Pricing Speed

20% CEM

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 23, 2009