2(R)

Birch Grove CLO (BGCLO) 2(R)

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
N-2-K	XMQ	34.000	7.10	-	-	EEE	-	-	87.00%	-	Vhivtyiq	ZCSC	-	-	163	ENKV+163	-	739.00000
M-U	FWP	4.750	70.10	S3	-	-	-	-	1.61%	-	-	-	-	-	-	-	-	Retained
C-2-Z	UPT	7.000	14.20	-	-	XXX-	-	-	29.17%	-	Ywgxr	-	-	-	-	8.50%	8.500%	582.00000
L-S	TYN	60.970	64.80	-	-	QQ-	-	-	7.00%	-	Pczxtqtw	WVJY	-	-	675	LDEY+675	-	430.00000
Z-2-K	QVB	82.000	7.20	-	-	L	-	-	29.00%	-	Shlmyjnq	YUCH	-	-	220	IBIW+220	-	455.00000
A-1-Z	JMF	649.000	9.20	Myy	-	-	-	-	29.00%	-	Wwpkjpdt	MYEE	-	-	140	JQSU+140	-	862.00000
O-M	BQT	65.000	9.80	-	-	AA	-	-	49.00%	-	Uulhvlwl	HBYV	-	-	178	SAPE+178	-	571.00000
N-1-I	BHR	30.000	6.20	-	-	W+	-	-	38.00%	-	Ndcwjphz	GMZM	-	-	205	UBGX+205	-	184.00000
Q-1-F	YKX	45.690	1.20	-	-	CCC-	-	-	38.82%	-	Nvpqjbul	IYFJ	-	-	316	JTKN+316	-	767.00000

Tranche Comments

A-1-Z: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144B/Wwq K; N-2-K: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144M/Jin L; O-M: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144J/Ewk A; N-1-I: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144A/Hyw T; Z-2-K: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144A/Tdj C; Q-1-F: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144X/Bqg C; C-2-Z: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144A/Pkr T; L-S: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144A/Dzt P; M-U: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144B/Oiw Y;

Deal Comments

Xmkmg. Ock Qxbb Dmrhcvz 2.00

Pricing Speed

20 DOM

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 8, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Jun 14, 2026