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
Z-2-F	CEF	23.000	2.30	-	-	KKK	-	-	45.00%	-	Brsflpwt	WSHM	-	-	163	TWNQ+163	-	947.00000
G-2-D	OEC	6.000	44.90	-	-	CCC-	-	-	59.15%	-	Cswhn	-	-	-	-	8.50%	8.500%	410.00000
D-1-V	QKY	26.000	7.70	-	-	E+	-	-	95.00%	-	Caderahn	EENL	-	-	205	UTST+205	-	557.00000
X-H	OPA	80.000	6.90	-	-	VV	-	-	54.00%	-	Hzzafhnw	TWYD	-	-	178	QWAK+178	-	471.00000
M-2-I	EWP	81.000	2.50	-	-	Q	-	-	65.00%	-	Mzjybaoi	UZEQ	-	-	220	PXII+220	-	781.00000
I-1-B	GVS	48.800	3.80	-	-	EEE-	-	-	63.34%	-	Lychpqlc	GGUU	-	-	316	KPNP+316	-	988.00000
C-H	NPV	25.950	56.10	-	-	AA-	-	-	7.00%	-	Kfueqier	SGJQ	-	-	675	SWLM+675	-	433.00000
I-Z	IXC	4.620	86.90	U3	-	-	-	-	9.65%	-	-	-	-	-	-	-	-	Retained
W-1-I	EMX	126.000	1.30	Ucc	-	-	-	-	81.00%	-	Gwecafus	BZVR	-	-	140	YJHU+140	-	711.00000

Tranche Comments

W-1-I: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144P/Lcj Q; Z-2-F: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144E/Zlj T; X-H: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144Y/Rdl K; D-1-V: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144A/Dog D; M-2-I: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144T/Ddb G; I-1-B: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144O/Dup R; G-2-D: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144M/Xav H; C-H: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144F/Eel T; I-Z: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144K/Noi K;

Deal Comments

Ovivm. Wwx Kbcc Jvekwig 2.00

Pricing Speed

20 LCW

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 12, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Feb 1, 2010