2(R)

Birch Grove CLO (BIRCH) 2(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2-Q	PCL	99.000	3.10	-	-	EEE	-	-	98.00%	-	Uwxpwiag	SMJD	-	163	FVYF+163	-	262.00000
G-1-X	PTA	35.000	7.60	-	-	S+	-	-	29.00%	-	Chwqapuw	ZUVZ	-	205	HIDG+205	-	944.00000
T-R	CJV	57.250	65.90	-	-	QQ-	-	-	7.00%	-	Teocrumc	AWKF	-	675	QICE+675	-	642.00000
S-1-P	TVH	276.000	6.90	Kyy	-	-	-	-	78.00%	-	Dfochsip	PLGK	-	140	SXCW+140	-	786.00000
U-2-X	IOM	3.000	79.40	-	-	OOO-	-	-	30.76%	-	Hfzrl	-	-	-	8.50%	8.500%	336.00000
K-I	WII	53.000	1.80	-	-	KK	-	-	68.00%	-	Bloxffzx	HLXX	-	178	YJGW+178	-	626.00000
Z-2-J	BMS	88.000	2.90	-	-	B	-	-	82.00%	-	Kwljfvyy	HYQB	-	220	HXCL+220	-	386.00000
K-1-X	WWW	23.420	4.30	-	-	AAA-	-	-	29.62%	-	Sxusxvrn	NSPD	-	316	UKXZ+316	-	156.00000
H-Y	YEC	8.600	88.70	N3	-	-	-	-	6.20%	-	-	-	-	-	-	-	Retained

Tranche Comments

S-1-P: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144G/Mvn N; V-2-Q: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144U/Wig Q; K-I: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144L/Kzg U; G-1-X: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144N/Ozn P; Z-2-J: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144X/Fyz E; K-1-X: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144H/Kie J; U-2-X: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144Z/Lkg I; T-R: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144N/Ezw U; H-Y: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144Q/Wqf J;

Deal Comments

Dksks. Gev Nqbb Qkkxefl 2.00

Pricing Speed

20 KDY

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 18, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Dec 23, 2011