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
N-2-Q	KXB	91.000	6.50	-	-	BBB	-	-	28.00%	-	Sqjvrwcg	MYCZ	-	163	PYXG+163	-	936.00000
T-E	HAU	26.870	98.20	-	-	MM-	-	-	8.00%	-	Osjhxtby	DWAV	-	675	QEGV+675	-	608.00000
F-T	EQH	5.570	85.60	V3	-	-	-	-	1.78%	-	-	-	-	-	-	-	Retained
O-1-Z	TNX	19.000	4.30	-	-	B+	-	-	39.00%	-	Hbsvhctz	PXAP	-	205	BAPM+205	-	204.00000
G-P	ZOP	14.000	4.50	-	-	OO	-	-	66.00%	-	Edscoubs	UUNN	-	178	YBYR+178	-	209.00000
Z-2-X	FCS	38.000	1.90	-	-	E	-	-	84.00%	-	Jrvdkhwh	NVPF	-	220	YAHU+220	-	280.00000
L-1-Q	OVE	775.000	8.10	Cjj	-	-	-	-	68.00%	-	Rywlqvlq	YLAB	-	140	QPNO+140	-	956.00000
I-1-L	HWK	53.230	8.90	-	-	NNN-	-	-	66.76%	-	Wmrezczh	XSOT	-	316	NDEW+316	-	119.00000
T-2-I	OGY	6.000	20.80	-	-	MMM-	-	-	61.34%	-	Evznj	-	-	-	8.50%	8.500%	479.00000

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Tranche Comments

L-1-Q: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144D/Lzo D; N-2-Q: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144C/Gfh Q; G-P: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144Y/Ksz T; O-1-Z: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144D/Kqs Z; Z-2-X: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144E/Blv S; I-1-L: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144F/Rnv A; T-2-I: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144P/Pwl Y; T-E: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144Y/Fcw W; F-T: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144U/Xlf U;

Deal Comments

Incnq. Jos Vnss Unpgodb 2.00

Pricing Speed

20 FMR

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 27, 2025

WAL Test Period (YRS)

WAL Test Period End Date

Oct 31, 2005