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
S-1-N	TWS	293.000	5.70	Lzz	-	-	-	-	76.00%	-	Xrcjpuvb	UIPC	-	140	QQSF+140	-	910.00000
S-2-C	IUE	57.000	8.70	-	-	E	-	-	37.00%	-	Lvwaqfwx	UYNM	-	220	PSME+220	-	254.00000
I-1-P	AMX	16.970	4.60	-	-	BBB-	-	-	80.59%	-	Aubbrper	DWJB	-	316	NBDU+316	-	481.00000
N-2-U	FWW	9.000	47.70	-	-	TTT-	-	-	96.36%	-	Ovyrf	-	-	-	8.50%	8.500%	800.00000
U-1-W	NXR	80.000	3.40	-	-	T+	-	-	45.00%	-	Lloryfty	QYMH	-	205	KPUG+205	-	882.00000
K-D	KAB	41.280	44.80	-	-	KK-	-	-	8.00%	-	Xvxymfoj	TYTI	-	675	VMVG+675	-	741.00000
V-O	RKZ	1.810	26.90	R3	-	-	-	-	5.25%	-	-	-	-	-	-	-	Retained
D-2-N	RCG	93.000	6.70	-	-	MMM	-	-	16.00%	-	Uvodyvxf	PNBP	-	163	HLVQ+163	-	818.00000
W-I	ZKI	13.000	2.20	-	-	TT	-	-	40.00%	-	Myxkolme	ZWTT	-	178	WYML+178	-	595.00000

Tranche Comments

S-1-N: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144T/Zfz T; D-2-N: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144F/Jnh C; W-I: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144F/Wnm G; U-1-W: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144X/Iyc S; S-2-C: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144U/Etl N; I-1-P: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144T/Ona G; N-2-U: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144F/Ker O; K-D: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144Q/Fto Y; V-O: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144D/Tty J;

Deal Comments

Vgcgj. Qhh Etpp Hgsshfv 2.00

Pricing Speed

20 BCP

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 9, 2003

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Mar 5, 2012