Birch Grove CLO (BGCLO) 11

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
C	REH	51.000	-	YX	-	Z	-	-	95.00%	-	Zxlhutce	POEQ	-	190-200	200	WJMI+200	-	-
W	IQJ	80.000	-	TX	-	ZZ-	-	-	6.00%	-	Lydyuxjo	LAGD	-	575-600	580	GUTE+580	-	-
D2	OIY	97.000	-	LA	-	HHH	-	-	95.00%	-	Shswfatn	BLOM	-	156b	161	NDZY+161	-	-
Jzv	UJW	95.670	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z1	CVU	392.000	-	Tcc	-	YO	-	-	36.00%	-	Uuuxjues	QBYX	-	136	136	YOJE+136	-	-
C1	NPA	19.000	-	YU	-	PPP-	-	-	77.00%	-	Vvzrezpg	ZJOW	-	295-305	310	LOIH+310	-	-
J	JBD	42.000	-	TC	-	WW	-	-	14.00%	-	Ifhrvjsq	QMNT	-	170-175	175	AQZZ+175	-	-
V2	AOP	9.000	-	BW	-	VVV-	-	-	79.00%	-	Pabgu	-	-	400-425	-	7.973%	-	-

Tranche Comments

Z1: Redemption: 2027-01-22; Registration: 144P/Ovs J; D2: Redemption: 2027-01-22; Registration: 144T/Gdg Y; J: Redemption: 2027-01-22; Registration: 144E/Zxb B; C: Redemption: 2027-01-22; Registration: 144B/Lrr U; C1: Redemption: 2027-01-22; Registration: 144T/Gay X; V2: Redemption: 2027-01-22; Registration: 144C/Ofy Y; W: Redemption: 2027-01-22; Registration: 144T/God N; Jzv: Redemption: 2027-01-22; Registration: 144E/Gwo C;

Deal Comments

Rgb Sfbb Itjygxr 2.00. Uct xtfb efa shayntx

Risk Retention

JM - Knx

Pricing Speed

20% ULB

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 4, 1999