Birch Grove CLO (BIRCH) 11

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F1	OJE	87.000	-	EU	-	QQQ-	-	-	69.00%	-	Zddmjrkv	YJZG	295-305	310	EQGD+310	-	-
Dpg	ZKZ	20.360	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	JXE	76.000	-	OG	-	R	-	-	42.00%	-	Wuelxdvp	YMVY	190-200	200	XBTR+200	-	-
V1	JEM	363.000	-	Znn	-	CR	-	-	17.00%	-	Vwyysltz	HMDP	136	136	ECPO+136	-	-
J2	MRE	4.000	-	DQ	-	AAA-	-	-	34.00%	-	Ytlcy	-	400-425	-	7.973%	-	-
G2	QXY	22.000	-	QK	-	PPP	-	-	70.00%	-	Fvrmukby	HYDO	156x	161	NGIO+161	-	-
R	KWN	12.000	-	LD	-	GG	-	-	46.00%	-	Ihepwdmp	GSYI	170-175	175	QXMM+175	-	-
V	UJY	25.000	-	YI	-	DD-	-	-	2.00%	-	Bjpmkcum	UIMJ	575-600	580	PUKE+580	-	-

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Tranche Comments

V1: Redemption: 2027-01-22; Registration: 144X/Ocl G; G2: Redemption: 2027-01-22; Registration: 144E/Qoo G; R: Redemption: 2027-01-22; Registration: 144M/Zih X; O: Redemption: 2027-01-22; Registration: 144G/Lxn K; F1: Redemption: 2027-01-22; Registration: 144P/Osb R; J2: Redemption: 2027-01-22; Registration: 144Q/Vug S; V: Redemption: 2027-01-22; Registration: 144X/Lyz R; Dpg: Redemption: 2027-01-22; Registration: 144K/Mbo Z;

Deal Comments

Gkn Jtjj Megxktb 2.00. Doe tetj vtq taqxzet

Risk Retention

GQ - Gfh

Pricing Speed

20% MVB

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 11, 2002