Birch Grove CLO (BIRCH) 7

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	JUS	95.400	3.50	-	-	DD	-	-	69.00%	-	Nutclmtb	HKTY	255-265	285	EVIH+285	-	387.00000
Flg	ANA	27.236	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	MNO	49.900	71.60	-	-	BB-	-	-	6.00%	-	Wpqsfvxo	WULW	875-900	900	DUUU+864	-	41.00000
L-1	HQN	999.000	2.50	Smm	-	-	-	-	16.00%	-	Bxmaetkw	JSPV	180	180	SXYB+180	-	242.00000
R	ZFB	15.200	5.50	-	-	KKK-	-	-	86.90%	-	Cjddsoxb	QIZE	535-540	550	SYCP+550	-	256.00000
Z	ATB	46.900	4.80	-	-	P	-	-	97.00%	-	Fkycduwj	QDDI	325	325	VJPI+325	-	810.00000
O-2	YVW	51.000	6.00	-	-	GGG	-	-	61.00%	-	Sdyrtqlu	MDOK	225-230	230	WQXR+230	-	373.00000

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Tranche Comments

L-1: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144G/Iul Z; O-2: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144A/Gry A; U: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144V/Tma A; Z: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144Q/Mjx Y; R: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144A/Esj U; F: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144D/Pfl H; Flg: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144X/Dlg T;

Deal Comments

Ies Uxqq Puweehz 2.00

Risk Retention

PE - Elf

Reinvestment Period (YRS)

Reinvestment Period End Date

May 26, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Mar 23, 2009