19(R)

Birch Grove CLO (BGCLO) 19(R)

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
F-1-RR	XGT	756.000	4.60	Pff	-	-	-	-	44.00%	-	Rxvrvqcy	ANZR	-	-	159	EQUY+159	-	319.00000
Sta	TYO	47.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-UU	XIP	86.000	3.90	-	-	GG	-	-	53.00%	-	Ufvdopiy	IOGR	200-210	-	207	PIZG+207	-	505.00000
L-SS	ZEX	8.840	23.10	L3	-	-	-	-	5.24%	-	-	-	-	-	-	-	-	Retained
L-2-XX	IWV	7.000	16.50	-	-	TTT-	-	-	34.00%	-	Ivxersie	QDEU	-	-	505	NZQQ+505	-	755.00000
G-MM	YFN	36.000	59.50	-	-	II-	-	-	9.60%	-	Xzhoukxb	VKQR	700-710	-	710	MOVD+694	-	88.00000
Z-1-KK	MHK	16.000	31.00	-	-	KKK-	-	-	45.00%	-	Nwqcjpnl	NJPD	-	-	385	QXJP+385	-	940.00000
G-2-ZZ	LFB	25.000	2.90	-	-	DDD	-	-	26.91%	-	Bqeckvfp	ULMN	179-182	-	180	ZBFJ+180	-	366.00000
Y-FF	IZS	33.000	7.50	-	-	M	-	-	82.39%	-	Qrzetwou	IKTW	245-260	-	250	XELU+250	-	905.00000

Tranche Comments

F-1-RR: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144V/Mhm D; G-2-ZZ: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144T/Abg K; Z-UU: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144C/Bij K; Y-FF: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144J/Gok F; Z-1-KK: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144L/Obr M; L-2-XX: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144D/Its Y; G-MM: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Q/Jln W; L-SS: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144B/Xdw E; Sta: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144L/Ptb Y;

Deal Comments

Jwkwm. Stu Geaa Jwevtkc 2.00

Pricing Speed

20% EXT

Reinvestment Period (YRS)

Reinvestment Period End Date

May 13, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Dec 28, 2015