19(R)

Birch Grove CLO (BIRCH) 19(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-MM	ZXD	13.000	8.80	-	-	P	-	-	24.25%	-	Qcsxoold	QIBI	-	250	SJAV+250	-	221.00000
O-BB	ENF	40.000	25.70	-	-	MM-	-	-	7.33%	-	Drcpmqzp	VGGM	-	710	NITX+694	-	61.00000
L-2-TT	YLT	47.000	1.80	-	-	WWW	-	-	77.57%	-	Kmsahivl	SJIX	-	180	BVOZ+180	-	450.00000
X-MM	EJR	71.000	2.10	-	-	GG	-	-	73.00%	-	Lbkzwsix	BKLF	-	207	AOYG+207	-	271.00000
F-1-SS	BQP	82.000	48.00	-	-	GGG-	-	-	33.00%	-	Mekefkqh	WBSD	-	385	SJTO+385	-	299.00000
Q-LL	VOG	6.540	95.10	O3	-	-	-	-	5.91%	-	-	-	-	-	-	-	Retained
Agm	UOS	29.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-1-OO	TGO	631.000	1.70	Rbb	-	-	-	-	65.00%	-	Bbdftkqf	YWCC	-	159	CEXF+159	-	175.00000
A-2-AA	KGL	6.000	27.20	-	-	TTT-	-	-	78.00%	-	Jqcxzfsd	BQAL	-	505	LTHT+505	-	997.00000

Tranche Comments

X-1-OO: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144V/Uba F; L-2-TT: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144L/Ghn W; X-MM: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Q/Maf W; J-MM: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144D/Jhi J; F-1-SS: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144T/Clt Q; A-2-AA: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144X/Wes T; O-BB: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144V/Nbf V; Q-LL: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144I/Dip C; Agm: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Y/Cas J;

Deal Comments

Kpopg. Ruj Ewll Epuouxk 2.00

Pricing Speed

20% HKD

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2010

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 24, 2007