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
O-FF	UVW	87.000	71.90	-	-	TT-	-	-	9.80%	-	Mpmqhfpm	MJYO	-	710	PCNM+694	-	69.00000
J-1-ZZ	PGI	604.000	1.30	Ajj	-	-	-	-	83.00%	-	Pfeckvpf	TQLF	-	159	ABZU+159	-	721.00000
Z-2-OO	AWK	62.000	4.50	-	-	CCC	-	-	61.55%	-	Kudwbwpl	AHTZ	-	180	MMLJ+180	-	424.00000
K-HH	ZPB	92.000	5.50	-	-	DD	-	-	69.00%	-	Sedajlfs	BTFG	-	207	LJZW+207	-	657.00000
P-1-FF	XJA	66.000	43.00	-	-	VVV-	-	-	29.00%	-	Dcsjczjl	VYBR	-	385	HQOK+385	-	595.00000
L-UU	EKK	3.250	67.40	C3	-	-	-	-	1.19%	-	-	-	-	-	-	-	Retained
H-JJ	GYC	91.000	3.70	-	-	Z	-	-	12.42%	-	Fsluwszd	NVVN	-	250	EQKX+250	-	863.00000
S-2-EE	OZI	4.000	93.80	-	-	III-	-	-	98.00%	-	Dumhuswm	TJGJ	-	505	LBMT+505	-	451.00000
Uha	JIU	84.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-1-ZZ: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144I/Nfb D; Z-2-OO: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144E/Ezj A; K-HH: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144H/Nmb L; H-JJ: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144T/Lfy W; P-1-FF: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144J/Xzb J; S-2-EE: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144A/Czv R; O-FF: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Z/Ylz N; L-UU: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144U/Mqd G; Uha: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144W/Mre K;

Deal Comments

Fmkmv. Fzq Ubmm Ymnazih 2.00

Pricing Speed

20% TGJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 25, 2023

WAL Test Period (YRS)

WAL Test Period End Date

Apr 23, 2016