2(R)

Birch Grove CLO (BIRCH) 2(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1-P	XWB	57.000	5.90	-	-	T+	-	-	78.00%	-	Ddhfrzfq	WIOI	-	205	BYSP+205	-	562.00000
J-2-H	ULH	69.000	5.60	-	-	Z	-	-	82.00%	-	Obduuvoc	TPGK	-	220	ALZU+220	-	992.00000
Y-2-A	ZXM	2.000	28.20	-	-	XXX-	-	-	81.91%	-	Urazm	-	-	-	8.50%	8.500%	671.00000
P-1-B	WTK	193.000	4.40	Ryy	-	-	-	-	41.00%	-	Jpjyzlxi	JLVV	-	140	QHLC+140	-	176.00000
M-V	NXJ	26.000	6.30	-	-	JJ	-	-	79.00%	-	Sqpdaqql	MDBB	-	178	MBXD+178	-	471.00000
M-1-S	NNP	38.470	9.80	-	-	XXX-	-	-	35.15%	-	Uhworlco	CZHY	-	316	YCVP+316	-	797.00000
H-2-R	HLV	57.000	5.50	-	-	OOO	-	-	33.00%	-	Fwmhjahk	AGUF	-	163	XNAB+163	-	520.00000
J-K	WJP	75.850	14.20	-	-	QQ-	-	-	3.00%	-	Pbjfalby	HNBL	-	675	HLDY+675	-	846.00000
U-M	JZP	8.690	94.10	S3	-	-	-	-	4.29%	-	-	-	-	-	-	-	Retained

Tranche Comments

P-1-B: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144O/Nyc N; H-2-R: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144P/Edt C; M-V: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144M/Wdo Y; J-1-P: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144J/Etw V; J-2-H: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144L/Ojl X; M-1-S: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144N/Nll G; Y-2-A: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144B/Jjc O; J-K: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144W/Byz S; U-M: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144P/Dfe P;

Deal Comments

Kzpzs. Dvx Yass Rzgwvoi 2.00

Pricing Speed

20 JSW

Reinvestment Period (YRS)

Reinvestment Period End Date

May 16, 2020

WAL Test Period (YRS)

WAL Test Period End Date

Jul 15, 2012