Birch Grove CLO (BIRCH) 3

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	310.000	-	Aaa	-	-	-	-	38.00%	-	Floating	3mL	122	122	3mL+122	-	100.00000
A-2	USD	15.000	-	Aaa	-	-	-	-	35.00%	-	Floating	3mL	145	145	3mL+145	-	100.00000
B-1	USD	33.500	-	Aa2	-	-	-	-	24.30%	-	Floating	3mL	180	180	3mL+180	-	100.00000
B-2	USD	20.000	-	Aa2	-	-	-	-	24.30%	-	Fixed	YLD	225	-	2.450%	2.450%	100.00000
C	USD	25.000	-	A2	-	-	-	-	19.30%	-	Floating	3mL	225	225	3mL+225	-	100.00000
D-1	USD	21.500	-	Baa3	-	-	-	-	15.00%	-	Floating	3mL	320	320	3mL+320	-	100.00000
D-2	USD	12.500	-	Ba1	-	-	-	-	12.50%	-	Floating	3mL	525	525	3mL+511	-	99.00000
E	USD	21.250	-	Ba3	-	-	-	-	8.25%	-	Floating	3mL	725	725	3mL+698	-	98.25000
Sub	USD	42.603	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A-1: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only; A-2: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only; B-1: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only; B-2: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only; C: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only; D-1: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only; D-2: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only; E: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only; Sub: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Only;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 19, 2027

WAL Test Period (YRS)

WAL Test Period End Date

Jan 19, 2031

Research

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