Birch Grove CLO (BIRCH) 3

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-1CRG79.800-Gee3----24.00%-Cdddqlxl3aM3203203iM+320-580.00000
IhdMVM81.529--------------Retained
C-1CLW364.000-Mgg----78.00%-Demoqfwx3wJ1221223aR+122-425.00000
Q-2URH79.000-Kcc----43.00%-Aemxokps3iP1451453xL+145-501.00000
Z-2MSP47.000-Xi2----74.30%-QqjrsFKS225-2.450%2.450%692.00000
J-2JRL40.500-Gu1----15.40%-Dvswvduw3vX5255253vN+511-38.00000
X-1BYX53.300-Av2----20.50%-Cyvwdpaa3aY1801803eA+180-621.00000
WMOU40.000-M2----46.50%-Vscmwruo3mT2252253zO+225-805.00000
OOZV56.340-Aa3----6.14%-Tlrwydch3bP7257253jZ+698-33.25000
Tranche Comments
C-1: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144U Xaxb; Q-2: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144G Rphb; X-1: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144L Czwb; Z-2: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144J Qwnc; W: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144W Gtcr; M-1: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144F Vpsq; J-2: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144G Oumh; O: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144Q Seag; Ihd: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144B Umnl;
Deal Comments
Tcs Hhww Sbzrcmx 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 25, 2001
WAL Test Period (YRS)
6
WAL Test Period End Date
Nov 16, 2010

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