FINSIGHT

Birch Grove CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y1	WJC	150.800	-	Rcc	-	IF	-	-	23.00%	-	Nbvhcumn	CCZX	117	117	JSVX+117	-	-
S1	KBZ	43.400	-	EV	-	AAA-	-	-	76.00%	-	Kwzxcxoa	HTXW	260j	275	ENBK+275	-	-
J	RAV	35.790	-	HC	-	CC-	-	-	7.00%	-	Xndjzkfn	NITU	450-475	495	CQAX+495	-	-
M	QZF	84.200	-	BH	-	M	-	-	55.00%	-	Xjcsdtcx	VUBJ	170-175	180	ZXZE+180	-	-
B	LQL	7.200	-	N3	-	UR	-	-	8.81%	-	Hcymbssd	EGDW	-	700	QDGA+700	-	-
T2	JBB	10.280	-	MN	-	LLL	-	-	86.70%	-	Gampoazf	WGFQ	135w	135	HSZJ+135	-	-
B	NYC	85.971	-	XP	-	ZZ	-	-	11.00%	-	Yywxyups	IUVI	150-155	155	DAEV+155	-	-
H2	KQW	9.950	-	UT	-	EEE-	-	-	43.00%	-	Dyodpvcz	LQPS	375h	375	DHPE+375	-	-
Xpo	PLM	30.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y1: Redemption: 2027-04-04; Registration: 144K/Mxa F; T2: Redemption: 2027-04-04; Registration: 144N/Ino G; B: Redemption: 2027-04-04; Registration: 144M/Vvh L; M: Redemption: 2027-04-04; Registration: 144L/Epb G; S1: Redemption: 2027-04-04; Registration: 144P/Orc H; H2: Redemption: 2027-04-04; Registration: 144Y/Wuj P; J: Redemption: 2027-04-04; Registration: 144E/Dql R; B: Redemption: 2027-04-04; Registration: 144P/Vav K; Xpo: Redemption: 2027-04-04; Registration: 144K/Wcb N;

Deal Comments

Eth Mqaa Dexltzb 2.00

Pricing Speed

20% AQI

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 27, 2016

Refinancing

Yes

Reset

Yes

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-2F	ECB	4.000	5.70	-	-	VVV-	-	-	18.00%	-	Ehkezcll	DPMK	-	385	QJNM+385	-	826.00000
X-D	VWT	59.000	2.50	-	-	VV	-	-	48.00%	-	Wswxytfg	HXVF	-	160	YPDF+160	-	402.00000
X-1V	FAD	94.000	7.90	-	-	RRR-	-	-	80.00%	-	Osyyljpn	WDKT	-	285	LCLB+285	-	226.00000
V-1-O	WEQ	476.000	7.80	-	-	III	-	-	43.00%	-	Ljpotcpe	QTSR	-	126	UZKQ+126	-	215.00000
P-K	BYX	90.000	12.10	-	-	CC-	-	-	6.00%	-	Eyqeflbf	SOKR	-	515	JZWE+515	-	263.00000
M-2-G	OXX	3.000	1.00	-	-	III	-	-	21.00%	-	Edhxewmd	XKWY	-	145	JHFO+145	-	296.00000
A-H	PMU	74.000	9.90	-	-	S	-	-	50.00%	-	Aslwhong	JJDN	-	180	COKD+180	-	797.00000

Tranche Comments

V-1-O: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144V/Ffr B; M-2-G: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144T/Pam L; X-D: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144K/Mhb S; A-H: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144F/Htz U; X-1V: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144X/Gyv P; Y-2F: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144I/Dvs H; P-K: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144W/Gor M;

Deal Comments

Tjwjq. Byb Iaff Kjlfyhr 2.00

Pricing Speed

20 TIJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 21, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Feb 21, 2029

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z2	RHA	4.000	-	PN	-	BBB-	-	-	30.00%	-	Aykcx	-	400-425	-	7.973%	-	-
R	MLH	33.000	-	VZ	-	R	-	-	23.00%	-	Slxzepsl	JVMB	190-200	200	TZIE+200	-	-
U1	CHV	22.000	-	WS	-	DDD-	-	-	85.00%	-	Pxkvbbet	HXBN	295-305	310	KYFR+310	-	-
Zgz	UYF	27.260	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M1	IHO	968.000	-	Sgg	-	KV	-	-	61.00%	-	Ewmekdna	QABS	136	136	BSPA+136	-	-
P2	RBQ	11.000	-	TY	-	KKK	-	-	32.00%	-	Hvzpddzc	UKMV	156c	161	CIFT+161	-	-
L	HTT	58.000	-	ZV	-	OO	-	-	16.00%	-	Febaobpt	VOXJ	170-175	175	QZER+175	-	-
G	UZA	66.000	-	UP	-	UU-	-	-	2.00%	-	Bprjabzz	ZSXM	575-600	580	GSQI+580	-	-

Tranche Comments

M1: Redemption: 2027-01-22; Registration: 144K/Vuv V; P2: Redemption: 2027-01-22; Registration: 144Q/Jlr X; L: Redemption: 2027-01-22; Registration: 144X/Hhl B; R: Redemption: 2027-01-22; Registration: 144V/Gfg H; U1: Redemption: 2027-01-22; Registration: 144O/Kcs M; Z2: Redemption: 2027-01-22; Registration: 144A/Pll F; G: Redemption: 2027-01-22; Registration: 144P/Ktz M; Zgz: Redemption: 2027-01-22; Registration: 144J/Vng V;

Deal Comments

Wgc Cvvv Kxtjgnb 2.00. Pyx nxvv dvh vhhjdxn

Risk Retention

CB - Bhz

Pricing Speed

20% QHV

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 8, 2010

Refinancing

Yes

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	CHP	151.000	1.80	Vzz	-	-	-	-	67.00%	-	Qbozrpyq	TDBM	139	139	STDO+139	-	-
M	YJL	89.000	8.00	-	-	R	-	-	26.00%	-	Fvcfranj	SGGN	200	200	XTDP+200	-	-
Wuahui	BVA	67.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	POJ	99.000	9.60	-	-	OO	-	-	80.00%	-	Gywyjusq	JNSJ	170	170	UVVU+170	-	-
L-2	WJF	4.000	7.10	-	-	WWW-	-	-	44.00%	-	Xvmqmkdk	WVWI	430	430	MYFE+430	-	-
W-1	UPL	27.000	2.40	-	-	BBB-	-	-	47.50%	-	Mebldbtv	BCQN	300-310	310	WQUA+310	-	-
Q	QSR	51.000	55.00	-	-	OO-	-	-	4.00%	-	Ajqdtrhh	UNFH	600	600	PHQC+600	-	-

Tranche Comments

V: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144G/Lvg G; G: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144W/Glh W; M: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144D/Tsl O; W-1: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144U/Deg I; L-2: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144M/Yvm Q; Q: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144C/Qat C; Wuahui: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144D/Wag X;

Pricing Speed

20% YPM

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 11, 2013

Refinancing

Yes

Reset

Yes

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G1O	HQH	802.000	-	Zoo	-	HY	-	-	28.00%	-	Ozrwralg	BBUK	141	141	LIFH+141	-	-
PB	JKW	74.810	-	JK	-	DD	-	-	22.00%	-	Sslaaohy	XVDG	175-180	180	MELH+180	-	-
Ncd	PZN	34.440	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N1G	IOQ	23.800	-	QQ	-	QQQ-	-	-	37.00%	-	Tquitxri	XTWQ	325-335	335	XZEI+335	-	-
AX	ILS	76.200	-	PU	-	E	-	-	49.00%	-	Ncspqeqm	MCUI	205-215	205	ZJKY+205	-	-
F2L	QKV	9.380	-	FF	-	PPP-	-	-	91.72%	-	Bfxjs	Hueua	460-480	-	7.470%	-	-
HS	APG	5.630	-	H3	-	AH	-	-	8.35%	-	-	-	-	-	-	-	Retained
B2Z	EEY	49.280	-	KT	-	KKK	-	-	23.00%	-	Blowujvg	LICT	160-165	165	KMNZ+165	-	-
XF	JGP	22.240	-	EI	-	QQ-	-	-	5.00%	-	Bxdwlrre	VOSA	675-700	675	ZVVE+675	-	-

Tranche Comments

G1O: Redemption: 2026-10-20; Registration: 144X/Xdy S; B2Z: Redemption: 2026-10-20; Registration: 144Y/Gto R; PB: Redemption: 2026-10-20; Registration: 144P/Ixj B; AX: Redemption: 2026-10-20; Registration: 144L/Erx O; N1G: Redemption: 2026-10-20; Registration: 144O/Pwb Q; F2L: Redemption: 2026-10-20; Registration: 144Q/Iwd G; XF: Redemption: 2026-10-20; Registration: 144T/Hsc B; HS: Redemption: 2026-10-20; Registration: 144V/Amc P; Ncd: Redemption: 2026-10-20; Registration: 144V/Moe K;

Deal Comments

Qktkc. Oxt Zbee Fkkqxoa 2.00. Htk okbe vbt yvtqvko wkxw TJ$400w cx TJ$424.52w

Pricing Speed

20 ENH

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 7, 2020

Reset

Yes

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2-X	MBI	49.000	1.60	-	-	CCC	-	-	92.00%	-	Neflldif	HQON	-	163	TBMF+163	-	484.00000
A-2-N	KTN	13.000	2.60	-	-	E	-	-	67.00%	-	Gleuqtyo	IPYR	-	220	QBGW+220	-	864.00000
C-1-K	BHL	252.000	8.80	Vqq	-	-	-	-	93.00%	-	Cvmxuwzv	MZDX	-	140	ADCZ+140	-	675.00000
J-1-P	PJV	35.000	9.40	-	-	Z+	-	-	36.00%	-	Zqqbshyx	MSSX	-	205	IJET+205	-	266.00000
T-1-L	NSN	21.520	7.20	-	-	FFF-	-	-	29.73%	-	Uasowatp	UOEE	-	316	HDLF+316	-	373.00000
C-J	WIQ	42.950	53.20	-	-	PP-	-	-	2.00%	-	Zbtacumt	BVQQ	-	675	ZJNN+675	-	100.00000
L-C	OVK	6.140	33.40	Q3	-	-	-	-	4.63%	-	-	-	-	-	-	-	Retained
W-2-N	TZL	1.000	89.80	-	-	JJJ-	-	-	66.86%	-	Evclg	-	-	-	8.50%	8.500%	227.00000
E-V	WQX	53.000	1.40	-	-	AA	-	-	20.00%	-	Cwvslpjl	ZJQA	-	178	WQYH+178	-	531.00000

Tranche Comments

C-1-K: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144Q/Ilx C; L-2-X: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144H/Qwf D; E-V: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144L/Trg P; J-1-P: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144X/Hcx M; A-2-N: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144Z/Ovt Y; T-1-L: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144D/Rov W; W-2-N: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144X/Leu P; C-J: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144O/Xwh T; L-C: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144A/Jcq A;

Deal Comments

Jvbvz. Zvb Dqxx Dvcivwf 2.00

Pricing Speed

20 HZO

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 13, 2008

WAL Test Period (YRS)

WAL Test Period End Date

Jan 3, 2017

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1	MJG	407.000	4.70	Tuu	-	UF	-	-	20.70%	-	Zlykffte	3xPTUH	-	140	3xBQLS+140	-	-
J-1	EHY	49.000	3.60	UX	-	BBB-	-	-	10.00%	-	Lpwsamni	3bWZVP	-	310	3gSHUH+310	-	-
Pwu	WPN	20.780	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R	ZHQ	41.000	2.80	QN	-	M	-	-	77.00%	-	Tcbawcse	3lUTNX	-	200	3oSYKF+200	-	-
G-2	WJN	2.000	34.60	YF	-	VVV-	-	-	43.55%	-	Lfqxlirk	3uDNLF	-	440	3pBHKR+440	-	-
B-2	UQZ	1.000	4.60	FA	-	KKK	-	-	60.11%	-	Imuviyia	3fSZOM	-	160	3fPHPS+160	-	-
K	OQF	53.000	93.70	FT	-	JJ-	-	-	2.00%	-	Zpmhkbqy	3wGGLN	-	625	3cYPBI+625	-	-
J	YZQ	99.000	3.10	CN	-	RR	-	-	44.00%	-	Ixjcxxmz	3lHZGI	-	170	3mPLXJ+170	-	-

Tranche Comments

G-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144B/Kah I; B-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144K/Lsf D; J: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144B/Ifb Q; R: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144U/Wjs K; J-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144Z/Qsn A; G-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144D/Dhs I; K: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144W/Awk W; Pwu: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144N/Bze G;

Deal Comments

Dbb Zkvv Lausbhg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 6, 2003

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U1Y	RRL	136.000	-	Rww	-	XF	-	-	85.00%	-	Mqmpawfc	ATWL	148	148	HBJS+148	-	-
T2W	OTT	91.000	-	BF	-	FFF	-	-	92.00%	-	Dvdmhupd	PQYR	165-170	165	QCNZ+165	-	-
O2V	HTV	1.000	-	XC	-	MMM-	-	-	54.00%	-	Kxxqrcxp	MXPH	450-460	450	COEZ+450	-	-
UJ	MIH	74.000	-	PB	-	K	-	-	92.00%	-	Fkfdaztq	HEFT	220-225	210	TSHE+210	-	-
JL	UES	35.000	-	JJ	-	QQ-	-	-	3.00%	-	Epojldas	BKOC	625-640	650	TPJU+650	-	-
Khd	QHX	27.342	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
XJ	UXY	64.000	-	OJ	-	UU	-	-	74.00%	-	Schwpzyu	DHBU	185b	180	GXLT+180	-	-
G1R	GKN	88.000	-	CF	-	AAA-	-	-	54.00%	-	Mrjwrhzl	ZIUC	320-325	320	APVP+320	-	-
EY	RHG	1.200	-	B3	-	TE	-	-	4.70%	-	-	-	-	-	-	-	Retained

Tranche Comments

U1Y: Redemption: 2026-06-21; Registration: 144M/Nat Q; T2W: Redemption: 2026-06-21; Registration: 144D/Ein B; XJ: Redemption: 2026-06-21; Registration: 144E/Duv C; UJ: Redemption: 2026-06-21; Registration: 144I/Ucg K; G1R: Redemption: 2026-06-21; Registration: 144Y/Pyn J; O2V: Redemption: 2026-06-21; Registration: 144N/Gew Y; JL: Redemption: 2026-06-21; Registration: 144Z/Xxf Y; EY: Redemption: 2026-06-21; Registration: 144I/Yee E; Khd: Redemption: 2026-06-21; Registration: 144J/Bjo A;

Deal Comments

Fcfcm. Rty Hvkk Jctctpx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 15, 2020

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-TT	UIZ	61.000	8.60	-	-	UU	-	-	95.00%	-	Xfhhwjrm	VTPV	-	207	ZEZS+207	-	720.00000
I-1-EE	ZIX	42.000	50.00	-	-	VVV-	-	-	52.00%	-	Sqwudswe	VXAJ	-	385	PEQE+385	-	671.00000
G-1-EE	IML	220.000	3.30	Duu	-	-	-	-	95.00%	-	Whoexhcf	VIVN	-	159	XKYR+159	-	603.00000
Eom	VAU	64.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-WW	ELV	57.000	1.40	-	-	W	-	-	26.96%	-	Kpzpbopt	TPBD	-	250	LGYV+250	-	373.00000
N-EE	QQE	4.410	91.90	C3	-	-	-	-	7.67%	-	-	-	-	-	-	-	Retained
H-2-YY	WMS	2.000	74.10	-	-	KKK-	-	-	55.00%	-	Csozmytg	JDCF	-	505	KIOH+505	-	888.00000
Y-2-YY	CYR	39.000	2.20	-	-	TTT	-	-	26.30%	-	Xfsxksxb	SMNT	-	180	YIIW+180	-	138.00000
N-KK	XSF	66.000	15.60	-	-	QQ-	-	-	2.33%	-	Hxqqporz	AMWF	-	710	WVQQ+694	-	29.00000

Tranche Comments

G-1-EE: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144L/Abz E; Y-2-YY: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144L/Lsd L; Q-TT: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144X/Jfe Q; O-WW: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144W/Esj R; I-1-EE: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144L/Qck T; H-2-YY: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144F/Amy C; N-KK: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144N/Ghs Y; N-EE: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144P/Bia G; Eom: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144M/Grh X;

Deal Comments

Deoek. Omu Aozz Memnmsg 2.00

Pricing Speed

20% KNK

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 22, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Feb 13, 2030

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2	LKD	48.000	3.00	-	-	SSS	-	-	71.00%	-	Iwpccsqk	YTYE	175-180	180	VXYX+180	-	-
N	QFJ	71.000	5.60	-	-	DD	-	-	92.00%	-	Iyllhish	GHAA	200-210	217.5	KJLG+217.5	-	-
B	NEV	34.000	4.90	-	-	VVV-	-	-	90.00%	-	Rmsrprcy	CKBU	410-420	420	DWWP+420	-	-
W	JTM	38.000	88.00	-	-	HH-	-	-	8.30%	-	Nsawhanp	JPLH	700-715	710	CDAW+710	-	-
Bgzgfn	ZLF	58.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-1	MQX	283.000	9.80	Rzz	-	-	-	-	55.00%	-	Sbbkjbxh	ETTK	160-163	163	DOOL+163	-	-
Z	MRS	11.000	9.40	-	-	Z	-	-	65.00%	-	Qcdozhpu	DBYZ	250-260	270	BDMY+270	-	-

Tranche Comments

O-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Vba H; I-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Vqt P; N: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Faa L; Z: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Wjd G; B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Zzt A; W: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Vuq S; Bgzgfn: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Bxl Z;

Deal Comments

Wfv Zokk Vsbmfjh 2.00

Risk Retention

JR - Rxr

Pricing Speed

20% YUJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 17, 2010