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
K	LLA	30.665	-	GH	-	ZZ	-	-	79.00%	-	Yyrecqld	ADGU	150-155	155	KAOL+155	-	-
R	CVM	8.290	-	H3	-	IX	-	-	9.52%	-	Owlohrqt	GCYB	-	700	MVXN+700	-	-
H	BWJ	39.600	-	UN	-	F	-	-	92.00%	-	Chejzzwf	KVFM	170-175	180	HPDC+180	-	-
P1	GQM	23.700	-	FC	-	JJJ-	-	-	90.00%	-	Trryfqag	HHQF	260f	275	JWFV+275	-	-
L1	KGF	646.100	-	Ghh	-	BB	-	-	42.00%	-	Jhzkeyek	HBXF	117	117	BDTN+117	-	-
Zej	FTI	34.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R2	JKZ	6.330	-	FD	-	RRR-	-	-	54.00%	-	Xkuwplpj	YVVY	375k	375	YMFI+375	-	-
V2	IVO	20.336	-	FL	-	NNN	-	-	94.10%	-	Yccdbaas	PLKH	135s	135	XIBP+135	-	-
A	RRA	13.200	-	HY	-	II-	-	-	4.00%	-	Dejwfhtf	IXMK	450-475	495	YICF+495	-	-

Tranche Comments

L1: Redemption: 2027-04-04; Registration: 144I/Bcv J; V2: Redemption: 2027-04-04; Registration: 144U/Bes E; K: Redemption: 2027-04-04; Registration: 144U/Bhn R; H: Redemption: 2027-04-04; Registration: 144O/Dia U; P1: Redemption: 2027-04-04; Registration: 144H/Xhe V; R2: Redemption: 2027-04-04; Registration: 144Q/Xtl R; A: Redemption: 2027-04-04; Registration: 144N/Pil U; R: Redemption: 2027-04-04; Registration: 144Z/Qox D; Zej: Redemption: 2027-04-04; Registration: 144M/Voi R;

Deal Comments

Ayv Jhww Jcfayxn 2.00

Pricing Speed

20% WKI

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 4, 2017

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-A	VSF	80.000	9.20	-	-	YY	-	-	12.00%	-	Krlxcwpy	LCQI	-	160	YVCI+160	-	771.00000
V-1K	NPT	95.000	3.60	-	-	III-	-	-	38.00%	-	Isykwdll	XGTA	-	285	JVMT+285	-	437.00000
U-1-A	TPX	998.000	3.10	-	-	UUU	-	-	29.00%	-	Gdhzazdr	EWFJ	-	126	MZZE+126	-	212.00000
E-L	KHD	53.000	1.30	-	-	V	-	-	51.00%	-	Upfmxhcg	LCZQ	-	180	GIVT+180	-	793.00000
U-2N	VKH	9.000	6.10	-	-	YYY-	-	-	16.00%	-	Kfqkbfze	MDNG	-	385	UVUT+385	-	384.00000
Q-2-L	NIP	9.000	9.00	-	-	KKK	-	-	68.00%	-	Qkcehknp	EYXG	-	145	PGFT+145	-	754.00000
U-A	NBB	11.000	83.60	-	-	MM-	-	-	1.00%	-	Gjbzxxet	PLNV	-	515	PMMB+515	-	417.00000

Tranche Comments

U-1-A: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144B/Xpw M; Q-2-L: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144Q/Pva E; M-A: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144K/Coa Y; E-L: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144I/Dyi R; V-1K: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144X/Iau L; U-2N: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144O/Oac O; U-A: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144D/Ckg D;

Deal Comments

Evpve. Awy Rnaa Wvyiwet 2.00

Pricing Speed

20 FFQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 24, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Jul 24, 2025

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Uvn	ERR	93.990	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	KIB	24.000	-	JC	-	M	-	-	33.00%	-	Cqrqmfor	WJPQ	190-200	200	EMBR+200	-	-
M1	LSV	424.000	-	Daa	-	GH	-	-	93.00%	-	Lfoqsybu	BWFF	136	136	XMQT+136	-	-
F2	LEA	61.000	-	NH	-	MMM	-	-	62.00%	-	Urojpsro	AKPY	156q	161	GGUP+161	-	-
R	AZE	27.000	-	TE	-	XX	-	-	47.00%	-	Vuyofymo	BGVS	170-175	175	KJEV+175	-	-
H	CYP	74.000	-	XE	-	DD-	-	-	6.00%	-	Tdlslisa	ADXH	575-600	580	DTQX+580	-	-
F1	QNK	60.000	-	HN	-	YYY-	-	-	77.00%	-	Qyjdyirg	WDAO	295-305	310	BELD+310	-	-
A2	KGB	8.000	-	OJ	-	XXX-	-	-	38.00%	-	Qzpkt	-	400-425	-	7.973%	-	-

Tranche Comments

M1: Redemption: 2027-01-22; Registration: 144E/Tzm N; F2: Redemption: 2027-01-22; Registration: 144F/Kqo Y; R: Redemption: 2027-01-22; Registration: 144L/Znu T; Z: Redemption: 2027-01-22; Registration: 144A/Zhw O; F1: Redemption: 2027-01-22; Registration: 144X/Irp G; A2: Redemption: 2027-01-22; Registration: 144E/Aah C; H: Redemption: 2027-01-22; Registration: 144A/Bpg N; Uvn: Redemption: 2027-01-22; Registration: 144C/Lav V;

Deal Comments

Ymn Fdnn Qycomrj 2.00. Rey rydn ddb smboxyr

Risk Retention

QZ - Jpk

Pricing Speed

20% IEH

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2026

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
R	EPM	23.000	7.00	-	-	Q	-	-	93.00%	-	Xyfobjem	KKLF	200	200	EXSJ+200	-	-
A-2	RAG	5.000	7.90	-	-	HHH-	-	-	28.00%	-	Mbfuqhog	HXPO	430	430	MAIG+430	-	-
Csjits	IFL	53.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	BKT	89.000	8.10	-	-	QQ	-	-	35.00%	-	Lrvmrong	QNQS	170	170	ITVO+170	-	-
K	AUB	76.000	18.00	-	-	GG-	-	-	4.00%	-	Wqpacqyp	YBCF	600	600	UJIN+600	-	-
E-1	QXT	91.000	9.10	-	-	LLL-	-	-	55.50%	-	Frqqhsir	ADDJ	300-310	310	MQDC+310	-	-
W	HBE	424.000	8.20	Gpp	-	-	-	-	47.00%	-	Dqjjcwsg	WPOE	139	139	VVNZ+139	-	-

Tranche Comments

W: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144P/Btu R; G: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144O/Vdq O; R: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144Z/Kle Z; E-1: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144D/Zmr Q; A-2: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144O/Zow A; K: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144O/Xzg V; Csjits: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144A/Onn S;

Pricing Speed

20% APA

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 1999

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
EN	OXO	98.300	-	SR	-	K	-	-	57.00%	-	Dlhxwyhv	YYSF	205-215	205	XMWP+205	-	-
A1Z	PCL	77.800	-	GZ	-	XXX-	-	-	64.00%	-	Mbclzmmz	ZOWK	325-335	335	GYHE+335	-	-
L2Z	ZOA	32.500	-	SO	-	QQQ	-	-	53.00%	-	Qekyjtmt	UBIY	160-165	165	EQZX+165	-	-
D2F	NOA	7.940	-	FQ	-	AAA-	-	-	22.28%	-	Wfvrp	Bnvid	460-480	-	7.470%	-	-
PO	HBI	6.280	-	F3	-	IW	-	-	8.29%	-	-	-	-	-	-	-	Retained
ZF	RHQ	60.670	-	GK	-	II-	-	-	9.00%	-	Chcyuppb	KGCD	675-700	675	QSKE+675	-	-
Lhp	IAW	55.610	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C1X	RKP	287.000	-	Ett	-	GL	-	-	96.00%	-	Mhlyxrmi	UWSA	141	141	UWEZ+141	-	-
YZ	CXX	25.910	-	LS	-	DD	-	-	74.00%	-	Rrxhtxsl	QPMG	175-180	180	ANIS+180	-	-

Tranche Comments

C1X: Redemption: 2026-10-20; Registration: 144Z/Tao Y; L2Z: Redemption: 2026-10-20; Registration: 144H/Bwn W; YZ: Redemption: 2026-10-20; Registration: 144B/Lck Y; EN: Redemption: 2026-10-20; Registration: 144Y/Vvl W; A1Z: Redemption: 2026-10-20; Registration: 144B/Rjc P; D2F: Redemption: 2026-10-20; Registration: 144J/Qlw L; ZF: Redemption: 2026-10-20; Registration: 144C/Eoe H; PO: Redemption: 2026-10-20; Registration: 144O/Njx P; Lhp: Redemption: 2026-10-20; Registration: 144E/Asl I;

Deal Comments

Vknki. Vtg Vkjj Bkyltkr 2.00. Kqk kkkj vkn irnlnkk fytr PI$400r it PI$424.52r

Pricing Speed

20 ZHT

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 7, 2000

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2-H	YTF	62.000	7.10	-	-	D	-	-	44.00%	-	Xmdamoim	QSWI	-	220	DYLY+220	-	885.00000
F-1-W	XSV	41.810	2.20	-	-	JJJ-	-	-	42.82%	-	Vpouswzm	TXVP	-	316	NUZK+316	-	136.00000
P-L	UWV	48.000	5.60	-	-	RR	-	-	26.00%	-	Kfdrxxxu	AOAM	-	178	QBCU+178	-	897.00000
A-2-F	NTR	3.000	98.80	-	-	KKK-	-	-	31.84%	-	Hrzih	-	-	-	8.50%	8.500%	244.00000
K-H	OMZ	28.900	48.30	-	-	DD-	-	-	3.00%	-	Pjpqhwaz	JXSJ	-	675	DGDN+675	-	386.00000
J-2-N	UIE	90.000	8.90	-	-	OOO	-	-	61.00%	-	Hdfuxdbp	WXDB	-	163	NOTL+163	-	508.00000
U-1-S	OJF	889.000	6.80	Woo	-	-	-	-	10.00%	-	Umpmrfdn	VXMD	-	140	JKOA+140	-	591.00000
C-1-G	XVW	88.000	2.10	-	-	B+	-	-	47.00%	-	Pselzomn	KXXS	-	205	JKHD+205	-	210.00000
Y-G	TXD	8.140	60.90	B3	-	-	-	-	6.60%	-	-	-	-	-	-	-	Retained

Tranche Comments

U-1-S: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144I/Jcf L; J-2-N: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144M/Lcs E; P-L: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144F/Zsn F; C-1-G: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144I/Cjw U; A-2-H: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144M/Noi O; F-1-W: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144U/Rjn O; A-2-F: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144P/Cbr M; K-H: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144I/Nhn K; Y-G: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144O/Fnd I;

Deal Comments

Uuuue. Ujf Gfhh Iuxqjpb 2.00

Pricing Speed

20 IIT

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 25, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Feb 21, 2006

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	LPV	20.000	1.60	LN	-	SS	-	-	93.00%	-	Xkcxjynh	3tJQKC	-	170	3oSOML+170	-	-
W-2	QZT	8.000	44.20	WR	-	FFF-	-	-	82.84%	-	Vsbmuphi	3xZNON	-	440	3cIPNZ+440	-	-
X-1	IHF	346.000	6.90	Fpp	-	WA	-	-	85.30%	-	Qwovbvrr	3wYUMY	-	140	3nTNSD+140	-	-
Uho	PWP	33.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-2	KIA	9.000	9.60	NW	-	LLL	-	-	20.68%	-	Gvpxabkk	3hNAVC	-	160	3kMHQJ+160	-	-
D	WBI	29.000	72.60	FC	-	NN-	-	-	4.00%	-	Hwfmeoko	3jTPYP	-	625	3mBITJ+625	-	-
O	KLD	98.000	4.90	IL	-	B	-	-	58.00%	-	Aszzybqo	3gYTEZ	-	200	3vNZOF+200	-	-
F-1	PQK	82.000	5.60	VI	-	PPP-	-	-	49.00%	-	Ovoppfco	3eHMCK	-	310	3hMTJT+310	-	-

Tranche Comments

X-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144O/Lrc L; A-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144F/Xxx W; X: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144C/Gqp B; O: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144N/Xex B; F-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144H/Twp B; W-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144C/Tfc E; D: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144C/Asr B; Uho: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144U/Lim Q;

Deal Comments

Dyg Qsgg Vjkzyet 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 10, 2004

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
WX	ELI	43.000	-	ML	-	RR-	-	-	7.00%	-	Luqqrkqf	VKII	625-640	650	WBTS+650	-	-
I2S	NLA	3.000	-	XX	-	RRR-	-	-	54.00%	-	Jqmwkpqw	DTWS	450-460	450	TONX+450	-	-
T2D	PEH	61.000	-	WQ	-	BBB	-	-	67.00%	-	Fjkybmal	JDVC	165-170	165	QCYU+165	-	-
NX	JYY	78.000	-	HB	-	PP	-	-	45.00%	-	Mpzoxdpl	KUSY	185u	180	DIDV+180	-	-
J1Y	XZW	796.000	-	Hff	-	PA	-	-	50.00%	-	Rqlrkmvw	NAOT	148	148	IKIO+148	-	-
WZ	QSO	92.000	-	JY	-	Z	-	-	60.00%	-	Dsdhmpwq	PNDW	220-225	210	SQGD+210	-	-
W1M	ABD	51.000	-	CO	-	KKK-	-	-	42.00%	-	Jblmxvkl	QIGX	320-325	320	UNED+320	-	-
ZX	YXG	4.400	-	I3	-	PV	-	-	8.70%	-	-	-	-	-	-	-	Retained
Dum	ZRQ	39.504	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J1Y: Redemption: 2026-06-21; Registration: 144V/Lbd B; T2D: Redemption: 2026-06-21; Registration: 144N/Kfh D; NX: Redemption: 2026-06-21; Registration: 144Q/Xmw S; WZ: Redemption: 2026-06-21; Registration: 144T/Rqv E; W1M: Redemption: 2026-06-21; Registration: 144C/Xdt M; I2S: Redemption: 2026-06-21; Registration: 144Z/Zrq X; WX: Redemption: 2026-06-21; Registration: 144L/Kzi E; ZX: Redemption: 2026-06-21; Registration: 144L/Jpo R; Dum: Redemption: 2026-06-21; Registration: 144Z/Qdr I;

Deal Comments

Fwswv. Ykn Aubb Jwqmkef 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 2, 2004

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-2-VV	KWQ	29.000	4.80	-	-	YYY	-	-	15.73%	-	Wsydflpu	KDDP	-	180	XZBM+180	-	640.00000
Z-2-LL	ORZ	3.000	37.50	-	-	OOO-	-	-	21.00%	-	Tzfmoiaa	SSFX	-	505	KOLQ+505	-	509.00000
K-1-OO	OXA	15.000	21.00	-	-	OOO-	-	-	41.00%	-	Rhdjjold	CKTN	-	385	WLST+385	-	289.00000
C-TT	RUW	7.890	19.20	M3	-	-	-	-	6.65%	-	-	-	-	-	-	-	Retained
V-VV	YRY	98.000	9.40	-	-	RR	-	-	51.00%	-	Dklrxzkc	VMIU	-	207	PKAU+207	-	478.00000
E-QQ	AJZ	91.000	5.40	-	-	I	-	-	10.19%	-	Raaplqka	AIBB	-	250	GEHF+250	-	867.00000
Tmc	HFB	46.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-1-LL	OPG	174.000	6.30	Qtt	-	-	-	-	77.00%	-	Tksdytrp	UCGP	-	159	PDUS+159	-	505.00000
X-CC	HSX	25.000	11.90	-	-	GG-	-	-	3.24%	-	Useifkwi	XEGO	-	710	XKDF+694	-	48.00000

Tranche Comments

U-1-LL: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144M/Ktf P; Y-2-VV: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144P/Zvv Q; V-VV: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Z/Kno L; E-QQ: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144K/Ddr F; K-1-OO: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Q/Hfr U; Z-2-LL: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144I/Rob H; X-CC: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144C/Fvy V; C-TT: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144E/Guj Y; Tmc: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144E/Ioq P;

Deal Comments

Meoet. Dfw Mzll Hegofgs 2.00

Pricing Speed

20% HMT

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Sep 4, 2027

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	EZO	62.000	7.70	-	-	GG	-	-	55.00%	-	Srwkahsj	TIBV	200-210	217.5	TIOL+217.5	-	-
A-1	THX	971.000	3.30	Qss	-	-	-	-	50.00%	-	Trjxawis	PJNS	160-163	163	CBLM+163	-	-
B-2	KIC	19.000	8.00	-	-	FFF	-	-	34.00%	-	Twmuwsca	UWYP	175-180	180	SPUK+180	-	-
A	OQE	21.000	8.50	-	-	B	-	-	41.00%	-	Zkhyrojx	YGNA	250-260	270	JVEG+270	-	-
W	QGE	73.000	8.80	-	-	PPP-	-	-	82.00%	-	Gzjmzanp	MTZP	410-420	420	JUJQ+420	-	-
W	ZNA	19.000	85.00	-	-	CC-	-	-	6.50%	-	Ubhpsatb	ELKZ	700-715	710	NOFU+710	-	-
Lwsspr	COX	24.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Mmf T; B-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Uvb M; D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Gmg I; A: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Xhl Q; W: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Fze T; W: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Zsd L; Lwsspr: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Zsx Q;

Deal Comments

Eot Hnxx Pebhouv 2.00

Risk Retention

SG - Mju

Pricing Speed

20% OKM

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 18, 2001

Refinancing

Yes