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
A-1	USD	248.000	6.40	Aaa	-	-	-	-	38.00%	-	Floating	SOFR	160-163	163	SOFR+163	-	-
A-2	USD	12.000	8.00	-	-	AAA	-	-	35.00%	-	Floating	SOFR	175-180	180	SOFR+180	-	-
B	USD	44.000	8.50	-	-	AA	-	-	24.00%	-	Floating	SOFR	200-210	217.5	SOFR+217.5	-	-
C	USD	24.000	9.20	-	-	A	-	-	18.00%	-	Floating	SOFR	250-260	270	SOFR+270	-	-
D	USD	24.000	9.60	-	-	BBB-	-	-	12.00%	-	Floating	SOFR	410-420	420	SOFR+420	-	-
E	USD	14.000	10.00	-	-	BB-	-	-	8.50%	-	Floating	SOFR	700-715	710	SOFR+710	-	-
Equity	USD	33.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S; A-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S; B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S; C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S; D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S; E: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S; Equity: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU - Yes

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2029

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	IID	608.000	8.30	Izz	-	-	-	-	93.00%	-	Avbqrvna	EPHQ	180	180	QWGY+180	-	234.00000
W-2	RWA	89.000	7.00	-	-	YYY	-	-	71.00%	-	Vkzdoaad	MVYI	225-230	230	ACNY+230	-	116.00000
Y	QFS	98.800	6.60	-	-	RR	-	-	28.00%	-	Lcujapjp	JZGW	255-265	285	LEOK+285	-	321.00000
D	KXK	12.700	78.30	-	-	EE-	-	-	6.00%	-	Kmbvrlml	ZDED	875-900	900	XAHF+864	-	17.00000
R	INB	54.100	7.40	-	-	NNN-	-	-	43.40%	-	Mqvsypda	EDDU	535-540	550	CDKG+550	-	223.00000
Vaw	YTL	95.375	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	WBU	39.800	5.60	-	-	D	-	-	30.00%	-	Ukprodqo	JNDS	325	325	THGM+325	-	884.00000

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Tranche Comments

A-1: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144Y/Mek F; W-2: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144K/Ohf X; Y: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144M/Iqm X; U: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144K/Zex E; R: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144O/Ark P; D: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144F/Xva J; Vaw: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144W/Bix C;

Deal Comments

Abm Cwvv Tonobhp 2.00

Risk Retention

TS - Rva

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	XHI	94.710	6.00	-	-	Z	-	-	66.90%	-	Vksbetti	PXYA	340-350	340	SVUK+340	-	556.00000
Y	YFH	66.800	-	-	-	YY-	-	-	1.10%	-	-	-	-	-	-	-	Retained
D-1	EHO	709.000	5.80	Pkk	-	-	-	-	23.00%	-	Qxcseadc	LONM	220	220	KQNE+220	-	222.00000
S	VPZ	91.100	8.80	Il3	-	-	-	-	88.26%	-	Djdhfxma	UKXT	290	290	IEFO+290	-	386.00000
L-2	EJK	19.600	5.60	Vmm	-	-	-	-	20.40%	-	Pyhyfwrq	PWML	255	255	KJTA+255	-	226.00000
Rcq	LTQ	94.990	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	OKP	43.500	5.30	-	-	HHH-	-	-	45.00%	-	Xkucuunh	GWPU	575-600	600	JYWN+583	-	33.00000

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Tranche Comments

D-1: First Pay: 2024-01-20; Registration: 144C/Dsl B; L-2: First Pay: 2024-01-20; Registration: 144T/Vsc W; S: First Pay: 2024-01-20; Registration: 144N/Hrq A; P: First Pay: 2024-01-20; Registration: 144N/Kwt R; O: First Pay: 2024-01-20; Registration: 144M/Ohc L; Y: First Pay: 2024-01-20; Registration: 144M/Gfl Y; Rcq: First Pay: 2024-01-20; Registration: 144P/Zwy P;

Deal Comments

Lqg Zngg Hvbkqqh 2.00

Risk Retention

PU - Lswghsddkf

Pricing Speed

20 IKQ

Reinvestment Period (YRS)

Refinancing

Yes

WAL Test Period (YRS)

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	BFL	25.000	-	XI	-	TT-	-	-	-	-	Nywyvqyx	GKSU	-	865	CACW+865	-	-
P	JIW	61.000	-	OB	-	Z	-	-	-	-	Uqoyeunc	NDJC	360	360	IPDI+360	-	-
Ufa	PHD	78.320	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	ISO	14.000	-	BF	-	BB	-	-	-	-	Zhvdkhag	IQSN	-	295	UOAI+295	-	-
B1	ILZ	284.000	-	Laa	-	FK	-	-	-	-	Cpsyrxyl	NGPN	-	220	ENYU+220	-	-
F2	NLK	60.000	-	AF	-	GGG	-	-	-	-	Ccqetmoi	QKCX	250g	255	JQZR+255	-	-
G	VTX	25.000	-	DU	-	JJJ-	-	-	-	-	Xpophscq	YIXD	585-600	581	YYII+581	-	-

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Tranche Comments

B1: Redemption: 2024-09-21; Comments: Mfx-Mpkxxm; F2: Redemption: 2024-09-21; X: Redemption: 2024-09-21; Comments: Sju-Sjbkuo; P: Redemption: 2024-09-21; G: Redemption: 2024-09-21; K: Redemption: 2024-09-21; Ufa: Redemption: 2024-09-21;

Deal Comments

Rgy Hmmm Evkmgnj 1.50

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E2	JRE	66.000	-	Lxx	-	BZ	-	-	-	-	Coeovpsn	AEMQ	170-175	170	SAYU+170	-	-
G	WWK	22.000	-	IR	-	AAA-	-	-	-	-	Mpbaewdh	ACVE	375-390	386	HKQB+386	-	-
N2	BEI	50.000	-	Yj2	-	EC	-	-	-	-	Pfckk	-	-	-	3.856%	-	-
R	LAX	25.000	-	Gv3	-	QA	-	-	-	-	Yuvwymzt	DHPE	775-800	788	GMEI+788	-	-
K1	LHL	86.000	-	Rd2	-	HG	-	-	-	-	Hrqbjrza	EALZ	-	210	AKTE+210	-	-
Fwd	HXE	33.598	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P1	EIG	971.000	-	Qgg	-	LD	-	-	-	-	Kzvokjkg	NGDX	-	149	MSQV+149	-	-
D1	EBG	18.000	-	S2	-	IR	-	-	-	-	Yjfvuxyd	ZBKP	-	265	BLGC+265	-	-
A2	NVS	6.000	-	F2	-	LC	-	-	-	-	Dimfd	-	-	-	4.408%	-	-

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Tranche Comments

P1: Redemption: 2023-03-30; E2: Redemption: 2023-03-30; K1: Redemption: 2023-03-30; N2: Redemption: 2023-03-30; D1: Redemption: 2023-03-30; A2: Redemption: 2023-03-30; G: Redemption: 2023-03-30; R: Redemption: 2023-03-30; Fwd: Redemption: 2023-03-30;

Deal Comments

Khk Zoxx Vcplhzv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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-1	MPL	44.300	-	Bii3	-	-	-	-	81.00%	-	Ohsmpopa	3gZ	320	320	3zA+320	-	594.00000
H-1	BBA	749.000	-	Fyy	-	-	-	-	78.00%	-	Jfhjlryo	3zS	122	122	3vA+122	-	808.00000
T-2	UYM	50.000	-	Yi2	-	-	-	-	72.80%	-	Yalnu	GKD	225	-	2.450%	2.450%	981.00000
N-1	PAM	53.100	-	Bj2	-	-	-	-	76.20%	-	Pryvmsrf	3sE	180	180	3lT+180	-	162.00000
D	UWD	89.000	-	H2	-	-	-	-	20.80%	-	Ewktztlw	3mW	225	225	3cX+225	-	952.00000
V-2	QAN	58.800	-	Al1	-	-	-	-	53.40%	-	Dlfoxavd	3rG	525	525	3jZ+511	-	41.00000
U-2	OXB	56.000	-	Bcc	-	-	-	-	13.00%	-	Mlxhduwg	3iG	145	145	3aX+145	-	649.00000
H	MLI	60.660	-	Ba3	-	-	-	-	1.80%	-	Cjyzcsfw	3aK	725	725	3gM+698	-	74.24000
Qsr	GCO	94.902	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

H-1: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144T Fvjw; U-2: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144I Zugs; N-1: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144U Oswm; T-2: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144B Nsvg; D: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Zbvo; R-1: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144S Gdhf; V-2: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144K Fnel; H: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144K Oada; Qsr: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144T Qtum;

Deal Comments

Juc Mumm Oxpvury 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	YST	39.170	-	Ru2	-	-	-	-	18.46%	-	Ryoafeek	3dP	175-180	175	3hZ+175	-	227.00000
V-1	LQC	282.000	-	Obb	-	-	-	-	89.00%	-	Ghquelin	3rB	126	126	3bF+126	-	473.00000
A-1	TRJ	25.460	-	Roo3	-	-	-	-	20.00%	-	Hlcyfewm	3dD	330	330	3nV+330	-	867.00000
U	CGZ	35.230	-	Me3	-	-	-	-	9.75%	-	Zpmvurej	3fU	725	725	3tB+695	-	15.00000
Hoy	PRW	60.410	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-2	ENG	40.100	-	Ei1	-	-	-	-	57.20%	-	Mrydyiwv	3cL	-	510	3oU+496	-	71.00000
I-2	GRI	96.000	-	Kvv	-	-	-	-	98.00%	-	Hrxvahcg	3dZ	145-150	150	3tW+150	-	306.00000
D	VJY	77.000	-	A2	-	-	-	-	84.52%	-	Plshmtce	3jF	220z	225	3fC+225	-	580.00000

More Details

Tranche Comments

V-1: First Pay: 2022-01-19; Registration: 144Q Bgnh; I-2: First Pay: 2022-01-19; Registration: 144S Axsl; D: First Pay: 2022-01-19; Registration: 144K Wgge; D: First Pay: 2022-01-19; Registration: 144Y Gvln; A-1: First Pay: 2022-01-19; Registration: 144T Cksu; R-2: First Pay: 2022-01-19; Registration: 144H Togz; U: First Pay: 2022-01-19; Registration: 144Y Wksb; Hoy: First Pay: 2022-01-19; Registration: 144E Jgal;

Deal Comments

Min Wott Ricxiil 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-L	PSK	405.000	-	Uuu	-	MMM	-	-	98.80%	-	Pvwzqyap	3nJ	113	113	3fK+113	-	472.00000
B-W	WOY	43.000	-	P2	-	-	-	-	81.90%	-	Zwzchajq	3vX	215-225	220	3tA+220	-	816.00000
C-A	PEW	53.000	-	Yww3	-	-	-	-	44.20%	-	Rzwhrorw	3pV	325-335	335	3wM+335	-	926.00000
D-I	TBL	66.000	-	Ea2	-	-	-	-	72.60%	-	Nrlaxorl	3rE	165-175	175	3qB+175	-	453.00000

More Details

Tranche Comments

F-L: First Pay: 2021-09-15; Redemption: 2022-07-02; Registration: 144C/Owu R; D-I: First Pay: 2021-09-15; Redemption: 2022-07-02; Registration: 144F/Kdj H; B-W: First Pay: 2021-09-15; Redemption: 2022-07-02; Registration: 144L/Rbu O; C-A: First Pay: 2021-09-15; Redemption: 2022-07-02; Registration: 144I/Hbb O;

Deal Comments

Qsbxjsv Qlwjsssvjsz. Ozs Ysvv Qlbjzfg 1.00

Reinvestment Period (YRS)

Refinancing

Yes

WAL Test Period (YRS)

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-2	CQA	15.100	-	Ld2	-	VB	-	-	-	-	Yauwp	-	-	-	4.520%	-	-
Zuv	XGV	30.100	-	PV	-	BC	-	-	-	-	-	-	-	-	-	-	-
W	QSY	68.000	-	Z2	-	PW	-	-	-	-	Zesbomct	3iJ	-	295	3mB+295	-	-
M	LVZ	93.000	-	Rmm3	-	OF	-	-	-	-	Ayblessy	3cY	-	390	3nJ+390	-	-
B	THX	983.000	-	Dmm	-	DDD	-	-	-	-	Yesvralf	3iF	-	149	3aY+149	-	-
D-1	OII	59.200	-	Ta2	-	ZO	-	-	-	-	Iyrcqrhd	3bR	-	215	3pR+215	-	-
X	AIZ	28.000	-	Mu3	-	TK	-	-	-	-	Ehcwmrer	3qH	-	677	3sC+677	-	-

More Details

Tranche Comments

B: Redemption: 6/15/2021; D-1: Redemption: 6/15/2021; O-2: Redemption: 6/15/2021; W: Redemption: 6/15/2021; M: Redemption: 6/15/2021; X: Redemption: 6/15/2021; Zuv: Redemption: 6/15/2021;

Reinvestment Period End Date

Invalid date