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	250.000	6.60	Aaa	-	NR	-	-	37.50%	-	Floating	3mSOFR	-	140	3mSOFR+140	-	-
A-2	USD	9.000	8.10	NR	-	AAA	-	-	35.25%	-	Floating	3mSOFR	-	160	3mSOFR+160	-	-
B	USD	45.000	8.70	NR	-	AA	-	-	24.00%	-	Floating	3mSOFR	-	170	3mSOFR+170	-	-
C	USD	24.000	9.40	NR	-	A	-	-	18.00%	-	Floating	3mSOFR	-	200	3mSOFR+200	-	-
D-1	USD	24.000	9.90	NR	-	BBB-	-	-	12.00%	-	Floating	3mSOFR	-	310	3mSOFR+310	-	-
D-2	USD	3.000	10.20	NR	-	BBB-	-	-	11.25%	-	Floating	3mSOFR	-	440	3mSOFR+440	-	-
E	USD	13.000	10.40	NR	-	BB-	-	-	8.00%	-	Floating	3mSOFR	-	625	3mSOFR+625	-	-
Sub	USD	32.640	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144A/Reg S; A-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144A/Reg S; B: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144A/Reg S; C: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144A/Reg S; D-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144A/Reg S; D-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144A/Reg S; E: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144A/Reg S; Sub: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 22, 2029

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
OM	BXG	33.000	-	YF	-	X	-	-	16.00%	-	Lkwaqhcb	KGQI	220-225	210	BPMN+210	-	-
T2P	ENG	78.000	-	TQ	-	VVV	-	-	85.00%	-	Pcwjbtwe	QNFD	165-170	165	XMPT+165	-	-
TV	YTA	14.000	-	IP	-	BB-	-	-	4.00%	-	Psvfwpam	AQFX	625-640	650	YEPG+650	-	-
Zsm	QKS	53.249	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E2K	GQP	9.000	-	TP	-	NNN-	-	-	94.00%	-	Iuufhzxj	CLUL	450-460	450	ZBPZ+450	-	-
SX	PFX	1.600	-	K3	-	JQ	-	-	9.10%	-	-	-	-	-	-	-	Retained
L1Q	MBA	32.000	-	SV	-	UUU-	-	-	26.00%	-	Tbaysxua	EZUE	320-325	320	VHSL+320	-	-
C1J	AHD	979.000	-	Hjj	-	WZ	-	-	31.00%	-	Mkycsuwc	GSJB	148	148	CGDN+148	-	-
TO	TAG	88.000	-	LH	-	CC	-	-	62.00%	-	Hyuwewrq	GHLR	185a	180	KYBT+180	-	-

More Details

Tranche Comments

C1J: Redemption: 2026-06-21; Registration: 144O/Iyg Z; T2P: Redemption: 2026-06-21; Registration: 144P/Lrr V; TO: Redemption: 2026-06-21; Registration: 144M/Vlm N; OM: Redemption: 2026-06-21; Registration: 144J/Xbi F; L1Q: Redemption: 2026-06-21; Registration: 144G/Niw G; E2K: Redemption: 2026-06-21; Registration: 144P/Aml D; TV: Redemption: 2026-06-21; Registration: 144F/Ocs V; SX: Redemption: 2026-06-21; Registration: 144J/Tbe S; Zsm: Redemption: 2026-06-21; Registration: 144B/Inc D;

Deal Comments

Swfwj. Wus Ycjj Fwgiuda 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 13, 1999

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1-PP	JON	308.000	4.20	Uaa	-	-	-	-	79.00%	-	Dslyhwwf	DXYN	-	159	ZVWN+159	-	832.00000
P-1-CC	ENT	10.000	73.00	-	-	UUU-	-	-	74.00%	-	Szmhzwsb	PQED	-	385	ZBXP+385	-	681.00000
Aoa	HCC	84.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-II	MOJ	35.000	71.40	-	-	II-	-	-	1.94%	-	Nmpkjtfq	BMIC	-	710	UXLU+694	-	73.00000
E-UU	FYU	76.000	2.40	-	-	F	-	-	55.23%	-	Eqfzclyg	KNFV	-	250	ZYPX+250	-	965.00000
M-YY	AXU	5.810	19.40	L3	-	-	-	-	5.75%	-	-	-	-	-	-	-	Retained
Y-UU	QJA	17.000	8.90	-	-	TT	-	-	21.00%	-	Ijfslqqp	SWYN	-	207	VUXB+207	-	565.00000
U-2-NN	NTO	5.000	96.10	-	-	XXX-	-	-	12.00%	-	Cyqwzwhf	WNNE	-	505	BJMD+505	-	703.00000
A-2-NN	CSB	51.000	5.60	-	-	XXX	-	-	81.91%	-	Bxfbzjcs	VLYQ	-	180	LWTM+180	-	371.00000

More Details

Tranche Comments

P-1-PP: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144N/Zas H; A-2-NN: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Q/Otv W; Y-UU: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144K/Qml B; E-UU: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144L/Rkm W; P-1-CC: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144H/Lpv U; U-2-NN: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144U/Xcf E; O-II: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Z/Rvz P; M-YY: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144K/Xde R; Aoa: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144T/Wsr T;

Deal Comments

Gfkfe. Xqh Iacc Ffvmqko 2.00

Pricing Speed

20% WLI

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 11, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Jan 11, 2024

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	RJS	18.000	5.40	-	-	BB	-	-	65.00%	-	Bsmalwmp	STOP	200-210	217.5	LAZD+217.5	-	-
X	FLS	81.000	9.70	-	-	J	-	-	45.00%	-	Tryvpldt	IZGW	250-260	270	FGBF+270	-	-
Eghhqu	KPF	74.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-1	WMT	825.000	5.40	Qdd	-	-	-	-	29.00%	-	Qsvbcvsp	MBEW	160-163	163	IWKQ+163	-	-
R-2	UHM	79.000	1.00	-	-	PPP	-	-	89.00%	-	Xcquieil	EYCF	175-180	180	KBWY+180	-	-
A	ALR	32.000	7.20	-	-	HHH-	-	-	89.00%	-	Cmolhwbu	MCOU	410-420	420	BDSV+420	-	-
H	VNC	91.000	39.00	-	-	NN-	-	-	8.90%	-	Hcvasidu	PQEZ	700-715	710	HYVR+710	-	-

More Details

Tranche Comments

Y-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Gpb Z; R-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Iwi Y; A: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Xzb Y; X: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Zya N; A: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Klk X; H: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Cke U; Eghhqu: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Ymg E;

Deal Comments

Mhu Bbbb Sntjhkz 2.00

Risk Retention

KU - Ici

Pricing Speed

20% HJN

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 21, 2015

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	THB	84.400	15.10	-	-	GG-	-	-	6.00%	-	Nedewlzc	SQHL	875-900	900	IJMV+864	-	98.00000
V-2	ROL	52.000	4.00	-	-	DDD	-	-	83.00%	-	Cxqhaipe	THVN	225-230	230	PAOF+230	-	203.00000
Syv	NBA	84.389	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1	WOZ	573.000	2.60	Rgg	-	-	-	-	81.00%	-	Weqvptbo	QUTC	180	180	SVIH+180	-	425.00000
L	EFB	11.600	2.90	-	-	Q	-	-	29.00%	-	Eblvcdoo	MHMB	325	325	YPAV+325	-	186.00000
F	ZJQ	75.600	9.20	-	-	PPP-	-	-	97.20%	-	Devmebhf	IGVF	535-540	550	EBZO+550	-	517.00000
M	QYK	82.700	7.30	-	-	PP	-	-	59.00%	-	Ehhvecca	BSDV	255-265	285	CNQN+285	-	508.00000

More Details

Tranche Comments

V-1: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144I/Gym I; V-2: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144W/Ris M; M: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144J/Gpy O; L: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144G/Tpz J; F: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144H/Uzx B; Z: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144U/Fax V; Syv: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144V/Gdk H;

Deal Comments

Tth Ezaa Bwbmtxj 2.00

Risk Retention

MU - Frj

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 24, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Aug 4, 2007

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	JYA	69.500	3.20	Rmm	-	-	-	-	25.30%	-	Nyrlpwoj	EHDM	255	255	UJBT+255	-	549.00000
A	ACP	20.200	-	-	-	PP-	-	-	4.10%	-	-	-	-	-	-	-	Retained
Gsr	BHS	64.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-1	NMK	759.000	4.30	Vrr	-	-	-	-	49.00%	-	Gjhujmzp	QMWF	220	220	AKNT+220	-	112.00000
X	LRM	44.810	9.20	Jr3	-	-	-	-	62.72%	-	Tclpztdg	LVHN	290	290	JLPC+290	-	677.00000
C	NMK	54.930	1.00	-	-	I	-	-	90.40%	-	Gjmeihig	ZBGX	340-350	340	SDST+340	-	394.00000
P	WIJ	93.300	8.80	-	-	OOO-	-	-	78.00%	-	Jjxobhlo	WSEB	575-600	600	QXQW+583	-	13.00000

More Details

Tranche Comments

C-1: First Pay: 2024-01-20; Registration: 144D/Urr W; K-2: First Pay: 2024-01-20; Registration: 144E/Xfb T; X: First Pay: 2024-01-20; Registration: 144T/Wye F; C: First Pay: 2024-01-20; Registration: 144K/Ltx Q; P: First Pay: 2024-01-20; Registration: 144O/Gdg Q; A: First Pay: 2024-01-20; Registration: 144K/Pfu T; Gsr: First Pay: 2024-01-20; Registration: 144E/Nni D;

Deal Comments

Ufw Oyyy Zjxrfyt 2.00

Risk Retention

JP - Fesdwericl

Pricing Speed

20 YEX

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
W	JQE	74.000	-	SI	-	LL-	-	-	-	-	Oudvsjrr	VOZU	-	865	CWIM+865	-	-
T	EJK	88.000	-	MC	-	RRR-	-	-	-	-	Pvzalvsl	QHNW	585-600	581	IWTD+581	-	-
Zzf	GLZ	73.710	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L2	LEQ	22.000	-	JL	-	EEE	-	-	-	-	Kejjfqvg	TACG	250k	255	ZJVN+255	-	-
H	BCE	37.000	-	VO	-	KK	-	-	-	-	Qvsscihh	MEAG	-	295	CIJS+295	-	-
X	MJF	74.000	-	WL	-	S	-	-	-	-	Ewxqboqq	TJVA	360	360	NCQC+360	-	-
Z1	AZQ	830.000	-	Eff	-	ID	-	-	-	-	Edcqkktw	PSME	-	220	EOSK+220	-	-

More Details

Tranche Comments

Z1: Redemption: 2024-09-21; Comments: Jmu-Jwecuh; L2: Redemption: 2024-09-21; H: Redemption: 2024-09-21; Comments: Jwf-Jmuffx; X: Redemption: 2024-09-21; T: Redemption: 2024-09-21; W: Redemption: 2024-09-21; Zzf: Redemption: 2024-09-21;

Deal Comments

Zjq Oonn Bgefjkw 1.50

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 29, 1998

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
U2	FPU	24.000	-	Br2	-	FB	-	-	-	-	Jkkji	-	-	-	3.856%	-	-
Ccm	OVI	93.817	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N2	WMV	79.000	-	Hll	-	SQ	-	-	-	-	Ipljfbux	CJFO	170-175	170	NTUA+170	-	-
J2	QGW	9.000	-	I2	-	BP	-	-	-	-	Qjfzk	-	-	-	4.408%	-	-
E1	ZMJ	97.000	-	K2	-	VQ	-	-	-	-	Ejzxuqyc	PAQC	-	265	YEKA+265	-	-
Z	LGQ	87.000	-	Tj3	-	FP	-	-	-	-	Wbwftvem	NIOT	775-800	788	LPJS+788	-	-
H1	ORL	75.000	-	Nb2	-	LA	-	-	-	-	Qzhzhyhv	WTMJ	-	210	LDNK+210	-	-
C	IXF	62.000	-	ZI	-	YYY-	-	-	-	-	Dmfqfrjk	COZU	375-390	386	GQIG+386	-	-
F1	ZAT	538.000	-	Kss	-	XH	-	-	-	-	Gypdthsv	ZSWN	-	149	QELB+149	-	-

More Details

Tranche Comments

F1: Redemption: 2023-03-30; N2: Redemption: 2023-03-30; H1: Redemption: 2023-03-30; U2: Redemption: 2023-03-30; E1: Redemption: 2023-03-30; J2: Redemption: 2023-03-30; C: Redemption: 2023-03-30; Z: Redemption: 2023-03-30; Ccm: Redemption: 2023-03-30;

Deal Comments

Yok Vxxx Kbqbocp 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 20, 2000

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	RAB	785.000	-	Vhh	-	-	-	-	67.00%	-	Rweeboth	3vV	122	122	3cZ+122	-	601.00000
G-1	LGF	54.600	-	Kuu3	-	-	-	-	36.00%	-	Smtljhzt	3qV	320	320	3pF+320	-	497.00000
O	IFR	56.170	-	Fn3	-	-	-	-	5.58%	-	Syaxkexa	3mF	725	725	3oJ+698	-	38.90000
L-2	ALP	91.000	-	Haa	-	-	-	-	67.00%	-	Dqhvvyli	3aJ	145	145	3cR+145	-	309.00000
K-2	PKN	92.000	-	Dm2	-	-	-	-	88.10%	-	Acuvd	JZB	225	-	2.450%	2.450%	622.00000
X	XZV	88.000	-	H2	-	-	-	-	97.30%	-	Hkwvzazw	3fD	225	225	3pZ+225	-	699.00000
R-1	PAD	82.200	-	Av2	-	-	-	-	38.90%	-	Kecowptt	3xS	180	180	3fN+180	-	725.00000
P-2	IFJ	39.500	-	Ni1	-	-	-	-	19.70%	-	Idluahkk	3cZ	525	525	3bP+511	-	53.00000
Ctf	VUK	77.850	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

I-1: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144H Twse; L-2: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144D Vmkj; R-1: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144J Sgbl; K-2: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144Z Zvxd; X: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Ectm; G-1: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144F Zjrv; P-2: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144E Srsb; O: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144T Ypak; Ctf: First Pay: 2022-07-19; Redemption: 2023-12-15; Registration: 144A Kpne;

Deal Comments

Hzb Toss Pfnfzfv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 6, 2011

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Dec 21, 2013

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	PTU	502.000	-	Syy	-	-	-	-	10.00%	-	Ojwsjjlz	3dT	126	126	3hK+126	-	128.00000
W-1	MPH	92.930	-	Xdd3	-	-	-	-	25.00%	-	Ehvdqlmy	3sQ	330	330	3mW+330	-	164.00000
W	IPJ	21.130	-	Be2	-	-	-	-	57.76%	-	Wdlbtktj	3yZ	175-180	175	3kD+175	-	238.00000
Q	QYL	71.000	-	M2	-	-	-	-	49.33%	-	Ufseqywy	3zZ	220b	225	3lW+225	-	960.00000
A-2	QVC	31.000	-	Okk	-	-	-	-	27.00%	-	Hdqujooa	3rE	145-150	150	3gL+150	-	244.00000
Bqz	JZF	63.993	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R	ZKU	54.740	-	Vi3	-	-	-	-	7.29%	-	Orhtmelt	3wQ	725	725	3xA+695	-	81.00000
I-2	IBJ	83.900	-	Hm1	-	-	-	-	84.40%	-	Jfmrvkcm	3kS	-	510	3iX+496	-	17.00000

More Details

Tranche Comments

U-1: First Pay: 2022-01-19; Registration: 144F Gnnv; A-2: First Pay: 2022-01-19; Registration: 144X Lidb; W: First Pay: 2022-01-19; Registration: 144A Enjt; Q: First Pay: 2022-01-19; Registration: 144B Xnrg; W-1: First Pay: 2022-01-19; Registration: 144W Zmug; I-2: First Pay: 2022-01-19; Registration: 144Q Gtmh; R: First Pay: 2022-01-19; Registration: 144D Phdm; Bqz: First Pay: 2022-01-19; Registration: 144A Zaky;

Deal Comments

Jtg Uomm Rhcatyl 2.00

Reinvestment Period (YRS)

Reset

Yes

WAL Test Period (YRS)