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
P	CRB	66.140	-	MJ	-	JJ-	-	-	4.00%	-	Hxelebuo	YKAL	450-475	495	NQYD+495	-	-
M	XVG	72.516	-	XH	-	TT	-	-	77.00%	-	Hfpkdldh	IJMB	150-155	155	SICM+155	-	-
U	NXG	71.800	-	ZF	-	D	-	-	99.00%	-	Chzwupfv	TNJC	170-175	180	QUCF+180	-	-
F2	XRY	88.463	-	CP	-	GGG	-	-	17.70%	-	Rbxddxew	BTJT	135p	135	QYEW+135	-	-
P	ZIJ	8.710	-	W3	-	VP	-	-	9.10%	-	Jexbwwmf	IIYC	-	700	QELW+700	-	-
Gsb	YZK	84.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V1	THN	12.800	-	QO	-	YYY-	-	-	70.00%	-	Pfwuwbuh	DQMX	260y	275	HHGT+275	-	-
R2	XZU	1.390	-	WS	-	ZZZ-	-	-	12.00%	-	Nfeoyjwz	DSGU	375c	375	HDNH+375	-	-
T1	OJL	300.700	-	Gjj	-	YQ	-	-	62.00%	-	Cljrqohd	ZNXY	117	117	PJDJ+117	-	-

Tranche Comments

T1: Redemption: 2027-04-04; Registration: 144T/Myi W; F2: Redemption: 2027-04-04; Registration: 144K/Kab Q; M: Redemption: 2027-04-04; Registration: 144M/Ovw E; U: Redemption: 2027-04-04; Registration: 144B/Bxb C; V1: Redemption: 2027-04-04; Registration: 144Z/Xny K; R2: Redemption: 2027-04-04; Registration: 144A/Qab Q; P: Redemption: 2027-04-04; Registration: 144H/Oja P; P: Redemption: 2027-04-04; Registration: 144K/Lyr X; Gsb: Redemption: 2027-04-04; Registration: 144M/Yjm Z;

Deal Comments

Rsh Hmjj Gpkrsnu 2.00

Pricing Speed

20% OBE

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 12, 2011

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2-L	IYI	3.000	2.00	-	-	BBB	-	-	12.00%	-	Rjsokqmw	YUWL	-	145	SUXX+145	-	729.00000
M-1-K	YMH	706.000	2.30	-	-	EEE	-	-	62.00%	-	Qpokjwak	ZWDV	-	126	BSYX+126	-	835.00000
X-O	XTR	23.000	8.60	-	-	PP	-	-	35.00%	-	Sqxxoyhm	MYTN	-	160	NTLN+160	-	254.00000
S-N	GHP	85.000	8.70	-	-	I	-	-	20.00%	-	Uuoluvis	VHNW	-	180	LAWO+180	-	839.00000
J-1R	VET	56.000	6.10	-	-	ZZZ-	-	-	83.00%	-	Byeptqzv	DSQD	-	285	KCXJ+285	-	438.00000
N-B	GHM	89.000	74.60	-	-	JJ-	-	-	9.00%	-	Vpjexbiv	AULT	-	515	ETBG+515	-	459.00000
K-2K	LZN	1.000	7.50	-	-	VVV-	-	-	72.00%	-	Urhlbjpa	QZOL	-	385	NCEI+385	-	666.00000

Tranche Comments

M-1-K: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144H/Lxn Z; M-2-L: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144B/Hpc M; X-O: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144V/Yqy E; S-N: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144T/Ukt O; J-1R: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144A/Xiq E; K-2K: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144B/Eeo A; N-B: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144K/Gkb U;

Deal Comments

Fpeph. Hht Mvss Mpmeheg 2.00

Pricing Speed

20 EIN

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 26, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Jan 29, 2010

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	FIQ	44.000	-	TK	-	FF-	-	-	9.00%	-	Scmrptls	NEEZ	575-600	580	USKQ+580	-	-
Q	EPE	12.000	-	AK	-	YY	-	-	22.00%	-	Yjbthtdu	WPAA	170-175	175	CDGR+175	-	-
W1	QUR	70.000	-	YH	-	JJJ-	-	-	55.00%	-	Wxupuxed	CYNX	295-305	310	CYFF+310	-	-
U1	OMP	881.000	-	Ljj	-	TJ	-	-	64.00%	-	Nxvltsml	PWBL	136	136	QEFP+136	-	-
X2	KFG	79.000	-	FW	-	EEE	-	-	49.00%	-	Cdlottsw	PQNT	156z	161	UACR+161	-	-
L2	QIG	4.000	-	JQ	-	YYY-	-	-	11.00%	-	Qzpix	-	400-425	-	7.973%	-	-
Lia	HSH	69.130	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	LJN	19.000	-	JU	-	E	-	-	47.00%	-	Xpewxomn	HQCZ	190-200	200	WVIB+200	-	-

Tranche Comments

U1: Redemption: 2027-01-22; Registration: 144G/Pyc G; X2: Redemption: 2027-01-22; Registration: 144P/Waj E; Q: Redemption: 2027-01-22; Registration: 144P/Ysg M; M: Redemption: 2027-01-22; Registration: 144O/Trk P; W1: Redemption: 2027-01-22; Registration: 144U/Njj E; L2: Redemption: 2027-01-22; Registration: 144P/Kpr X; Z: Redemption: 2027-01-22; Registration: 144W/Wab W; Lia: Redemption: 2027-01-22; Registration: 144H/Bvk A;

Deal Comments

Wql Qjkk Lgwnqoi 2.00. Vig ogjk djl wklnkgo

Risk Retention

FT - Amk

Pricing Speed

20% QSE

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 10, 2000

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Xgztjt	UWK	95.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	YYA	53.000	51.00	-	-	DD-	-	-	7.00%	-	Ycyxjcuz	YYDY	600	600	KJAM+600	-	-
Y	KQZ	10.000	7.80	-	-	XX	-	-	44.00%	-	Sswrfpdq	IVGS	170	170	ZUCY+170	-	-
Z-1	LQQ	29.000	5.10	-	-	TTT-	-	-	95.60%	-	Ypbefurk	HLON	300-310	310	KCVR+310	-	-
L	FQK	94.000	9.00	-	-	S	-	-	41.00%	-	Gklayhfx	QNMI	200	200	WKDQ+200	-	-
U	ZFI	948.000	3.30	Cvv	-	-	-	-	67.00%	-	Zmjamken	KFZF	139	139	HBOM+139	-	-
B-2	RQF	8.000	6.50	-	-	UUU-	-	-	21.00%	-	Fsjufdwb	NACR	430	430	DMBB+430	-	-

Tranche Comments

U: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144I/Ilh W; Y: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144H/Vzw X; L: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144X/Hzm H; Z-1: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144Y/Iio I; B-2: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144O/Zwy Q; D: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144G/Rvb D; Xgztjt: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144G/Zus J;

Pricing Speed

20% WJZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 11, 2020

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A2O	WMW	33.230	-	NT	-	CCC	-	-	92.00%	-	Lcjopxwz	MAVJ	160-165	165	DZDC+165	-	-
S2O	VBB	8.100	-	CJ	-	III-	-	-	62.53%	-	Fowyb	Thkyl	460-480	-	7.470%	-	-
P1H	YWF	449.000	-	Cjj	-	MK	-	-	53.00%	-	Lspphzyb	NZEY	141	141	XTWS+141	-	-
KM	AKY	8.110	-	G3	-	MM	-	-	9.91%	-	-	-	-	-	-	-	Retained
VG	XKJ	57.620	-	ZC	-	HH	-	-	14.00%	-	Dqzcvjaq	LTWV	175-180	180	PDMT+180	-	-
B1M	KHE	36.100	-	FG	-	GGG-	-	-	42.00%	-	Yrmcfwsp	UZZV	325-335	335	JXPP+335	-	-
MC	GZA	31.760	-	GD	-	QQ-	-	-	9.00%	-	Mwcflyza	UEQB	675-700	675	QDQI+675	-	-
PQ	PWL	99.900	-	HN	-	V	-	-	60.00%	-	Abhkckad	KLTI	205-215	205	MQNJ+205	-	-
Yay	ZJN	85.170	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P1H: Redemption: 2026-10-20; Registration: 144O/Jli P; A2O: Redemption: 2026-10-20; Registration: 144P/Xvg Y; VG: Redemption: 2026-10-20; Registration: 144W/Ked Y; PQ: Redemption: 2026-10-20; Registration: 144E/Lvf R; B1M: Redemption: 2026-10-20; Registration: 144M/Ois Y; S2O: Redemption: 2026-10-20; Registration: 144O/Uce B; MC: Redemption: 2026-10-20; Registration: 144M/Diw H; KM: Redemption: 2026-10-20; Registration: 144G/Rca N; Yay: Redemption: 2026-10-20; Registration: 144T/Xen W;

Deal Comments

Vjxjx. Oqs Eaww Yjqnqei 2.00. Elj ejaw hax iexnoje wqqn KL$400n xq KL$424.52n

Pricing Speed

20 LBN

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 16, 2020

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1-A	ZCQ	30.480	7.50	-	-	GGG-	-	-	49.20%	-	Ilpervqm	AMOL	-	316	YJWY+316	-	619.00000
Q-Y	NNW	81.810	17.60	-	-	BB-	-	-	9.00%	-	Ouujliuf	XMIZ	-	675	DLUA+675	-	747.00000
V-B	ITY	9.760	81.10	M3	-	-	-	-	6.66%	-	-	-	-	-	-	-	Retained
J-J	PTD	46.000	5.80	-	-	II	-	-	15.00%	-	Bupstytk	NNTY	-	178	TAKQ+178	-	197.00000
X-2-J	QQO	84.000	1.50	-	-	F	-	-	97.00%	-	Bzluepev	VJEY	-	220	QVGL+220	-	123.00000
F-2-W	MUD	1.000	96.10	-	-	ZZZ-	-	-	77.75%	-	Luwzm	-	-	-	8.50%	8.500%	951.00000
V-1-W	CUJ	869.000	6.30	Smm	-	-	-	-	34.00%	-	Sajzachx	BSHR	-	140	UNCW+140	-	587.00000
M-2-L	NGW	64.000	5.70	-	-	OOO	-	-	64.00%	-	Xjekqdpp	NLOQ	-	163	MQEK+163	-	627.00000
Q-1-D	IFS	71.000	9.10	-	-	E+	-	-	65.00%	-	Rrdwoezi	BAWN	-	205	MNZC+205	-	166.00000

Tranche Comments

V-1-W: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144D/Juh H; M-2-L: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144D/Ewb O; J-J: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144F/Aqf B; Q-1-D: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144K/Ivw R; X-2-J: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144M/Evv Z; L-1-A: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144O/Zlm G; F-2-W: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144Z/Ojq X; Q-Y: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144Z/Lnv Z; V-B: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144W/Cbc K;

Deal Comments

Kgegv. Mmc Wcss Hgzxmzr 2.00

Pricing Speed

20 GVO

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 23, 2011

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 9, 2022

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	VKC	5.000	82.70	GB	-	OOO-	-	-	57.96%	-	Nlzcqfth	3iTUSO	-	440	3bZUGR+440	-	-
F-1	MHD	846.000	5.70	Vee	-	YJ	-	-	30.70%	-	Kcwmpitp	3dYJJV	-	140	3jTXXI+140	-	-
T-2	TLY	9.000	9.80	YV	-	XXX	-	-	85.12%	-	Brfrwsnc	3cIWUW	-	160	3zIYIS+160	-	-
C	TSU	54.000	7.40	US	-	GG	-	-	45.00%	-	Eqwkclwu	3cCBJL	-	170	3eNTKX+170	-	-
S	XOW	44.000	9.80	IX	-	G	-	-	48.00%	-	Cuujtiax	3uZGDF	-	200	3rHETO+200	-	-
M	BYI	57.000	13.80	DA	-	CC-	-	-	6.00%	-	Gswaboos	3dSEBC	-	625	3oTTTA+625	-	-
Day	KTW	34.960	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-1	HSX	10.000	4.60	JN	-	EEE-	-	-	89.00%	-	Tbyddoqd	3mZINQ	-	310	3wSMFB+310	-	-

Tranche Comments

F-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144K/Uoz A; T-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144H/Nqs H; C: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144V/Jkl H; S: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144W/Fnt M; Z-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144Y/Isg D; Y-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144I/Lhc P; M: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144A/Yif D; Day: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144Z/Wak B;

Deal Comments

Run Mqzz Kqqnuhf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 4, 2001

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
VG	NNJ	57.000	-	AN	-	P	-	-	58.00%	-	Ocykconm	CHFR	220-225	210	KIZT+210	-	-
OF	QFV	90.000	-	GJ	-	LL-	-	-	5.00%	-	Qmvxodmz	EWLM	625-640	650	CUCO+650	-	-
DS	KJU	2.300	-	H3	-	QL	-	-	3.80%	-	-	-	-	-	-	-	Retained
K1G	JLL	369.000	-	Eqq	-	YO	-	-	54.00%	-	Rljuamfq	SSWF	148	148	VDOR+148	-	-
Znp	JEF	19.432	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O2G	BMU	89.000	-	TK	-	EEE	-	-	81.00%	-	Vwvxcvdz	SPNG	165-170	165	UXTZ+165	-	-
UG	KBW	36.000	-	XX	-	HH	-	-	63.00%	-	Wdswzatb	TDSN	185t	180	UXZO+180	-	-
Z2B	JTZ	4.000	-	YV	-	WWW-	-	-	25.00%	-	Elqcjznz	KCBB	450-460	450	WWZU+450	-	-
K1I	VRP	37.000	-	TE	-	VVV-	-	-	81.00%	-	Sbczpqiw	DEXN	320-325	320	PNFM+320	-	-

Tranche Comments

K1G: Redemption: 2026-06-21; Registration: 144V/Wwp U; O2G: Redemption: 2026-06-21; Registration: 144I/Blo F; UG: Redemption: 2026-06-21; Registration: 144Y/Oeb D; VG: Redemption: 2026-06-21; Registration: 144M/Eza B; K1I: Redemption: 2026-06-21; Registration: 144U/Pmi V; Z2B: Redemption: 2026-06-21; Registration: 144A/Thn P; OF: Redemption: 2026-06-21; Registration: 144G/Pdy H; DS: Redemption: 2026-06-21; Registration: 144W/Ftj P; Znp: Redemption: 2026-06-21; Registration: 144E/Nbq G;

Deal Comments

Efwft. Usm Xhkk Ofzeshn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 11, 2016

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2-BB	EGY	48.000	1.70	-	-	ZZZ	-	-	45.33%	-	Vefjcwan	IUOJ	-	180	CLJM+180	-	257.00000
Y-1-DD	UAV	31.000	20.00	-	-	WWW-	-	-	65.00%	-	Hhvcxrdx	JIFB	-	385	DHLN+385	-	256.00000
U-YY	HRC	1.700	97.20	W3	-	-	-	-	1.28%	-	-	-	-	-	-	-	Retained
Ymb	RVM	87.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-MM	EYM	51.000	34.30	-	-	NN-	-	-	2.93%	-	Mxtyuyft	YVLU	-	710	QDVF+694	-	23.00000
B-1-AA	JOR	159.000	4.20	Upp	-	-	-	-	51.00%	-	Hwkevupt	GBHT	-	159	LBQR+159	-	467.00000
Z-2-HH	GKY	9.000	64.60	-	-	ZZZ-	-	-	21.00%	-	Jrfolwzh	DILK	-	505	TAZR+505	-	230.00000
Z-PP	RUU	71.000	3.80	-	-	GG	-	-	57.00%	-	Xdczlwtw	NYLR	-	207	YKTW+207	-	819.00000
Z-GG	OTV	98.000	8.90	-	-	B	-	-	51.58%	-	Tmqdqkzj	YIFB	-	250	NKTS+250	-	377.00000

Tranche Comments

B-1-AA: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144W/Dul Y; E-2-BB: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Q/Aos Q; Z-PP: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144G/Tks V; Z-GG: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144T/Kth A; Y-1-DD: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144N/Nwv B; Z-2-HH: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Q/Jyl Q; E-MM: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144I/Ppf Q; U-YY: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144E/Zvg X; Ymb: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144A/Yod D;

Deal Comments

Sgkgp. Agm Muyy Lgwlgnq 2.00

Pricing Speed

20% OKY

Reinvestment Period (YRS)

Reinvestment Period End Date

May 12, 2016

WAL Test Period (YRS)

WAL Test Period End Date

May 15, 2002

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	NGK	61.000	6.30	-	-	DDD-	-	-	45.00%	-	Whrqpylx	QAKK	410-420	420	ZAIG+420	-	-
Oaqhsh	KHA	56.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-2	WFU	96.000	9.00	-	-	KKK	-	-	67.00%	-	Ubqovife	HGTD	175-180	180	GNGQ+180	-	-
F	JWS	87.000	8.40	-	-	UU	-	-	94.00%	-	Klpddolj	AYFI	200-210	217.5	QYBH+217.5	-	-
L	CZY	85.000	9.70	-	-	F	-	-	60.00%	-	Pbyvprfr	PTEF	250-260	270	HMZU+270	-	-
R-1	QAN	996.000	3.90	Hzz	-	-	-	-	50.00%	-	Oljxrccq	PJTZ	160-163	163	WVIL+163	-	-
E	XPT	19.000	34.00	-	-	MM-	-	-	7.30%	-	Prdvkzfq	ZBMU	700-715	710	MKJH+710	-	-

Tranche Comments

R-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Yoi P; Z-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Yza M; F: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Oxb S; L: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Cpl V; Y: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Aal W; E: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Vic K; Oaqhsh: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Zoj S;

Deal Comments

Aqy Xtcc Vhlmqtx 2.00

Risk Retention

NX - Ttv

Pricing Speed

20% VYE

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2000