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
Y	FYZ	47.404	-	QK	-	TT	-	-	92.00%	-	Sdsvlabf	CNBD	150-155	155	GOOQ+155	-	-
E	MHY	54.900	-	ZB	-	CC-	-	-	1.00%	-	Vrcexmmu	BYFN	450-475	495	DEDS+495	-	-
G	PRY	7.770	-	M3	-	IJ	-	-	7.45%	-	Efofrjul	TSIF	-	700	DMPK+700	-	-
Nib	YFI	49.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N1	KLQ	48.800	-	NU	-	WWW-	-	-	76.00%	-	Zqsekfiu	ZTHB	260x	275	VUVZ+275	-	-
V1	CYL	559.300	-	Xmm	-	SQ	-	-	20.00%	-	Faucdoza	AGVE	117	117	LUUL+117	-	-
U	JQK	99.200	-	NM	-	B	-	-	67.00%	-	Xbpvdfbo	JNNX	170-175	180	NDGA+180	-	-
X2	MUD	6.940	-	EQ	-	FFF-	-	-	71.00%	-	Chdsbolw	YNLC	375f	375	EVTY+375	-	-
B2	MLD	71.582	-	UJ	-	VVV	-	-	25.90%	-	Vmudtasj	PXLE	135s	135	NJWP+135	-	-

Tranche Comments

V1: Redemption: 2027-04-04; Registration: 144M/Uuu Z; B2: Redemption: 2027-04-04; Registration: 144C/Pre V; Y: Redemption: 2027-04-04; Registration: 144U/Pdq Z; U: Redemption: 2027-04-04; Registration: 144N/Vik D; N1: Redemption: 2027-04-04; Registration: 144L/Ftu G; X2: Redemption: 2027-04-04; Registration: 144D/Uey H; E: Redemption: 2027-04-04; Registration: 144W/Blq V; G: Redemption: 2027-04-04; Registration: 144U/Csu P; Nib: Redemption: 2027-04-04; Registration: 144T/Wqn A;

Deal Comments

Hpu Msww Jflupgq 2.00

Pricing Speed

20% GEO

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 18, 2003

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-N	ZJZ	80.000	7.60	-	-	E	-	-	71.00%	-	Hqsuovax	MLNX	-	180	GAPF+180	-	558.00000
S-2N	YYZ	5.000	5.60	-	-	ZZZ-	-	-	53.00%	-	Awojaxhi	TLOX	-	385	QZLN+385	-	555.00000
O-1-Z	HAH	671.000	7.30	-	-	EEE	-	-	48.00%	-	Bsldwcim	WODS	-	126	EPHY+126	-	431.00000
Z-2-Z	VCK	1.000	4.00	-	-	YYY	-	-	39.00%	-	Crxakold	HDCP	-	145	DPDQ+145	-	570.00000
W-T	WFL	53.000	1.20	-	-	XX	-	-	69.00%	-	Xkzrpfha	EQDF	-	160	DEDU+160	-	818.00000
X-1H	BBI	23.000	7.10	-	-	WWW-	-	-	15.00%	-	Fhfejlno	WPFU	-	285	CVNP+285	-	722.00000
I-J	ULZ	63.000	47.40	-	-	AA-	-	-	6.00%	-	Bpwdkkro	TKMF	-	515	BNER+515	-	979.00000

Tranche Comments

O-1-Z: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144E/Xll T; Z-2-Z: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144V/Nnm G; W-T: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144Y/Ghe M; L-N: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144Y/Uih W; X-1H: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144F/Nwg R; S-2N: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144G/Mzi A; I-J: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144X/Qkx V;

Deal Comments

Kfcfv. Hgo Okww Bfuvgrl 2.00

Pricing Speed

20 KNO

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 24, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Jan 1, 2007

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N2	YAI	86.000	-	GZ	-	LLL	-	-	96.00%	-	Jhpdcbtn	SMGI	156j	161	BYYX+161	-	-
I1	VTI	80.000	-	FR	-	VVV-	-	-	82.00%	-	Zhzmjmdx	GUKK	295-305	310	VELV+310	-	-
F	RBI	99.000	-	ON	-	A	-	-	17.00%	-	Fvokzoqb	XNZZ	190-200	200	PNHJ+200	-	-
Xfn	LPX	66.350	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	LGB	94.000	-	HY	-	AA	-	-	38.00%	-	Ddvryqeu	PZXP	170-175	175	QDAJ+175	-	-
S2	GII	6.000	-	NO	-	III-	-	-	86.00%	-	Aqzpm	-	400-425	-	7.973%	-	-
Z	FXO	88.000	-	CL	-	ZZ-	-	-	2.00%	-	Jkrbppku	BHCX	575-600	580	YQLH+580	-	-
D1	WFC	559.000	-	Nhh	-	BA	-	-	30.00%	-	Wkucfqwn	XMWW	136	136	WJON+136	-	-

Tranche Comments

D1: Redemption: 2027-01-22; Registration: 144A/Zcd P; N2: Redemption: 2027-01-22; Registration: 144Z/Ito O; W: Redemption: 2027-01-22; Registration: 144T/Kur G; F: Redemption: 2027-01-22; Registration: 144P/Edf K; I1: Redemption: 2027-01-22; Registration: 144I/Anf M; S2: Redemption: 2027-01-22; Registration: 144I/Rfn C; Z: Redemption: 2027-01-22; Registration: 144W/Vno S; Xfn: Redemption: 2027-01-22; Registration: 144M/Lqo S;

Deal Comments

Qrf Nctt Qkljrme 2.00. Wxk mkct ccd rddjgkm

Risk Retention

LR - Idg

Pricing Speed

20% SNX

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 24, 2002

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	GMB	28.000	3.00	-	-	V	-	-	70.00%	-	Nkehrsft	YTLH	200	200	WENN+200	-	-
Z-1	NME	28.000	3.60	-	-	SSS-	-	-	26.40%	-	Wclyzluf	XQNV	300-310	310	PTKQ+310	-	-
Vmwpjb	RGA	87.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	IMV	957.000	4.70	Fll	-	-	-	-	14.00%	-	Lpzumcya	NPYI	139	139	JPXS+139	-	-
J	ZPZ	25.000	1.20	-	-	EE	-	-	75.00%	-	Uvkrebzj	ZSDC	170	170	GAHN+170	-	-
P-2	XKA	6.000	1.10	-	-	OOO-	-	-	17.00%	-	Pmouhksd	BZWU	430	430	DTSR+430	-	-
A	GGX	70.000	48.00	-	-	GG-	-	-	3.00%	-	Qbfuxjvj	PYCO	600	600	DMDA+600	-	-

Tranche Comments

L: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144Z/Xtl D; J: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144M/Xkp Q; X: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144Z/Lvj U; Z-1: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144A/Qvp N; P-2: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144G/Fvs L; A: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144D/Fpa O; Vmwpjb: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144M/Mmp L;

Pricing Speed

20% AJS

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 3, 2000

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
S2J	HME	62.630	-	AH	-	CCC	-	-	77.00%	-	Rvekodvk	VHHX	160-165	165	TTYL+165	-	-
OM	VEE	4.630	-	K3	-	UT	-	-	4.59%	-	-	-	-	-	-	-	Retained
V1P	KZL	67.700	-	YH	-	YYY-	-	-	10.00%	-	Zasuardy	UJDH	325-335	335	DZIB+335	-	-
XT	IFJ	64.260	-	GL	-	EE-	-	-	5.00%	-	Mmqszicn	DYDH	675-700	675	TNDM+675	-	-
Q1H	BBY	870.000	-	Kee	-	EC	-	-	15.00%	-	Qdmrfddw	SZVY	141	141	MUXD+141	-	-
Mmo	MRJ	65.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
ZD	ORZ	31.400	-	YF	-	I	-	-	88.00%	-	Yzabhyau	PPED	205-215	205	MKLC+205	-	-
CC	MQO	60.720	-	YH	-	MM	-	-	96.00%	-	Zdlfdpex	CJJS	175-180	180	OBJO+180	-	-
G2H	GRG	6.580	-	CW	-	UUU-	-	-	83.95%	-	Lbyni	Vlvzo	460-480	-	7.470%	-	-

Tranche Comments

Q1H: Redemption: 2026-10-20; Registration: 144Z/Ejv E; S2J: Redemption: 2026-10-20; Registration: 144E/Gli A; CC: Redemption: 2026-10-20; Registration: 144F/Qkc M; ZD: Redemption: 2026-10-20; Registration: 144I/Dkb Q; V1P: Redemption: 2026-10-20; Registration: 144D/Zed J; G2H: Redemption: 2026-10-20; Registration: 144N/Xwa B; XT: Redemption: 2026-10-20; Registration: 144O/Bdz F; OM: Redemption: 2026-10-20; Registration: 144P/Txj G; Mmo: Redemption: 2026-10-20; Registration: 144R/Hne R;

Deal Comments

Bgsgn. Qtj Nlvv Xgektnx 2.00. Pbg nglv qls tyskrgn letr CM$400r nt CM$424.52r

Pricing Speed

20 VPR

Reinvestment Period (YRS)

Reinvestment Period End Date

May 17, 2006

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2-N	VWG	76.000	7.10	-	-	I	-	-	52.00%	-	Pvmbfyfm	ZDEP	-	220	BVXG+220	-	828.00000
U-1-E	FBW	49.000	6.50	-	-	O+	-	-	53.00%	-	Xszclxoc	DQUJ	-	205	GVUP+205	-	679.00000
S-1-C	MVO	800.000	5.20	Ytt	-	-	-	-	98.00%	-	Rzmdvspc	WGTS	-	140	YXBX+140	-	423.00000
S-K	RMU	9.430	32.30	D3	-	-	-	-	9.89%	-	-	-	-	-	-	-	Retained
B-1-U	KZA	85.620	8.90	-	-	YYY-	-	-	44.91%	-	Mayqekia	GTBY	-	316	XBER+316	-	911.00000
U-T	UYN	99.000	9.30	-	-	UU	-	-	93.00%	-	Epfxqjvd	JLUF	-	178	JDNH+178	-	682.00000
N-2-M	WST	62.000	1.90	-	-	YYY	-	-	70.00%	-	Fdbpsoub	EXNL	-	163	CXTN+163	-	281.00000
T-2-M	NUV	8.000	53.30	-	-	TTT-	-	-	85.50%	-	Krazd	-	-	-	8.50%	8.500%	814.00000
T-N	YNQ	44.530	22.30	-	-	FF-	-	-	1.00%	-	Pvjoxccf	GJYG	-	675	BTMB+675	-	290.00000

Tranche Comments

S-1-C: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144Z/Ico G; N-2-M: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144P/Lbw P; U-T: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144H/Pnb S; U-1-E: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144G/Ctv Z; D-2-N: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144L/Inz V; B-1-U: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144K/Qni U; T-2-M: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144F/Hzx A; T-N: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144P/Wwo C; S-K: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144M/Aew U;

Deal Comments

Hyvyk. Bzq Sqyy Byrwzmd 2.00

Pricing Speed

20 JHV

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 5, 2020

WAL Test Period (YRS)

WAL Test Period End Date

Jun 16, 2003

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	NWL	43.000	5.60	TA	-	E	-	-	73.00%	-	Evwveejc	3dPLIU	-	200	3iNGSC+200	-	-
K-2	JLQ	8.000	9.80	MQ	-	III	-	-	25.98%	-	Heqzrhay	3sZAME	-	160	3bVSPU+160	-	-
Saq	QNI	95.620	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1	HSB	435.000	8.60	Kaa	-	TN	-	-	43.10%	-	Fqldcybx	3dNDYK	-	140	3iNAAQ+140	-	-
Z	RUP	10.000	5.40	YK	-	LL	-	-	51.00%	-	Plqyscll	3oXHHZ	-	170	3xTSUB+170	-	-
T	AQN	32.000	40.40	MZ	-	JJ-	-	-	8.00%	-	Rksklfmv	3lDDZV	-	625	3nPDDH+625	-	-
W-1	EKA	49.000	6.60	LF	-	KKK-	-	-	58.00%	-	Gzjyfirm	3gPEDH	-	310	3uASCW+310	-	-
J-2	LUT	5.000	48.70	MD	-	MMM-	-	-	96.94%	-	Ozcoxuxo	3xZCAV	-	440	3iPAYT+440	-	-

Tranche Comments

N-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144M/Jzw G; K-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144O/Tfu F; Z: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144W/Ctb M; T: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144Z/Iuo U; W-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144G/Yvz F; J-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144N/Ucj J; T: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144K/Hzs S; Saq: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144J/Vxt P;

Deal Comments

Htx Wjxx Hmmkths 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 19, 1998

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
UO	USR	47.000	-	ZA	-	UU-	-	-	9.00%	-	Pwcyakms	EGFG	625-640	650	EBQK+650	-	-
XP	UZU	31.000	-	IL	-	TT	-	-	93.00%	-	Rybpjdrd	SESY	185j	180	EZYB+180	-	-
T1C	HNV	23.000	-	WB	-	GGG-	-	-	77.00%	-	Xbfjkbov	BTQP	320-325	320	WYIV+320	-	-
OA	ZZT	3.500	-	A3	-	FQ	-	-	4.40%	-	-	-	-	-	-	-	Retained
H2G	QCJ	9.000	-	HP	-	ZZZ-	-	-	10.00%	-	Njhdfyvx	KDIV	450-460	450	WLST+450	-	-
S2K	PMM	55.000	-	ZH	-	UUU	-	-	86.00%	-	Wcexmczl	UHZQ	165-170	165	VNKP+165	-	-
J1I	VJB	194.000	-	Kxx	-	XT	-	-	81.00%	-	Eeyjrffp	UCLC	148	148	CXOU+148	-	-
OO	VJQ	52.000	-	XS	-	A	-	-	32.00%	-	Hxvkwaaa	XWIV	220-225	210	DZFZ+210	-	-
Kao	ONP	89.828	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J1I: Redemption: 2026-06-21; Registration: 144Y/Vih P; S2K: Redemption: 2026-06-21; Registration: 144T/Nua G; XP: Redemption: 2026-06-21; Registration: 144M/Eig L; OO: Redemption: 2026-06-21; Registration: 144M/Bvm F; T1C: Redemption: 2026-06-21; Registration: 144H/Ksn E; H2G: Redemption: 2026-06-21; Registration: 144Z/Tvr G; UO: Redemption: 2026-06-21; Registration: 144Y/Uho G; OA: Redemption: 2026-06-21; Registration: 144M/Iaz R; Kao: Redemption: 2026-06-21; Registration: 144W/Kqu L;

Deal Comments

Ymsmp. Vuj Jtnn Jmgxufb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2005

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
T-BB	TJG	6.320	81.30	H3	-	-	-	-	4.73%	-	-	-	-	-	-	-	Retained
Qnk	ILJ	14.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-1-JJ	FHG	623.000	1.80	Paa	-	-	-	-	46.00%	-	Cjeavsni	HZJU	-	159	XMCL+159	-	757.00000
Q-EE	AUJ	85.000	1.10	-	-	H	-	-	27.44%	-	Mmkkyshz	HHNQ	-	250	ZSJJ+250	-	571.00000
E-RR	FAO	69.000	73.70	-	-	GG-	-	-	5.27%	-	Vsbjdwil	PHJA	-	710	WEUF+694	-	37.00000
F-UU	NOD	16.000	1.40	-	-	PP	-	-	87.00%	-	Bhvdftvq	VHCC	-	207	TKUT+207	-	974.00000
G-2-TT	KOL	1.000	29.20	-	-	VVV-	-	-	79.00%	-	Rvvzaycs	TTIS	-	505	CKGU+505	-	313.00000
P-1-KK	FSS	71.000	31.00	-	-	BBB-	-	-	16.00%	-	Kshukjnp	LNZP	-	385	YTIQ+385	-	480.00000
Z-2-YY	EOH	71.000	4.20	-	-	QQQ	-	-	43.95%	-	Tboxoxlf	CBUP	-	180	MIET+180	-	809.00000

Tranche Comments

J-1-JJ: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144X/Opf C; Z-2-YY: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144G/Hwg N; F-UU: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144P/Jhl Y; Q-EE: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144X/Zmz E; P-1-KK: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144D/Paw Z; G-2-TT: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144H/Lyu Q; E-RR: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144A/Wpv A; T-BB: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Q/Buv W; Qnk: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144N/Ufl U;

Deal Comments

Teeez. Vtw Zcbb Keazttr 2.00

Pricing Speed

20% EMI

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 24, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Dec 17, 2002

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	NZO	64.000	2.30	-	-	MM	-	-	69.00%	-	Nlofstez	ALNZ	200-210	217.5	DLJG+217.5	-	-
R	MWD	28.000	1.10	-	-	KKK-	-	-	14.00%	-	Akytqtma	JUVU	410-420	420	TAYC+420	-	-
S-1	EQO	315.000	9.70	Ycc	-	-	-	-	22.00%	-	Ndyjutsx	NTUF	160-163	163	ZLXS+163	-	-
K	HTJ	88.000	18.00	-	-	PP-	-	-	3.50%	-	Hmcfaclt	KOKZ	700-715	710	WQFW+710	-	-
Zcschz	ELL	52.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-2	ZYX	16.000	3.00	-	-	NNN	-	-	49.00%	-	Uszodume	EUZZ	175-180	180	IZKV+180	-	-
M	TEU	64.000	2.20	-	-	M	-	-	48.00%	-	Odhfsjai	CALN	250-260	270	HKMU+270	-	-

Tranche Comments

S-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Ohq S; R-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Bkc B; D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Eqp L; M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Abw X; R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Rqz H; K: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Fdy F; Zcschz: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Yex R;

Deal Comments

Lzy Gcff Ubxrzxa 2.00

Risk Retention

PK - Nvw

Pricing Speed

20% YTW

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 24, 1998