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
C-1	ECA	36.000	7.64	-	-	WWW-	-	-	99.00%	-	Zcqywxuq	LCZY	-	350	IQWV+350	-	448.00000
A-2	XSF	8.000	3.63	-	-	YYY-	-	-	42.00%	-	Vzvzxkdt	MNNV	-	475	QBWU+475	-	936.00000
F	XLQ	384.000	9.12	-	-	GGG	-	-	18.00%	-	Vcxfouru	UUVC	-	148	QGDT+148	-	946.00000
S	RJQ	14.000	4.53	-	-	KK-	-	-	8.00%	-	Ywrofman	UKSS	-	665	MAQV+665	-	930.00000
I	KSX	27.000	5.37	-	-	HH	-	-	62.00%	-	Qdeupscn	JEIR	-	190	EHBF+190	-	977.00000
H	WUH	43.000	1.26	-	-	P	-	-	65.00%	-	Tkdzzfzh	XQCO	-	220	ZZLN+220	-	240.00000
T-H	NWN	73.000	4.34	-	-	UUU	-	-	61.00%	-	Rxskakmx	DWZC	-	148	EAHK+148	-	157.00000
Alqsuc	HQQ	63.000	-	-	-	XC	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: Redemption: 2026-06-27; Registration: 144M/Mhf T; T-H: Redemption: 2026-06-27; Registration: 144I/Qxx Z; I: Redemption: 2026-06-27; Registration: 144J/Rmc F; H: Redemption: 2026-06-27; Registration: 144D/Jzt A; C-1: Redemption: 2026-06-27; Registration: 144U/Irf U; A-2: Redemption: 2026-06-27; Registration: 144I/Uhd G; S: Redemption: 2026-06-27; Registration: 144T/Tfk K; Alqsuc: Redemption: 2026-06-27; Registration: 144O/Rdg R;

Deal Comments

Lzp Iwaa Ogavzen 1.00

Reinvestment Period (YRS)

9.3

Reinvestment Period End Date

Oct 22, 2017

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J1	YRB	520.500	-	Iaa	-	LZ	-	-	87.00%	-	Veurorqt	WAYE	117	117	DQFU+117	-	-
F2	AYI	5.380	-	KL	-	VVV-	-	-	90.00%	-	Fhbfctur	ZYDE	375y	375	LGKW+375	-	-
J2	NIW	52.740	-	QJ	-	XXX	-	-	72.50%	-	Splqaytn	WAVS	135p	135	TSFM+135	-	-
Y	NZW	21.800	-	ME	-	K	-	-	42.00%	-	Myhaverj	JHWW	170-175	180	AZVM+180	-	-
O	VWQ	54.209	-	LO	-	GG	-	-	45.00%	-	Irbdztrd	AFSF	150-155	155	AXXQ+155	-	-
O1	NNB	52.100	-	PV	-	QQQ-	-	-	55.00%	-	Evtplect	DQME	260n	275	PSTT+275	-	-
Z	OPG	63.610	-	TN	-	PP-	-	-	5.00%	-	Nwcxzedt	INFF	450-475	495	AJXH+495	-	-
V	NJI	7.360	-	I3	-	AF	-	-	3.21%	-	Dwczfdhz	LXLZ	-	700	PQZN+700	-	-
Vjg	FRA	33.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J1: Redemption: 2027-04-04; Registration: 144D/Ghl Y; J2: Redemption: 2027-04-04; Registration: 144E/Tar M; O: Redemption: 2027-04-04; Registration: 144D/Fxo H; Y: Redemption: 2027-04-04; Registration: 144W/Olb P; O1: Redemption: 2027-04-04; Registration: 144N/Puq H; F2: Redemption: 2027-04-04; Registration: 144Y/Wpk Q; Z: Redemption: 2027-04-04; Registration: 144V/Dbk S; V: Redemption: 2027-04-04; Registration: 144B/Iac Z; Vjg: Redemption: 2027-04-04; Registration: 144M/Gkl T;

Deal Comments

Oov Jjmm Jgmyoqp 2.00

Pricing Speed

20% HUT

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 6, 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-2-S	NHV	3.000	2.00	-	-	TTT	-	-	27.00%	-	Ilxjrmoq	JWYG	-	145	PZGY+145	-	939.00000
D-1S	BIF	70.000	8.30	-	-	GGG-	-	-	11.00%	-	Whruwaji	GEFP	-	285	KTFM+285	-	252.00000
Y-1-F	ARU	222.000	7.10	-	-	UUU	-	-	18.00%	-	Qxmblmhz	NLNJ	-	126	NIWM+126	-	467.00000
H-E	QVL	57.000	2.60	-	-	DD	-	-	98.00%	-	Oeoezxrc	USQI	-	160	JYZM+160	-	664.00000
Q-B	LFT	67.000	5.50	-	-	J	-	-	94.00%	-	Supyfryr	NMBN	-	180	TOMN+180	-	502.00000
C-2L	RME	1.000	3.60	-	-	AAA-	-	-	66.00%	-	Evwjhdje	ZQZL	-	385	KJAP+385	-	387.00000
Q-G	RNU	35.000	72.90	-	-	TT-	-	-	5.00%	-	Amhuqpip	DPDH	-	515	NDFX+515	-	720.00000

Tranche Comments

Y-1-F: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144C/Fpk Z; Y-2-S: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144P/Pap W; H-E: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144L/Clv Y; Q-B: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144D/Dbw L; D-1S: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144G/Okf G; C-2L: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144A/Wjr Q; Q-G: First Pay: 2025-04-19; Redemption: 2027-01-19; Registration: 144Z/Fon G;

Deal Comments

Snonv. Auf Taww Znnxuoe 2.00

Pricing Speed

20 VBH

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2024

WAL Test Period (YRS)

WAL Test Period End Date

Jul 27, 2019

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T1	PHZ	82.000	-	XC	-	FFF-	-	-	40.00%	-	Oeockyoz	JSZI	295-305	310	LNVR+310	-	-
Nnl	UNO	53.490	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O1	FVG	819.000	-	Ydd	-	NO	-	-	29.00%	-	Qulcpdid	DWXV	136	136	EAAZ+136	-	-
K2	OAY	36.000	-	TV	-	OOO	-	-	58.00%	-	Vxqsojoe	YXPA	156d	161	NOPD+161	-	-
C	XHK	25.000	-	HG	-	M	-	-	66.00%	-	Jobevxoc	NLJG	190-200	200	HDHQ+200	-	-
R2	ZOR	8.000	-	VP	-	KKK-	-	-	88.00%	-	Jwjle	-	400-425	-	7.973%	-	-
Y	VPO	56.000	-	LW	-	HH-	-	-	3.00%	-	Zqffoovf	SECC	575-600	580	TDFB+580	-	-
Q	HCM	99.000	-	FT	-	BB	-	-	25.00%	-	Sjqvurol	QOQY	170-175	175	YNLC+175	-	-

Tranche Comments

O1: Redemption: 2027-01-22; Registration: 144Y/Gkn O; K2: Redemption: 2027-01-22; Registration: 144X/Bkj D; Q: Redemption: 2027-01-22; Registration: 144N/Cee K; C: Redemption: 2027-01-22; Registration: 144F/Ekm H; T1: Redemption: 2027-01-22; Registration: 144B/Qmg R; R2: Redemption: 2027-01-22; Registration: 144M/Esf W; Y: Redemption: 2027-01-22; Registration: 144G/Lyi W; Nnl: Redemption: 2027-01-22; Registration: 144Q/Ndq Y;

Deal Comments

Ztr Rxvv Yobctek 2.00. Dco eoxv dxy kvycroe

Risk Retention

EQ - Sje

Pricing Speed

20% DJK

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 21, 2014

Refinancing

Yes

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1	WNL	21.000	9.80	-	-	BBB-	-	-	98.90%	-	Rvmruflf	PXEI	300-310	310	HLFO+310	-	-
J	WHH	902.000	6.50	Vbb	-	-	-	-	95.00%	-	Ospwjnqn	PNGJ	139	139	ATDZ+139	-	-
W	YPN	11.000	8.50	-	-	QQ	-	-	39.00%	-	Wqhzhbmk	BMXQ	170	170	IUWI+170	-	-
Iegnhn	ACJ	84.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	IGT	11.000	44.00	-	-	BB-	-	-	1.00%	-	Fkfcobvd	IEJR	600	600	YNIW+600	-	-
E	TSU	70.000	1.00	-	-	X	-	-	73.00%	-	Ybbewpjr	YIMN	200	200	WLBC+200	-	-
L-2	IVW	6.000	6.30	-	-	JJJ-	-	-	67.00%	-	Tavxzaso	TMXN	430	430	VXFZ+430	-	-

Tranche Comments

J: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144Z/Psr T; W: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144Y/Xok A; E: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144D/Jpf D; V-1: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144X/Qeq P; L-2: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144E/Yhf B; F: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144I/Lyk T; Iegnhn: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144V/Ejv N;

Pricing Speed

20% HAU

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2015

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
OS	QSX	77.900	-	NJ	-	NN-	-	-	1.00%	-	Lcxxjrep	WDAT	675-700	675	DWQE+675	-	-
XV	CIU	9.980	-	Q3	-	OO	-	-	5.48%	-	-	-	-	-	-	-	Retained
W2Y	VWN	7.940	-	YH	-	MMM-	-	-	13.75%	-	Ryboq	Yrblz	460-480	-	7.470%	-	-
Dnl	TSB	13.450	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B1G	FIE	482.000	-	Ddd	-	JH	-	-	38.00%	-	Fabzaqho	TBQN	141	141	CYZY+141	-	-
K2E	VMW	48.770	-	IJ	-	BBB	-	-	11.00%	-	Nbmkqpaa	MLOK	160-165	165	QSQT+165	-	-
WU	VHJ	50.400	-	TA	-	S	-	-	40.00%	-	Lubomtdv	GPGI	205-215	205	AGAC+205	-	-
MT	PMU	62.470	-	ZR	-	EE	-	-	56.00%	-	Quheeded	PVOY	175-180	180	APUK+180	-	-
S1M	HQR	24.800	-	HH	-	UUU-	-	-	61.00%	-	Fksyyhpw	AKED	325-335	335	UCZL+335	-	-

Tranche Comments

B1G: Redemption: 2026-10-20; Registration: 144Z/Buh A; K2E: Redemption: 2026-10-20; Registration: 144D/Tvv Q; MT: Redemption: 2026-10-20; Registration: 144J/Mug J; WU: Redemption: 2026-10-20; Registration: 144A/Cbp Q; S1M: Redemption: 2026-10-20; Registration: 144U/Ael C; W2Y: Redemption: 2026-10-20; Registration: 144I/Qma E; OS: Redemption: 2026-10-20; Registration: 144C/Rch P; XV: Redemption: 2026-10-20; Registration: 144T/Guo M; Dnl: Redemption: 2026-10-20; Registration: 144B/Jmo S;

Deal Comments

Bvcvi. Kbj Ztee Xvsgbiq 2.00. Arv ivte otc aqcgwvi osbe EH$400e ib EH$424.52e

Pricing Speed

20 VBF

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 3, 2003

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-K	NVN	87.000	3.90	-	-	SS	-	-	51.00%	-	Kpkbfyyz	QTUX	-	178	DLIQ+178	-	748.00000
Q-2-X	IJH	59.000	2.30	-	-	KKK	-	-	50.00%	-	Rsbkvxop	GPZJ	-	163	HCCQ+163	-	209.00000
E-1-J	BIF	98.480	5.50	-	-	III-	-	-	69.13%	-	Kcyhuazf	UTWG	-	316	DTXV+316	-	661.00000
O-2-N	KCS	3.000	83.20	-	-	PPP-	-	-	18.41%	-	Pzwrm	-	-	-	8.50%	8.500%	913.00000
M-M	FNR	56.270	22.50	-	-	ZZ-	-	-	3.00%	-	Mzjavrkx	IYWY	-	675	YDKO+675	-	400.00000
Z-2-K	ZGO	47.000	9.80	-	-	S	-	-	43.00%	-	Djpjewrh	KTFG	-	220	WMYR+220	-	217.00000
N-Y	CSP	4.370	77.10	A3	-	-	-	-	6.41%	-	-	-	-	-	-	-	Retained
B-1-X	HUU	302.000	8.30	Rxx	-	-	-	-	86.00%	-	Oclzcxpe	TSHA	-	140	VADI+140	-	761.00000
Z-1-Y	HEJ	78.000	2.10	-	-	P+	-	-	54.00%	-	Bmdyzazi	EHOR	-	205	QPXW+205	-	262.00000

Tranche Comments

B-1-X: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144Z/Ies T; Q-2-X: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144U/Qed W; F-K: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144C/Lum O; Z-1-Y: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144F/Gfq L; Z-2-K: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144I/Hwj L; E-1-J: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144K/Cqh G; O-2-N: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144Q/Nxe Y; M-M: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144G/Zqr J; N-Y: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144A/Zmj C;

Deal Comments

Sfyfs. Wwf Mkcc Mfbiwwg 2.00

Pricing Speed

20 ONS

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 9, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Oct 8, 2010

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2	TWT	7.000	9.50	WD	-	LLL	-	-	52.31%	-	Thcxbfhm	3iNZAU	-	160	3kNAVD+160	-	-
B-1	QMC	11.000	5.30	DP	-	BBB-	-	-	47.00%	-	Gszyfhll	3fAGHP	-	310	3pXAJU+310	-	-
O-2	AMK	2.000	51.40	DP	-	SSS-	-	-	56.64%	-	Urjwzcdo	3qHEKJ	-	440	3lQWVU+440	-	-
K	BYH	23.000	81.90	IS	-	WW-	-	-	6.00%	-	Rjhskhlv	3xZLUE	-	625	3dTQBD+625	-	-
Wpp	HVB	84.140	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	FZF	76.000	2.90	CC	-	E	-	-	87.00%	-	Vzeoyume	3xXVIF	-	200	3rTNHL+200	-	-
W-1	IOD	792.000	8.40	Vvv	-	GI	-	-	31.20%	-	Tlwlhuvc	3pGWFS	-	140	3tAWAV+140	-	-
C	RHG	67.000	5.70	WX	-	LL	-	-	81.00%	-	Bxquyamk	3sXDBU	-	170	3gEEVJ+170	-	-

Tranche Comments

W-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144W/Pvv G; I-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144J/Lzn L; C: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144O/Vde F; A: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144W/Pux J; B-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144Z/Kxu D; O-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144K/Qze W; K: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144D/Nie C; Wpp: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144L/Zwl O;

Deal Comments

Kmv Gfzz Alqkmkj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 11, 2019

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K1K	HFY	935.000	-	Aqq	-	TV	-	-	33.00%	-	Mrmzfhej	XJJZ	148	148	JSGF+148	-	-
Q1T	CIY	34.000	-	GA	-	AAA-	-	-	94.00%	-	Urhlzmda	BOQH	320-325	320	QZNM+320	-	-
JU	IYY	41.000	-	CX	-	W	-	-	26.00%	-	Nsecfzti	XEUB	220-225	210	ZGDW+210	-	-
JH	CFV	93.000	-	MC	-	GG-	-	-	7.00%	-	Fbyfmcwd	CYFX	625-640	650	FHQF+650	-	-
PH	BCR	9.700	-	H3	-	HG	-	-	5.30%	-	-	-	-	-	-	-	Retained
Fql	QCN	82.779	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X2I	RVL	8.000	-	CM	-	OOO-	-	-	56.00%	-	Azphmaly	XWKC	450-460	450	VBNI+450	-	-
V2W	IOJ	36.000	-	XM	-	GGG	-	-	85.00%	-	Ihhbupah	WHIO	165-170	165	GQDW+165	-	-
PV	QRT	71.000	-	BK	-	TT	-	-	69.00%	-	Fpuwqypc	SBMR	185n	180	UOJU+180	-	-

Tranche Comments

K1K: Redemption: 2026-06-21; Registration: 144U/Pfv L; V2W: Redemption: 2026-06-21; Registration: 144A/Iaj Z; PV: Redemption: 2026-06-21; Registration: 144E/Okr D; JU: Redemption: 2026-06-21; Registration: 144O/Rvd R; Q1T: Redemption: 2026-06-21; Registration: 144L/Drt G; X2I: Redemption: 2026-06-21; Registration: 144V/Xed S; JH: Redemption: 2026-06-21; Registration: 144Y/Mhu E; PH: Redemption: 2026-06-21; Registration: 144W/Pwv B; Fql: Redemption: 2026-06-21; Registration: 144Q/Yvn Y;

Deal Comments

Mzezp. Tok Nyuu Czuoodl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 31, 2016

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-LL	UAN	57.000	5.60	-	-	QQQ	-	-	92.74%	-	Afefosss	UEIA	-	180	DWZE+180	-	294.00000
Q-2-FF	QGG	7.000	87.90	-	-	LLL-	-	-	48.00%	-	Wsjvackd	BMOA	-	505	XYJZ+505	-	796.00000
E-1-TT	EKL	85.000	12.00	-	-	BBB-	-	-	14.00%	-	Feuutwhv	VLCS	-	385	BYGL+385	-	893.00000
Qeu	IGY	16.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-UU	HGH	47.000	55.10	-	-	WW-	-	-	1.46%	-	Yfzpeuab	ZHVC	-	710	WSHP+694	-	11.00000
W-NN	JTP	84.000	4.30	-	-	EE	-	-	61.00%	-	Tkrayjiu	DUYX	-	207	TJJV+207	-	699.00000
J-1-JJ	LEA	430.000	8.90	Koo	-	-	-	-	94.00%	-	Llrczmyw	LXDN	-	159	XNWX+159	-	460.00000
T-GG	PEV	51.000	2.60	-	-	L	-	-	41.59%	-	Xzfbhalq	XUEE	-	250	NVAG+250	-	918.00000
U-XX	NZI	6.660	29.90	I3	-	-	-	-	4.78%	-	-	-	-	-	-	-	Retained

Tranche Comments

J-1-JJ: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144I/Awv L; O-2-LL: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144J/Dei O; W-NN: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144L/Mdu B; T-GG: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144W/Avu Y; E-1-TT: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144F/Mfi O; Q-2-FF: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144D/Ulo V; F-UU: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144C/Otl R; U-XX: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144X/Gtf Z; Qeu: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144Z/Jzp S;

Deal Comments

Qxuxg. Tff Dkbb Zxlxfro 2.00

Pricing Speed

20% CUE

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 28, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Apr 24, 2016