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	UZU	65.000	-	PN	-	ZZ	-	-	13.00%	-	Jjmvhdoz	PBZB	170-175	175	ECQI+175	-	-
I2	XLV	2.000	-	VF	-	VVV-	-	-	18.00%	-	Vjqfo	-	400-425	-	7.973%	-	-
N2	HHO	16.000	-	JR	-	EEE	-	-	76.00%	-	Tmchhfar	XNNQ	156v	161	JXQU+161	-	-
J1	NVU	86.000	-	ZM	-	DDD-	-	-	29.00%	-	Klbhkdiy	SLAD	295-305	310	LALA+310	-	-
B	RJC	88.000	-	QA	-	TT-	-	-	9.00%	-	Ybqxapjc	SCLX	575-600	580	HOPR+580	-	-
R	QCI	93.000	-	TF	-	Q	-	-	56.00%	-	Fhbfabba	QLLG	190-200	200	PGIM+200	-	-
B1	BNX	408.000	-	Edd	-	XY	-	-	81.00%	-	Nhbatdsx	VOVG	136	136	FCLF+136	-	-
Xzs	EKW	81.220	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B1: Redemption: 2027-01-22; Registration: 144Q/Vtn V; N2: Redemption: 2027-01-22; Registration: 144H/Zba G; P: Redemption: 2027-01-22; Registration: 144D/Fkt E; R: Redemption: 2027-01-22; Registration: 144B/Gyo D; J1: Redemption: 2027-01-22; Registration: 144U/Cmz X; I2: Redemption: 2027-01-22; Registration: 144D/Rrn K; B: Redemption: 2027-01-22; Registration: 144V/Bel P; Xzs: Redemption: 2027-01-22; Registration: 144X/Xfl W;

Deal Comments

Sqi Ovll Egexqrj 2.00. Kog rgvl mvw ipwxigr

Risk Retention

ZF - Jpg

Pricing Speed

20% FEA

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 11, 2010

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	QQN	826.000	7.40	Wjj	-	-	-	-	17.00%	-	Edduqyfb	ATPA	139	139	CKCB+139	-	-
C-2	OGM	2.000	1.30	-	-	FFF-	-	-	57.00%	-	Ovvudidi	JAHR	430	430	YWJI+430	-	-
F-1	IVZ	20.000	1.90	-	-	YYY-	-	-	47.80%	-	Wcbxwfyc	XSYW	300-310	310	JGEB+310	-	-
Hlaokt	GFB	55.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	WUE	23.000	8.80	-	-	DD	-	-	53.00%	-	Yqzjhdzo	CTPL	170	170	JHEL+170	-	-
N	JMY	91.000	2.00	-	-	E	-	-	31.00%	-	Lzpwhqlj	CTCJ	200	200	GBBE+200	-	-
E	NGK	51.000	53.00	-	-	JJ-	-	-	9.00%	-	Blwofpdl	ZBUC	600	600	YISB+600	-	-

Tranche Comments

V: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144O/Xpt X; X: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144L/Iwf E; N: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144M/Kzh Z; F-1: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144Z/Dkk J; C-2: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144B/Dib O; E: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144T/Xwj A; Hlaokt: First Pay: 2025-07-22; Redemption: 2026-11-26; Registration: 144F/Uvy Q;

Pricing Speed

20% ADY

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 2005

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
OM	ICR	3.850	-	H3	-	WI	-	-	2.23%	-	-	-	-	-	-	-	Retained
SF	RIK	38.240	-	XP	-	VV-	-	-	8.00%	-	Dkhlfukf	LCKS	675-700	675	PCVX+675	-	-
I2M	MYI	53.990	-	NO	-	FFF	-	-	54.00%	-	Tmpjqwfp	KQUH	160-165	165	LJOH+165	-	-
Z1D	HPF	63.600	-	VU	-	UUU-	-	-	55.00%	-	Yzysjpvt	PNGA	325-335	335	HKVN+335	-	-
GB	PYN	41.250	-	YN	-	AA	-	-	84.00%	-	Jfqwuway	AXKD	175-180	180	PANO+180	-	-
M2L	FBF	5.640	-	YJ	-	KKK-	-	-	34.29%	-	Afkey	Mczaq	460-480	-	7.470%	-	-
TT	ZBZ	17.500	-	AC	-	J	-	-	63.00%	-	Eprwhrqs	KYOM	205-215	205	HAWJ+205	-	-
Ftr	VIB	37.240	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D1D	UXW	726.000	-	Hyy	-	ZK	-	-	24.00%	-	Yleqxfnj	DBUT	141	141	GHGQ+141	-	-

Tranche Comments

D1D: Redemption: 2026-10-20; Registration: 144H/Nea Z; I2M: Redemption: 2026-10-20; Registration: 144D/Ape L; GB: Redemption: 2026-10-20; Registration: 144L/Zmj W; TT: Redemption: 2026-10-20; Registration: 144C/Mvt R; Z1D: Redemption: 2026-10-20; Registration: 144A/Idn C; M2L: Redemption: 2026-10-20; Registration: 144X/Hnj Q; SF: Redemption: 2026-10-20; Registration: 144V/Hlq F; OM: Redemption: 2026-10-20; Registration: 144Y/Rla R; Ftr: Redemption: 2026-10-20; Registration: 144O/Mhk X;

Deal Comments

Xbsbb. Wjv Yell Ibqgjhy 2.00. Dib hbel yes chsgzbh zqjr LT$400r bj LT$424.52r

Pricing Speed

20 XBQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 17, 2022

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
Q-1-E	WON	45.340	5.60	-	-	DDD-	-	-	56.59%	-	Dmlqrara	HTSB	-	316	AVDF+316	-	521.00000
C-2-L	ELE	57.000	8.30	-	-	G	-	-	54.00%	-	Ucmhkfto	GWFI	-	220	JPEY+220	-	703.00000
N-C	EGT	46.520	84.70	-	-	PP-	-	-	4.00%	-	Blshdqsk	PXYG	-	675	INDL+675	-	857.00000
Y-2-K	RSA	18.000	4.50	-	-	CCC	-	-	28.00%	-	Afsejcec	BJSC	-	163	KXNW+163	-	306.00000
M-I	IRR	4.210	10.60	W3	-	-	-	-	3.73%	-	-	-	-	-	-	-	Retained
Z-1-P	OSC	824.000	2.90	Iii	-	-	-	-	98.00%	-	Ppcfdser	TEZE	-	140	HYCD+140	-	279.00000
O-1-D	RYX	85.000	1.40	-	-	A+	-	-	80.00%	-	Qwwhhhqz	KWOS	-	205	SSKA+205	-	228.00000
J-2-E	HHA	3.000	99.80	-	-	PPP-	-	-	61.23%	-	Gtgww	-	-	-	8.50%	8.500%	204.00000
C-J	AQB	46.000	5.30	-	-	TT	-	-	73.00%	-	Hyvmpzxm	ECVB	-	178	EWYO+178	-	793.00000

Tranche Comments

Z-1-P: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144B/Wbz Z; Y-2-K: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144G/Cyd G; C-J: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144I/Dko G; O-1-D: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144M/Vsd M; C-2-L: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144V/Ynx I; Q-1-E: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144O/Dtt I; J-2-E: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144P/Fhx C; N-C: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144N/Rix N; M-I: First Pay: 2024-10-19; Redemption: 2026-09-04; Registration: 144K/Ihy I;

Deal Comments

Xzpzq. Aep Zuhh Hzkrerg 2.00

Pricing Speed

20 UKJ

Reinvestment Period (YRS)

Reinvestment Period End Date

May 13, 2007

WAL Test Period (YRS)

WAL Test Period End Date

Feb 21, 2016

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	MRG	2.000	98.10	ZH	-	PPP-	-	-	49.68%	-	Jdzpfhzb	3iKNOJ	-	440	3yWTKC+440	-	-
V	JXQ	21.000	74.10	HN	-	GG-	-	-	8.00%	-	Gxmdybmd	3qTDLN	-	625	3hABZK+625	-	-
U-1	UBP	100.000	2.90	Off	-	XT	-	-	43.60%	-	Cbzqezxg	3cAKIC	-	140	3uHEDR+140	-	-
T	VEJ	69.000	5.10	PR	-	AA	-	-	36.00%	-	Vlbkvdlw	3mYYGS	-	170	3nMSOV+170	-	-
C	NUV	89.000	6.10	MM	-	X	-	-	62.00%	-	Bkfobhlx	3jZAHP	-	200	3rAEFR+200	-	-
G-1	GOP	11.000	6.70	PN	-	III-	-	-	95.00%	-	Asqareql	3jWPXU	-	310	3qCSSZ+310	-	-
Mla	TCM	21.810	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2	MOO	1.000	2.10	IW	-	FFF	-	-	79.74%	-	Jrchfemt	3fMTBN	-	160	3sZYTW+160	-	-

Tranche Comments

U-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144J/Dvg F; K-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144Q/Rfi Z; T: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144Q/Utu O; C: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144P/Tbq Q; G-1: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144L/Nlz N; L-2: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144H/Bah S; V: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144X/Mrm L; Mla: First Pay: 2025-04-22; Redemption: 2026-08-29; Registration: 144J/Voy I;

Deal Comments

Jqx Obnn Ntylqos 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 2, 2006

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y1U	VFK	25.000	-	XH	-	KKK-	-	-	77.00%	-	Ixvurhkv	LOXO	320-325	320	BNKK+320	-	-
O2R	ZBJ	4.000	-	GH	-	EEE-	-	-	58.00%	-	Hzfvxfwy	DUHC	450-460	450	GASN+450	-	-
GX	EAG	9.200	-	U3	-	CD	-	-	4.90%	-	-	-	-	-	-	-	Retained
LB	TBZ	70.000	-	LW	-	P	-	-	27.00%	-	Kzozxikh	XHLT	220-225	210	PZLM+210	-	-
IP	QIO	72.000	-	MY	-	UU-	-	-	4.00%	-	Exuvzoyr	TIAN	625-640	650	UOHZ+650	-	-
W1F	CJC	994.000	-	Nbb	-	LO	-	-	17.00%	-	Tyvjkeem	GAEX	148	148	MBOP+148	-	-
BS	VHS	59.000	-	VS	-	VV	-	-	32.00%	-	Kumovqvb	AXVE	185m	180	MEQA+180	-	-
N2V	OGG	58.000	-	BD	-	DDD	-	-	97.00%	-	Qvrjcsou	NWEK	165-170	165	DNUY+165	-	-
Dli	OVI	85.304	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W1F: Redemption: 2026-06-21; Registration: 144Q/Gzs J; N2V: Redemption: 2026-06-21; Registration: 144J/Vzr X; BS: Redemption: 2026-06-21; Registration: 144N/Yie X; LB: Redemption: 2026-06-21; Registration: 144B/Azf N; Y1U: Redemption: 2026-06-21; Registration: 144W/Pbd D; O2R: Redemption: 2026-06-21; Registration: 144E/Hvj M; IP: Redemption: 2026-06-21; Registration: 144C/Ypp R; GX: Redemption: 2026-06-21; Registration: 144K/Kwl V; Dli: Redemption: 2026-06-21; Registration: 144H/Vyt P;

Deal Comments

Ggggm. Woo Nquu Jgcpohl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 21, 2017

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2-RR	HMM	13.000	8.10	-	-	RRR	-	-	90.75%	-	Wandtaqn	QWZW	-	180	HEQK+180	-	653.00000
F-MM	NEE	61.000	3.30	-	-	YY	-	-	11.00%	-	Jwmrpbld	HAMB	-	207	BIMR+207	-	359.00000
K-LL	EIW	46.000	6.60	-	-	O	-	-	46.38%	-	Mzcwyrbi	CQEH	-	250	ZTVE+250	-	480.00000
K-1-EE	QBK	82.000	50.00	-	-	PPP-	-	-	90.00%	-	Wvelefki	KTQH	-	385	TWKK+385	-	980.00000
T-NN	CVI	46.000	84.40	-	-	AA-	-	-	4.37%	-	Dlzjofqc	ZTUB	-	710	QILY+694	-	29.00000
Z-1-TT	BMJ	547.000	5.40	Ygg	-	-	-	-	82.00%	-	Fxskoeyg	MUVY	-	159	UCTL+159	-	173.00000
Y-2-II	XEJ	4.000	73.60	-	-	KKK-	-	-	20.00%	-	Eqpswmds	PQOS	-	505	BYDD+505	-	276.00000
Nhs	VYR	80.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-TT	ESJ	8.910	20.30	I3	-	-	-	-	3.88%	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-1-TT: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144A/Cft M; S-2-RR: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144T/Piu B; F-MM: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144O/Ciy V; K-LL: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144L/Jry R; K-1-EE: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144M/Xca V; Y-2-II: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144L/Txc L; T-NN: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144D/Ynr B; I-TT: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144P/Qpf C; Nhs: First Pay: 2024-10-17; Redemption: 2026-07-17; Registration: 144W/Ban I;

Deal Comments

Xvwvp. Ttp Ltpp Dvhwtty 2.00

Pricing Speed

20% CZR

Reinvestment Period (YRS)

Reinvestment Period End Date

May 21, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Nov 19, 2025

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	WXI	79.000	7.00	-	-	DDD	-	-	28.00%	-	Sxdxecpf	ZCAU	175-180	180	JEYB+180	-	-
Tszesd	ZAA	49.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	WRJ	68.000	8.20	-	-	P	-	-	42.00%	-	Rqbirtis	PCAV	250-260	270	WQAG+270	-	-
C	LEY	87.000	7.30	-	-	XX	-	-	85.00%	-	Zxlsvoje	NIFG	200-210	217.5	ZLXA+217.5	-	-
W-1	VRO	112.000	6.70	Dyy	-	-	-	-	69.00%	-	Fjsyyizz	ZVNJ	160-163	163	XXXI+163	-	-
K	VGG	85.000	7.40	-	-	BBB-	-	-	20.00%	-	Kmzqxrnu	TMBY	410-420	420	UIAS+420	-	-
B	YJD	38.000	96.00	-	-	HH-	-	-	8.40%	-	Nvryxjmn	BSZA	700-715	710	PATR+710	-	-

Tranche Comments

W-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Gil Z; I-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Miy P; C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Evi N; M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Zdg L; K: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Djl X; B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Ksk B; Tszesd: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Tno A;

Deal Comments

Tqz Mnvv Nvgfqqk 2.00

Risk Retention

UW - Uwa

Pricing Speed

20% EPL

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 2008

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
A	JAS	32.600	53.90	-	-	QQ-	-	-	3.00%	-	Mhqrueqf	ICHS	875-900	900	OAQO+864	-	11.00000
Had	QTY	38.955	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	MGF	65.600	2.90	-	-	C	-	-	23.00%	-	Qmdfyzzu	TYXN	325	325	QJCQ+325	-	283.00000
U-2	YGK	72.000	6.00	-	-	OOO	-	-	44.00%	-	Erffkepb	HCQA	225-230	230	NCWZ+230	-	757.00000
Y-1	RSD	160.000	1.60	Ioo	-	-	-	-	78.00%	-	Tfqqpttg	TOJA	180	180	PHUI+180	-	567.00000
C	CPO	88.800	1.90	-	-	QQQ-	-	-	36.20%	-	Effxwqpu	LCDO	535-540	550	BENN+550	-	818.00000
P	UAW	38.300	4.30	-	-	HH	-	-	36.00%	-	Clbdmicq	VTCF	255-265	285	JMGC+285	-	772.00000

Tranche Comments

Y-1: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144Y/Jvx F; U-2: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144G/Idx I; P: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144Z/Vix R; E: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144P/Mws B; C: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144X/Ley T; A: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144F/Wdv Q; Had: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144Z/Urx L;

Deal Comments

Tkv Vgww Mgqwkhb 2.00

Risk Retention

MI - Sah

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 9, 1997

WAL Test Period (YRS)

WAL Test Period End Date

May 6, 2011

Birch Grove Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	VKW	743.000	6.10	Pqq	-	-	-	-	68.00%	-	Pdelywpj	PILR	220	220	DUCX+220	-	682.00000
V-2	GER	91.700	8.80	Mee	-	-	-	-	37.30%	-	Sscvaabu	VCJL	255	255	JWTE+255	-	179.00000
Ljy	VWE	82.430	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	NFW	51.360	3.00	-	-	D	-	-	79.80%	-	Kfjumylu	XWLF	340-350	340	YLVI+340	-	599.00000
U	KJR	97.400	-	-	-	QQ-	-	-	6.80%	-	-	-	-	-	-	-	Retained
X	JCC	46.800	3.70	-	-	CCC-	-	-	20.00%	-	Xvcfsddd	XPAX	575-600	600	XPPP+583	-	16.00000
R	GQF	92.970	2.50	Wu3	-	-	-	-	53.39%	-	Kpekhayj	EBMO	290	290	PDMO+290	-	159.00000

Tranche Comments

H-1: First Pay: 2024-01-20; Registration: 144H/Zwl K; V-2: First Pay: 2024-01-20; Registration: 144L/Xxy Z; R: First Pay: 2024-01-20; Registration: 144O/Aqh D; E: First Pay: 2024-01-20; Registration: 144U/Vch E; X: First Pay: 2024-01-20; Registration: 144H/Fji J; U: First Pay: 2024-01-20; Registration: 144W/Qon V; Ljy: First Pay: 2024-01-20; Registration: 144U/Zrw L;

Deal Comments

Vqh Duaa Iomcqug 2.00

Risk Retention

EF - Apgwopxokk

Pricing Speed

20 KSV

Reinvestment Period (YRS)

Refinancing

Yes

WAL Test Period (YRS)