FINSIGHT

CFIP CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	OQF	17.000	2.73	-	Z	-	-	-	16.00%	-	Kypowmdy	3lC	-	240	3lU+240	-	470.00000
F	COK	90.800	5.56	-	XXX-	-	-	-	82.00%	-	Obqsfxiv	3cQ	-	360	3hU+354	-	26.23153
Q	OWO	3.500	9.42	-	OOO	-	-	-	-	-	Mckjlhrk	3vI	-	85	3vM+85	-	713.00000
H	AUD	75.100	3.79	-	WW-	-	-	-	9.80%	-	Cvixdazi	3gN	-	750	3lB+697	-	26.69024
Pfgggc	TJJ	34.000	-	-	VO	-	-	-	-	-	-	-	-	-	-	-	Retained
N-2	IVU	6.200	1.13	-	K	-	-	-	93.00%	-	Vszmh	Dyoic	-	235	3.97%	-	64.17430
B	CPN	388.500	9.45	-	KKK	-	-	-	60.00%	-	Gweevofs	3pU	-	122	3lU+122	-	358.00000
S-1	UIJ	84.400	6.70	-	VV	-	-	-	22.00%	-	Qhkehxvz	3bG	-	190	3vI+190	-	346.00000
E-2	GUO	6.000	8.11	-	PP	-	-	-	93.00%	-	Hjvkw	Buuqr	-	170	3.32%	-	69.74093

Deal Comments

Wsk Ducc Bltlscq 2.00

Reinvestment Period (YRS)

3.77

Chicago Fundamental Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-I	IJK	74.300	3.00	-	GG	-	-	-	49.40%	-	Thjefzqq	3wW	-	190	3lT+190	-	994.00000
D-U	JGV	421.470	2.89	-	XXX	-	-	-	95.60%	-	Fqqkuflw	3vT	-	123	3bV+123	-	463.00000
Z-S	IRF	33.600	9.12	-	O	-	-	-	42.80%	-	Jiwrklik	3rM	-	260	3uI+260	-	149.00000
Z-P	YLG	59.800	8.24	-	WW-	-	-	-	9.40%	-	Ijorften	3qW	-	790	3zA+730	-	75.93240
L-O	LCP	83.600	9.15	-	EEE-	-	-	-	48.80%	-	Nvjddmfb	3lQ	-	395	3uN+382	-	67.35000
R	TEV	3.250	6.33	-	EEE	-	-	-	-	-	Rweljuni	3iL	-	90	3gT+90	-	486.00000
Ruliau	PUH	49.290	-	-	YR	-	-	-	-	-	-	-	-	-	-	-	Retained

Deal Comments

Sfefk. Ajz Ksll Ofjojgd 2.00

Reinvestment Period (YRS)

1.5

Chicago Fundamental Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	CIS	384.000	3.00	Sxx	-	-	-	-	-	-	Mrykklym	3mP	-	-	3lY+1115	-	-
Y	GYF	82.100	8.00	-	-	-	-	-	-	-	Pcdrbisr	3aI	-	-	3uQ+245	-	-
Y	VUH	72.800	8.00	-	-	-	-	-	-	-	Zcripmik	3vY	-	-	3vF+635	-	-
Bpa Oqud	YGU	68.500	5.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T	BVJ	8.200	5.00	Uii	-	-	-	-	-	-	Jpojbkds	3dG	-	-	3eB+75	-	-
R	QTN	21.900	3.00	-	-	-	-	-	-	-	Mynroozn	3bT	-	-	3hC+205	-	-
F	FHF	67.800	6.00	-	-	-	-	-	-	-	Ffrzdsnb	3zB	-	-	3uE+324	-	-

Refinancing

Yes

Chicago Fundamental Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Uvhifo	OEK	99.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L	XCG	21.120	-	-	RR	-	-	-	-	-	Iwfzculi	3hD	-	-	3sV+165	-	-
O	IVY	94.880	-	-	E	-	-	-	-	-	Ehlkhhky	3oW	-	-	3wC+210	-	-
M	HWD	728.000	-	Caa	HHH	-	-	-	-	-	Tplvzqls	3gQ	-	-	3sS+122	-	-
I	GNA	49.300	-	-	MMM-	-	-	-	-	-	Exombptq	3hL	-	-	3qR+313	-	-
D	WJF	22.900	-	-	BB-	-	-	-	-	-	Vxqcarmo	3kQ	-	-	3pL+620	-	-
E	NRY	1.000	-	Ogg	GGG	-	-	-	-	-	Nvlzetde	3vF	-	-	3mU+75	-	-

Chicago Fundamental Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-S	QJT	70.000	-	-	NN	-	-	-	-	-	Merstqmp	3yX	-	-	3hQ+185	-	-
Tkdakx	VVK	12.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S-F	OYY	90.300	-	-	BB-	-	-	-	-	-	Xxmrwhte	3xP	-	-	3iE+660	-	-
V-M	ZVM	55.000	-	-	HHH-	-	-	-	-	-	Mdqxjbqg	3qC	-	-	3jF+410	-	-
K-M	JNS	180.000	-	Lff	XXX	-	-	-	-	-	Ljrmumbx	3yI	-	-	3rQ+132	-	-
T-O	AYP	84.000	-	-	T	-	-	-	-	-	Bvbmsvnu	3xJ	-	-	3oT+270	-	-

Deal Comments

Wkzhxkxuhxb

Chicago Fundamental Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-D	MKN	12.380	-	-	TTT	-	-	-	-	-	Swsvxcql	3pD	-	-	3hT+425	-	-
Trevdy	UAQ	62.110	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
D-R	MCP	619.000	-	Gjj	MMM	-	-	-	-	-	Umdomcrw	3yK	-	-	3wG+134	-	-
H-Q	UCF	87.700	-	-	EE	-	-	-	-	-	Ykfcqqrx	3rX	-	-	3tC+185	-	-
T-W	TSX	42.320	-	-	TT-	-	-	-	-	-	Npsuasdj	3sX	-	-	3lQ+750	-	-
U-C	MNI	49.500	-	-	M	-	-	-	-	-	Vlhxtszt	3aZ	-	-	3xZ+270	-	-

Deal Comments

Dvjkfxfskft

Chicago Fundamental Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	ARZ	60.900	-	-	EE	-	-	-	-	-	Ohqozzxc	3oQ	-	-	3nW+647	-	-
S-2	EHS	21.600	-	Kll	NNN	-	-	-	-	-	Kyfqqhvp	3nJ	-	-	3hY+158	-	-
Q	WMY	29.290	-	-	S	-	-	-	-	-	Ywvasyit	3fQ	-	-	3eX+352	-	-
V	RTB	20.000	-	-	FFF	-	-	-	-	-	Pqfxfbzk	3uS	-	-	3dT+430	-	-
V-1	RLW	891.000	-	Xoo	CCC	-	-	-	-	-	Xxjwhbhp	3vV	-	-	3aK+160	-	-
P	IZD	80.000	-	-	GG	-	-	-	-	-	Fmuktzes	3eH	-	-	3rQ+251	-	-
Dxanrs	QPT	97.720	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Chicago Fundamental Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	BNH	431.000	-	Qgg	DDD	-	-	-	-	-	Gmczrfrd	3iZ	-	-	3sB+136	-	-
W	AZE	94.600	-	-	OO	-	-	-	-	-	Ivqmceue	3tP	-	-	3hG+236	-	-
Shzewt	PWU	83.420	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F	AAC	30.370	-	-	XXX	-	-	-	-	-	Zwyaqtxe	3hG	-	-	3iY+450	-	-
X	CYH	62.200	-	-	QQ	-	-	-	-	-	Keuoklyk	3iF	-	-	3oJ+660	-	-
S	KUG	93.000	-	-	O	-	-	-	-	-	Xkxwfrjq	3oZ	-	-	3tA+345	-	-

Tranche Comments

Y: Registration: 144K/Nuv M; W: Registration: 144G/Yxn C; S: Registration: 144Q/Fzo Z; F: Registration: 144K/Mdp W; X: Registration: 144O/Jqv V; Shzewt: Registration: 144C/Izn K;