FINSIGHT

Whitebox CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-3S	VXB	6.000	5.50	Zgg	-	-	-	-	33.00%	-	Iwejhaza	GCUR	-	181	LHUB+181	-	-
Z-1I	BNK	52.000	3.70	-	III-	-	-	-	10.00%	-	Cdrubsqc	QDCQ	285-295	390	TGZU+390	-	-
O-2I	NTE	2.000	5.00	-	KKK-	-	-	-	53.00%	-	Wrsjvzcp	GSGO	390-400	600	NWXB+600	-	-
J-2L	PCU	99.000	8.60	Dhh	-	-	-	-	21.00%	-	Okcmstix	DDYY	-	180	LAID+180	-	-
J-S	YFU	53.000	7.30	-	VV	-	-	-	70.00%	-	Gfvcwuur	YYTE	170-175	210	TWNY+210	-	-
J-1W	MXW	582.000	1.90	Umm	MMM	-	-	-	48.00%	-	Khvmsmmf	UWEX	125h	149	NTVE+149	-	-
F-W	PTQ	42.000	3.20	-	ZZ-	-	-	-	6.00%	-	Zjlxkcxh	CZBZ	515-535	648	WVAW+648	-	-
Khi	ROY	30.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-Y	WKM	44.000	3.80	-	Y	-	-	-	69.00%	-	Ichmxkpp	MNZI	190-200	250	UBJI+250	-	-

Tranche Comments

J-1W: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144T/Ico J; J-2L: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144U/Ujl Y; V-3S: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144U/Fdh R; J-S: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144Z/Bpw K; Y-Y: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144A/Lbv L; Z-1I: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144L/Vts H; O-2I: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144X/Bkp R; F-W: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144Q/Mpb F; Khi: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144K/Dok A;

Deal Comments

Kmemu. Kbw-Eqtt Qmrgbtx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 5, 2015

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2R2	IVR	9.000	18.00	-	-	CCC-	-	-	32.00%	-	Nyjekdfo	WJHO	425w	425	NMTF+425	-	-
K-1T2	IGS	18.000	91.20	-	-	DD-	-	-	8.00%	-	Iopqowpj	BGIA	575e	575	MNFW+575	-	-
O-1B2	PED	479.000	5.60	Igg	-	-	-	-	16.00%	-	Wwvpjqam	SJFY	138d	138	XPYD+138	-	-
H-R2	AJX	19.000	2.30	-	-	WW	-	-	86.00%	-	Hxyytdfc	MSFW	175a	175	QTKK+175	-	-
W-L2	FIG	68.000	5.50	-	-	B	-	-	18.00%	-	Ykwhevbh	KMZY	195e	195	MBJL+195	-	-
L-1B2	ZWW	38.000	4.30	-	-	OOO-	-	-	21.00%	-	Ajuqlfue	LYGY	300v	290	YXLX+290	-	-
X-2F2	YIQ	4.000	9.30	-	-	UUU	-	-	98.00%	-	Ulpwbvex	HIKP	155f	160	XDDB+160	-	-
G-2G2	MQD	3.600	57.20	H3	-	-	-	-	4.74%	-	Ulfmhcbr	ACXF	750w	825	ABHT+791	-	-

Tranche Comments

O-1B2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144H/Ful H; X-2F2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144M/Nip L; H-R2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144C/Zcy A; W-L2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144H/Ynf P; L-1B2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144O/Cqd W; U-2R2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144I/Dpr V; K-1T2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144M/Uwi A; G-2G2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144X/Qus B;

Deal Comments

Mkzkc. Aew Mmzz Rktievq 1.9

Reinvestment Period (YRS)

1.2

Reinvestment Period End Date

Mar 15, 2002

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2E	BEG	89.600	2.90	Uxx	-	-	-	-	15.00%	-	Ewuledvl	3aJXNF	-	149	3wVGYE+149	-	107.00000
P-O	OGP	42.000	9.00	Xq3	-	-	-	-	2.00%	-	Pasklaph	3kPUDL	-	565	3jEMTT+565	-	196.00000
H-D	QJD	49.900	4.40	Uww3	-	-	-	-	33.00%	-	Ywxerckz	3kZODG	-	285	3uBEZO+285	-	988.00000
J-1W	YNY	584.500	3.20	Mmm	-	-	-	-	79.00%	-	Aswojifo	3aYLEM	-	127	3wAMPX+127	-	866.00000
I-A	HAF	12.700	1.70	Ta2	-	-	-	-	55.00%	-	Xpyebblb	3aLVKZ	-	170	3zDXMS+170	-	263.00000
L-M	HBH	84.900	5.10	L2	-	-	-	-	53.20%	-	Bvxyqvad	3vNEUM	-	190	3uLDOZ190	-	158.00000

Tranche Comments

J-1W: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144F/Wha S; E-2E: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144P/Cxb S; I-A: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144A/Tom O; L-M: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144B/Xjz G; H-D: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144V/Jxx I; P-O: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144I/Atr C;

Deal Comments

Sckcq. Fmy Hhuu Acenmji 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 9, 2022

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Cvi	PMT	99.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P-1	GTT	847.000	-	Uww	III	-	-	-	-	-	Yobyn	XWJD	-	215	ASZI+215	-	-
G	JIC	32.000	-	MU	JJ	-	-	-	-	-	Corya	MTOR	255	260	TOJA+260	-	-
Z	MIG	30.000	-	NV	G	-	-	-	-	-	Oycle	ADFK	-	310	XINK+310	-	-
B	UTZ	31.000	-	IK	CC-	-	-	-	-	-	Ssgmh	DWGL	800	801	BXPB+801	-	-
D-2	FAX	24.000	-	Jxx	OW	-	-	-	-	-	Frtiz	CJOH	-	230	OQPO+230	-	-
X	JVN	16.000	-	XQ	KKK-	-	-	-	-	-	Ncpnk	LNPQ	515	515	SIYV+515	-	-

Tranche Comments

P-1: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144M/Lsz K; D-2: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144U/Eri C; G: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144L/Dog Y; Z: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144N/Iqo C; X: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144P/Iee B; B: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144K/Mxu R; Cvi: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144F/Mto D;

Deal Comments

Ajv-Fmll Smhcjrq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 1, 2023

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
BD	GQW	59.000	-	Cqq3	-	-	-	-	16.56%	-	Ubjmttqw	3vO	-	335	3kZ+335	-	-
K2-W	QAD	17.000	-	Myy	-	-	-	-	72.63%	-	Qjvuvrib	3tK	-	150	3gO+150	-	-
QY	XEX	79.000	-	At2	-	-	-	-	40.91%	-	Llkameoq	3gL	-	175	3xJ+175	-	-
GS	IOZ	69.000	-	Q2	-	-	-	-	21.30%	-	Afxrwvth	3zD	-	220	3vO+220	-	-
HY	HIS	49.550	-	Vs3	-	-	-	-	3.46%	-	Spdqrhhh	3fS	-	725	3iN+710	-	-
L1-Y	EGF	102.000	-	Crr	-	-	-	-	63.96%	-	Spsayhtj	3tH	-	122	3rP+122	-	-

Tranche Comments

L1-Y: First Pay: 2022-01-24; Redemption: 2023-10-24; K2-W: First Pay: 2022-01-24; Redemption: 2023-10-24; QY: First Pay: 2022-01-24; Redemption: 2023-10-24; GS: First Pay: 2022-01-24; Redemption: 2023-10-24; BD: First Pay: 2022-01-24; Redemption: 2023-10-24; HY: First Pay: 2022-01-24; Redemption: 2023-10-24;

Deal Comments

Gucub. Uck Quvv Yuekcnx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 1, 2013

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	WHF	55.200	-	Bp2	-	-	-	-	57.00%	-	Kewfttpr	3kA	175-180	180	3cE+180	-	730.00000
Y-2	PFX	24.400	-	Off	-	-	-	-	51.00%	-	Cspvxmoi	3dG	145-150	150	3lH+150	-	727.00000
R	AZD	95.900	-	Nff3	-	-	-	-	89.62%	-	Wuxyhjkx	3nH	335	335	3dZ+335	-	686.00000
W-1	COL	635.100	-	Kii	-	-	-	-	49.50%	-	Ccpjbfyi	3eE	122	122	3eV+122	-	586.00000
V	EYG	57.870	-	Wb3	-	-	-	-	9.20%	-	Iiuhrqiy	3sK	700	700	3pB+685	-	91.00000
Y	NBS	36.900	-	C2	-	-	-	-	48.70%	-	Cmzufjon	3wC	215-220	220	3vJ+220	-	725.00000
Xfx	YFA	77.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W-1: First Pay: 2022-04-15; Registration: 144L/Mmu H; Y-2: First Pay: 2022-04-15; Registration: 144A/Wsa J; H: First Pay: 2022-04-15; Registration: 144D/Pjq L; Y: First Pay: 2022-04-15; Registration: 144M/Tjt Z; R: First Pay: 2022-04-15; Registration: 144F/Vrj U; V: First Pay: 2022-04-15; Registration: 144K/Amv Y; Xfx: First Pay: 2022-04-15; Registration: 144U/Nrt T;

Deal Comments

Haz Cucc Pwbaatp 2.00

Reinvestment Period (YRS)

Reset

Yes

WAL Test Period (YRS)

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-IVG	QMA	307.000	-	-	EEE	YYY	-	-	-	-	Afqvotft	3sR	-	113	3gG+113	-	-
ZP	YJQ	39.000	-	-	U	OP	-	-	-	-	Sxcsxlbl	3tO	-	205	3sS+205	-	-
JP	JKO	90.000	-	-	MM-	QY	-	-	-	-	Usvfhcwy	3eZ	-	640	3bC+640	-	-
S-OWX	XSA	85.000	-	-	CC	ZK	-	-	-	-	Mukcbzoi	3zH	-	170	3qY+170	-	-
QW	MWT	52.000	-	-	ZZZ-	UL	-	-	-	-	Crbufddb	3nR	-	305	3sC+305	-	-

Tranche Comments

V-IVG: Redemption: 2022-08-27; S-OWX: Redemption: 2022-08-27; ZP: Redemption: 2022-08-27; QW: Redemption: 2022-08-27; JP: Redemption: 2022-08-27;

Deal Comments

Autxiwiixin. Nhi Dwxx Uufxhsa 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 6, 1999

Refinancing

Yes

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	XFT	64.000	-	-	OO	GH	-	-	-	-	Ulxzuueu	3tM	225-235	225	3qY+225	-	-
X	QJQ	76.000	-	-	WW-	LX	-	-	-	-	Curqbszi	3sE	800-825	785	3tG+785	-	-
P-1	PHY	337.000	-	-	PPP	WWW	-	-	-	-	Usplkpjc	3yX	175-185	175	3yP+175	-	-
O-2	MCG	66.000	-	-	MY	JJJ	-	-	-	-	Tzbubyuu	3wB	-	195	3bT+195	-	-
E	GZC	69.000	-	-	J	NX	-	-	-	-	Rfuxvbid	3iM	275-290	280	3bL+280	-	-
Ryf	WVW	60.300	-	-	UQ	-	-	-	-	-	-	-	-	-	-	-	-
U	EMC	66.000	-	-	UUU-	LQ	-	-	-	-	Sjhruscp	3zX	420-435	415	3pZ+415	-	-

Tranche Comments

P-1: Redemption: 2021-10-24; Registration: 144K Itdg; O-2: Redemption: 2021-10-24; Registration: 144Z Rpsx; R: Redemption: 2021-10-24; Registration: 144X Toji; E: Redemption: 2021-10-24; Registration: 144M Eqbz; U: Redemption: 2021-10-24; Registration: 144H Hhvl; X: Redemption: 2021-10-24; Registration: 144G Mmuz; Ryf: Redemption: 2021-10-24; Registration: 144Q Uznv;

Deal Comments

Ftu-Kapp Xqxbtrn 1.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 22, 1996

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-IO	AZQ	41.890	-	-	YYY	EEE	-	-	-	-	Tovlovdc	3xO	-	141	3sU+141	-	-
W-CH	WJZ	32.970	-	-	SS	EQ	-	-	-	-	Vjiejkei	3lV	-	215	3jK+215	-	-
A	WLQ	52.000	-	-	SS-	FJ	-	-	-	-	Lvcoehrd	3eN	-	745	3vH+745	-	-
C	WEV	40.000	-	-	AAA-	FF	-	-	-	-	Izyezuow	3lJ	-	435	3lO+435	-	-
Bus	HBG	88.350	-	-	AJ	FI	-	-	-	-	-	-	-	-	-	-	-
H	ZJY	93.000	-	-	B	AI	-	-	-	-	Iudxalwq	3oK	-	315	3eA+315	-	-
P-Q	TJY	777.560	-	-	AA	IA	-	-	-	-	Ppbjrwwp	3oO	-	156	3nA+156	-	-

Tranche Comments

O-IO: Redemption: 7/24/2021; P-Q: Redemption: 7/24/2021; W-CH: Redemption: 7/24/2021; H: Redemption: 7/24/2021; C: Redemption: 7/24/2021; A: Redemption: 7/24/2021; Bus: Redemption: 7/24/2021;

Reinvestment Period End Date

May 14, 2004