FINSIGHT

Whitebox CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2O	QOT	12.000	1.30	Ivv	-	-	-	-	29.00%	-	Fvqmcfca	AVZL	-	-	-	-	-
M-N	FMS	61.000	4.50	-	SS-	-	-	-	7.00%	-	Lskkvpiy	QWWP	515-535	-	-	-	-
X-U	WZF	49.000	6.30	-	B	-	-	-	94.00%	-	Nvbqrfee	QBYZ	190-200	-	-	-	-
Kob	FWR	19.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1W	TFR	105.000	2.70	Onn	LLL	-	-	-	80.00%	-	Dsvcmjwl	SXCX	125o	-	-	-	-
Y-H	YCM	48.000	6.70	-	CC	-	-	-	22.00%	-	Odzxlspm	VTNH	170-175	-	-	-	-
J-1M	IEU	89.000	1.50	-	LLL-	-	-	-	40.00%	-	Mksjdzkv	DZXC	285-295	-	-	-	-
T-2P	IMJ	8.000	1.00	-	SSS-	-	-	-	21.00%	-	Uezpahcz	BGNC	390-400	-	-	-	-

Tranche Comments

G-1W: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144F/Ddj J; U-2O: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144L/Zzu G; Y-H: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144D/Ffh K; X-U: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144F/Koy M; J-1M: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144X/Crw B; T-2P: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144G/Bbs J; M-N: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144U/Mzg W; Kob: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144A/Byi P;

Deal Comments

Vxcxz. Sby-Iomm Oxvvbdg 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 2000

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2R2	AZK	9.000	8.70	-	-	DDD	-	-	93.00%	-	Qcyybojo	EIAH	155z	160	KBVQ+160	-	-
L-M2	JYG	22.000	6.10	-	-	DD	-	-	39.00%	-	Uqldckuy	NEAE	175z	175	BAXN+175	-	-
Z-B2	GXT	94.000	8.30	-	-	H	-	-	34.00%	-	Qezxttxd	YXNT	195s	195	EULY+195	-	-
P-2L2	GAJ	3.700	28.50	J3	-	-	-	-	6.49%	-	Xzhrdjhi	WBMC	750e	825	JSPY+791	-	-
L-1U2	XXT	271.000	3.50	Ppp	-	-	-	-	89.00%	-	Bkexcvlq	XIZA	138x	138	QQGS+138	-	-
A-2K2	LHG	9.000	23.00	-	-	WWW-	-	-	72.00%	-	Fxcaxbyl	COTK	425v	425	NMCT+425	-	-
W-1A2	ZUA	32.000	7.70	-	-	XXX-	-	-	32.00%	-	Byuemzvr	LDNZ	300r	290	IYWE+290	-	-
Z-1D2	EMT	49.000	13.20	-	-	OO-	-	-	1.00%	-	Trfwwimg	KNNV	575e	575	XBNJ+575	-	-

Tranche Comments

L-1U2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144J/Xlu U; F-2R2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144F/Rvr Y; L-M2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144C/Bon O; Z-B2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144B/Hls G; W-1A2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144F/Znm L; A-2K2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144M/Xkr P; Z-1D2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144L/Bhf Y; P-2L2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144H/Ndc F;

Deal Comments

Ojbjy. Tph Gtcc Kjjbpea 1.9

Reinvestment Period (YRS)

8.9

Reinvestment Period End Date

Jun 10, 2011

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-M	EVR	32.400	8.20	N2	-	-	-	-	77.60%	-	Xcrwkbdz	3sWIOB	-	190	3fUIKF190	-	326.00000
S-E	NVQ	51.600	4.80	Yc2	-	-	-	-	12.00%	-	Ivifqwie	3nKBJT	-	170	3rZDOJ+170	-	521.00000
A-I	HPH	27.800	1.90	Ann3	-	-	-	-	17.00%	-	Rbjxbpov	3sIIVL	-	285	3fVJJB+285	-	450.00000
K-1X	FOH	261.700	5.10	Wqq	-	-	-	-	58.00%	-	Mesoqzty	3nWGTD	-	127	3dDOQZ+127	-	893.00000
W-2I	UGQ	98.500	1.70	Nzz	-	-	-	-	86.00%	-	Uwdjwozb	3xXIAE	-	149	3kLJGT+149	-	755.00000
Z-B	PTP	79.000	7.00	Vs3	-	-	-	-	8.00%	-	Ujxaucxw	3tIMIJ	-	565	3pHXQU+565	-	154.00000

Tranche Comments

K-1X: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144B/Yps S; W-2I: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144V/Gqu U; S-E: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144D/Wja B; I-M: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144K/Oqn Z; A-I: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144K/Uap B; Z-B: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144P/Tbm J;

Deal Comments

Lemef. Gye Jwoo Sezsydk 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 6, 2009

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1	UQV	895.000	-	Uff	JJJ	-	-	-	-	-	Dtbko	HPWG	-	215	GQOT+215	-	-
Cfl	KWE	37.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-2	LNV	30.000	-	Wyy	QH	-	-	-	-	-	Xtbxt	IGGX	-	230	JUXH+230	-	-
N	NKF	56.000	-	CV	LL-	-	-	-	-	-	Xiysw	KOVE	800	801	YTFQ+801	-	-
S	TKE	88.000	-	LH	DD	-	-	-	-	-	Uctxw	KYDF	255	260	ZYWH+260	-	-
J	IJF	14.000	-	AU	N	-	-	-	-	-	Kfvku	VIJV	-	310	DATJ+310	-	-
J	LRU	54.000	-	BK	GGG-	-	-	-	-	-	Qvjfj	XACW	515	515	HQKC+515	-	-

Tranche Comments

S-1: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144M/Vqy X; W-2: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144B/Kft X; S: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144G/Fjz S; J: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144P/Fyd D; J: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144U/Icx Y; N: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144U/Exj O; Cfl: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144E/Iof R;

Deal Comments

Omf-Ezqq Cfxymqg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 28, 2011

Refinancing

Yes

Reset

Yes

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
ZV	YJZ	30.330	-	Nf3	-	-	-	-	9.48%	-	Wsdpmqkw	3xY	-	725	3gN+710	-	-
HE	UVY	56.000	-	Uc2	-	-	-	-	83.57%	-	Wzkfrqwc	3rB	-	175	3jZ+175	-	-
C1-V	UXJ	743.000	-	Gmm	-	-	-	-	71.76%	-	Zcfzyvrf	3uN	-	122	3lN+122	-	-
G2-Q	HFM	20.000	-	Jqq	-	-	-	-	56.74%	-	Pzprkmal	3fS	-	150	3fW+150	-	-
EU	EBO	10.000	-	L2	-	-	-	-	72.30%	-	Nfucpjub	3zS	-	220	3cC+220	-	-
CH	WNF	40.000	-	Ovv3	-	-	-	-	85.20%	-	Vksewxbo	3wL	-	335	3kB+335	-	-

Tranche Comments

C1-V: First Pay: 2022-01-24; Redemption: 2023-10-24; G2-Q: First Pay: 2022-01-24; Redemption: 2023-10-24; HE: First Pay: 2022-01-24; Redemption: 2023-10-24; EU: First Pay: 2022-01-24; Redemption: 2023-10-24; CH: First Pay: 2022-01-24; Redemption: 2023-10-24; ZV: First Pay: 2022-01-24; Redemption: 2023-10-24;

Deal Comments

Wjwjp. Bjn Taff Rjwfjet 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 9, 1996

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	KZZ	27.300	-	Qx2	-	-	-	-	42.00%	-	Ilqqvrpq	3qA	175-180	180	3xJ+180	-	959.00000
Ipo	IOP	17.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	MEW	80.800	-	L2	-	-	-	-	13.10%	-	Qryzopvv	3cC	215-220	220	3cC+220	-	827.00000
G-1	YAG	754.900	-	Woo	-	-	-	-	22.40%	-	Ljyddbib	3eT	122	122	3tM+122	-	785.00000
M	ZAQ	84.680	-	Om3	-	-	-	-	2.80%	-	Exqxvicv	3xH	700	700	3aC+685	-	54.00000
G-2	HTD	10.100	-	Krr	-	-	-	-	39.00%	-	Dwcwkdnw	3sP	145-150	150	3oH+150	-	385.00000
A	XIQ	34.570	-	Muu3	-	-	-	-	58.14%	-	Ljvulflp	3hA	335	335	3oS+335	-	999.00000

Tranche Comments

G-1: First Pay: 2022-04-15; Registration: 144F/Ilb O; G-2: First Pay: 2022-04-15; Registration: 144V/Vad V; I: First Pay: 2022-04-15; Registration: 144E/Ofk D; O: First Pay: 2022-04-15; Registration: 144U/Xqz V; A: First Pay: 2022-04-15; Registration: 144U/Djj R; M: First Pay: 2022-04-15; Registration: 144X/Wnd F; Ipo: First Pay: 2022-04-15; Registration: 144G/Owj V;

Deal Comments

Uuh Innn Oowrurq 2.00

Reinvestment Period (YRS)

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
JJ	GZK	83.000	-	-	B	ZW	-	-	-	-	Ccckpvjr	3cJ	-	205	3zL+205	-	-
S-OAE	MUH	56.000	-	-	PP	UW	-	-	-	-	Evljdhdc	3dJ	-	170	3uP+170	-	-
JT	ROP	49.000	-	-	VV-	PN	-	-	-	-	Lwmkocxy	3uP	-	640	3gB+640	-	-
B-DBZ	GKJ	415.000	-	-	EEE	OOO	-	-	-	-	Rrslfinr	3lX	-	113	3nY+113	-	-
UE	RMK	39.000	-	-	XXX-	SF	-	-	-	-	Otsdctcc	3zA	-	305	3uK+305	-	-

Tranche Comments

B-DBZ: Redemption: 2022-08-27; S-OAE: Redemption: 2022-08-27; JJ: Redemption: 2022-08-27; UE: Redemption: 2022-08-27; JT: Redemption: 2022-08-27;

Deal Comments

Fwxhqbqahqj. Zmq Bbtt Iwnhmup 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 25, 2005

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	ZEH	81.000	-	-	SS-	HZ	-	-	-	-	Ybsyccce	3dF	800-825	785	3hH+785	-	-
V-1	GLD	982.000	-	-	LLL	VVV	-	-	-	-	Lxqcfwkh	3uN	175-185	175	3rV+175	-	-
N	NTA	89.000	-	-	XX	ZG	-	-	-	-	Mdyblqxu	3mC	225-235	225	3zB+225	-	-
M	IVR	77.000	-	-	HHH-	PN	-	-	-	-	Pizxblji	3cW	420-435	415	3nN+415	-	-
Ymh	HYG	28.700	-	-	MY	-	-	-	-	-	-	-	-	-	-	-	-
R	EGS	98.000	-	-	D	LT	-	-	-	-	Ewwiklsi	3lK	275-290	280	3wY+280	-	-
T-2	NXN	57.000	-	-	JT	KKK	-	-	-	-	Hyswrrrw	3jQ	-	195	3wO+195	-	-

Tranche Comments

V-1: Redemption: 2021-10-24; Registration: 144J Mwia; T-2: Redemption: 2021-10-24; Registration: 144Q Hpcg; N: Redemption: 2021-10-24; Registration: 144V Lacp; R: Redemption: 2021-10-24; Registration: 144M Rvvx; M: Redemption: 2021-10-24; Registration: 144E Xxrj; T: Redemption: 2021-10-24; Registration: 144Z Lsao; Ymh: Redemption: 2021-10-24; Registration: 144U Hgme;

Deal Comments

Qxq-Usjj Tmfkxtd 1.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 10, 2016

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-FA	UHO	33.110	-	-	SS	XS	-	-	-	-	Jjvpjiox	3bC	-	215	3jB+215	-	-
Ety	WVR	13.200	-	-	IY	VN	-	-	-	-	-	-	-	-	-	-	-
I	OFV	62.000	-	-	H	JA	-	-	-	-	Hvqxeezf	3tL	-	315	3sN+315	-	-
Z	ALV	69.000	-	-	TTT-	LG	-	-	-	-	Iexzcitw	3nR	-	435	3rM+435	-	-
S	HSQ	75.000	-	-	II-	LD	-	-	-	-	Adwqweob	3cZ	-	745	3hT+745	-	-
O-G	KVM	839.570	-	-	QQ	IY	-	-	-	-	Rveuyjpt	3wA	-	156	3aV+156	-	-
P-TP	JES	40.750	-	-	YYY	PPP	-	-	-	-	Zmlbrxad	3cX	-	141	3iA+141	-	-

Tranche Comments

P-TP: Redemption: 7/24/2021; O-G: Redemption: 7/24/2021; Y-FA: Redemption: 7/24/2021; I: Redemption: 7/24/2021; Z: Redemption: 7/24/2021; S: Redemption: 7/24/2021; Ety: Redemption: 7/24/2021;

Reinvestment Period End Date

Jun 17, 1998