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-1Y	UJL	11.000	3.30	-	EEE-	-	-	-	22.00%	-	Prwbjqwr	SEYV	285-295	390	ZZHN+390	-	-
P-Y	AGB	56.000	1.70	-	QQ-	-	-	-	7.00%	-	Irxmkrbw	HPGH	515-535	648	DVTV+648	-	-
E-V	GCV	44.000	8.30	-	BB	-	-	-	96.00%	-	Smrxyirw	VGGL	170-175	210	COXF+210	-	-
G-Y	KFK	38.000	7.20	-	A	-	-	-	40.00%	-	Xtdtebtm	NBOP	190-200	250	NADW+250	-	-
E-3R	QWW	9.000	5.80	Wbb	-	-	-	-	45.00%	-	Okywwrxx	YPLX	-	181	YJHX+181	-	-
Cvo	OFG	16.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-2M	UGN	3.000	6.00	-	GGG-	-	-	-	51.00%	-	Wmqtfiot	CWCB	390-400	600	NYKI+600	-	-
B-1F	PKD	968.000	2.60	Wff	III	-	-	-	70.00%	-	Bpqcwqyr	EGVP	125u	149	NFMF+149	-	-
N-2G	IHI	80.000	5.20	Qbb	-	-	-	-	53.00%	-	Yvsbvryy	UXBB	-	180	CVXP+180	-	-

Tranche Comments

B-1F: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144W/Ktk K; N-2G: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144T/Qjq L; E-3R: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144E/Bnd H; E-V: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144Y/Vvt Y; G-Y: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144X/Ecw R; U-1Y: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144Q/Rny Z; J-2M: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144A/Bmt Q; P-Y: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144I/Dvk Y; Cvo: First Pay: 2025-07-20; Redemption: 2026-04-20; Registration: 144K/Wsn G;

Deal Comments

Rzuzs. Ffn-Gcuu Fzcjfwk 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 1, 2020

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1V2	RFX	17.000	8.50	-	-	AAA-	-	-	93.00%	-	Gkzhqxkb	PHTX	300w	290	DSOI+290	-	-
I-2S2	VNU	1.000	27.00	-	-	AAA-	-	-	21.00%	-	Sjsmpicq	NKUZ	425r	425	JPIO+425	-	-
Z-2Y2	YTX	9.800	82.70	E3	-	-	-	-	5.37%	-	Eeyvxmnw	LVCE	750v	825	VLNT+791	-	-
D-2S2	ATY	1.000	8.70	-	-	VVV	-	-	72.00%	-	Hbupcbtj	GUUX	155l	160	DTNQ+160	-	-
Q-1C2	YOY	87.000	79.40	-	-	PP-	-	-	1.00%	-	Tzemhdjv	BDPP	575f	575	BPYC+575	-	-
B-Z2	HUA	77.000	3.10	-	-	EE	-	-	36.00%	-	Dlkrvois	KQAG	175r	175	ZZPC+175	-	-
Y-1N2	HOA	984.000	1.40	Acc	-	-	-	-	98.00%	-	Tmprditj	UAJV	138j	138	YUQA+138	-	-
N-K2	GPH	38.000	3.90	-	-	T	-	-	26.00%	-	Irqpzlzb	MYFH	195q	195	SKZS+195	-	-

Tranche Comments

Y-1N2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144F/Uwz A; D-2S2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144E/Oka U; B-Z2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144M/Enc X; N-K2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144O/Axn C; S-1V2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144I/Ken H; I-2S2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144F/Hir E; Q-1C2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144V/Uco W; Z-2Y2: First Pay: 2025-01-24; Redemption: 2026-10-24; Registration: 144D/Kth W;

Deal Comments

Kxzxc. Nbw Rpww Ixtobha 1.9

Reinvestment Period (YRS)

9.5

Reinvestment Period End Date

Sep 20, 2018

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2S	BJM	20.900	3.30	Nnn	-	-	-	-	24.00%	-	Rvepqxzt	3dIKPN	-	149	3kUZCB+149	-	256.00000
M-1Y	AUB	199.800	2.40	Dzz	-	-	-	-	97.00%	-	Hevbbqol	3mUKDS	-	127	3gETGC+127	-	552.00000
P-U	UIJ	50.400	9.20	Tg2	-	-	-	-	74.00%	-	Xcxbttot	3rASER	-	170	3zYNAZ+170	-	697.00000
J-O	LVS	48.900	2.80	N2	-	-	-	-	43.80%	-	Otjdytuw	3xYAPR	-	190	3rLCCY190	-	972.00000
F-O	JYX	76.000	5.00	Zp3	-	-	-	-	9.00%	-	Mjpzoedk	3lEVUB	-	565	3yGKSD+565	-	748.00000
F-Z	BGK	23.600	1.90	Kcc3	-	-	-	-	70.00%	-	Atwwyztt	3qNPMD	-	285	3fYZLX+285	-	342.00000

Tranche Comments

M-1Y: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144E/Fir X; G-2S: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144T/Rkf O; P-U: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144K/Cne M; J-O: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144L/Nws A; F-Z: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144N/Bhc S; F-O: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144Q/Xdh E;

Deal Comments

Vpupb. Kxj Nqmm Rpkfxgc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 15, 2007

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	JXL	475.000	-	Knn	GGG	-	-	-	-	-	Jummd	KBPK	-	215	IBYC+215	-	-
B	HTG	26.000	-	US	JJJ-	-	-	-	-	-	Ugyue	QPWF	515	515	SAAO+515	-	-
I	UPC	99.000	-	MS	X	-	-	-	-	-	Zmget	MZNG	-	310	THHA+310	-	-
Wqk	QWK	30.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-2	EAH	68.000	-	Lpp	MW	-	-	-	-	-	Osrls	JXJK	-	230	IWOJ+230	-	-
D	FUH	69.000	-	ZW	MM	-	-	-	-	-	Myxce	UPVT	255	260	EAAO+260	-	-
E	NUQ	75.000	-	ZC	XX-	-	-	-	-	-	Lnwkt	CJHA	800	801	ETUK+801	-	-

Tranche Comments

F-1: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144Z/Mot L; Y-2: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144G/Kok X; D: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144H/Zki K; I: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144V/Hix Q; B: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144Q/Kmj B; E: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144K/Zzs A; Wqk: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144Q/Tci Z;

Deal Comments

Jwj-Rvnn Uxlpwfs 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 17, 2002

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O1-V	ZGO	440.000	-	Eyy	-	-	-	-	87.90%	-	Kmymtvsd	3uT	-	122	3wK+122	-	-
WX	HLC	85.000	-	Nf2	-	-	-	-	56.10%	-	Vfcmufkz	3lY	-	175	3lD+175	-	-
QS	YCW	54.000	-	Ybb3	-	-	-	-	62.39%	-	Axcarzlj	3yL	-	335	3iL+335	-	-
GE	IUQ	43.430	-	Co3	-	-	-	-	2.13%	-	Lpqzjjee	3iW	-	725	3eI+710	-	-
JK	WLC	81.000	-	Q2	-	-	-	-	37.50%	-	Nrmpvxqk	3uJ	-	220	3cB+220	-	-
U2-T	XEV	24.000	-	Hyy	-	-	-	-	23.75%	-	Fyhsmiid	3sL	-	150	3qK+150	-	-

Tranche Comments

O1-V: First Pay: 2022-01-24; Redemption: 2023-10-24; U2-T: First Pay: 2022-01-24; Redemption: 2023-10-24; WX: First Pay: 2022-01-24; Redemption: 2023-10-24; JK: First Pay: 2022-01-24; Redemption: 2023-10-24; QS: First Pay: 2022-01-24; Redemption: 2023-10-24; GE: First Pay: 2022-01-24; Redemption: 2023-10-24;

Deal Comments

Jwxwm. Zpf Xyqq Vwcwplr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 20, 2011

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2	XAK	93.600	-	Snn	-	-	-	-	75.00%	-	Urqhkorp	3fQ	145-150	150	3qJ+150	-	837.00000
V-1	LAU	894.300	-	Ygg	-	-	-	-	22.50%	-	Ejdmjlwr	3vK	122	122	3bZ+122	-	291.00000
O	ONS	40.180	-	Ehh3	-	-	-	-	60.82%	-	Rxyaqwxx	3qJ	335	335	3jC+335	-	766.00000
Z	PRG	73.980	-	Fr3	-	-	-	-	7.10%	-	Twxrmmkr	3oF	700	700	3sC+685	-	46.00000
Lkz	YCO	90.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	XPJ	66.700	-	Zc2	-	-	-	-	79.00%	-	Seralhke	3sR	175-180	180	3sF+180	-	333.00000
D	RHK	57.700	-	W2	-	-	-	-	27.30%	-	Pspqcylo	3nO	215-220	220	3uL+220	-	508.00000

Tranche Comments

V-1: First Pay: 2022-04-15; Registration: 144G/Cbo Z; M-2: First Pay: 2022-04-15; Registration: 144A/Lli T; J: First Pay: 2022-04-15; Registration: 144P/Yka V; D: First Pay: 2022-04-15; Registration: 144V/Vyf Q; O: First Pay: 2022-04-15; Registration: 144U/Zar X; Z: First Pay: 2022-04-15; Registration: 144H/Pls Y; Lkz: First Pay: 2022-04-15; Registration: 144O/Pib D;

Deal Comments

Qkt Daxx Gvlhkke 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
T-UEA	IWJ	35.000	-	-	RR	DN	-	-	-	-	Crpxvjwj	3pP	-	170	3vS+170	-	-
BW	FZN	32.000	-	-	G	LY	-	-	-	-	Xkjyaqia	3rI	-	205	3wV+205	-	-
HY	TRO	70.000	-	-	JJ-	OV	-	-	-	-	Sbqadqrq	3hK	-	640	3xB+640	-	-
U-LUZ	JPT	281.000	-	-	OOO	YYY	-	-	-	-	Cvuorxds	3uU	-	113	3rK+113	-	-
VQ	QLK	86.000	-	-	MMM-	XB	-	-	-	-	Mccrlbew	3uK	-	305	3vY+305	-	-

Tranche Comments

U-LUZ: Redemption: 2022-08-27; T-UEA: Redemption: 2022-08-27; BW: Redemption: 2022-08-27; VQ: Redemption: 2022-08-27; HY: Redemption: 2022-08-27;

Deal Comments

Eszvkxkcvkn. Ijk Kxww Xsbvjfu 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 20, 2019

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
Y-1	BTI	345.000	-	-	LLL	CCC	-	-	-	-	Jdkrclzy	3pY	175-185	175	3oN+175	-	-
T	IMI	30.000	-	-	KK	EX	-	-	-	-	Sbouxkhw	3oN	225-235	225	3fY+225	-	-
T-2	KQF	32.000	-	-	TR	YYY	-	-	-	-	Alqoldxy	3rO	-	195	3yN+195	-	-
S	EZN	55.000	-	-	FF-	QP	-	-	-	-	Lberyvjc	3mK	800-825	785	3rQ+785	-	-
B	LXZ	42.000	-	-	M	TA	-	-	-	-	Wxhswttl	3aE	275-290	280	3sE+280	-	-
Aaw	XEW	14.300	-	-	ZK	-	-	-	-	-	-	-	-	-	-	-	-
O	OGV	84.000	-	-	NNN-	CE	-	-	-	-	Oykdhhbb	3vT	420-435	415	3uW+415	-	-

Tranche Comments

Y-1: Redemption: 2021-10-24; Registration: 144P Yuwy; T-2: Redemption: 2021-10-24; Registration: 144X Bkff; T: Redemption: 2021-10-24; Registration: 144A Hmoj; B: Redemption: 2021-10-24; Registration: 144Z Xotx; O: Redemption: 2021-10-24; Registration: 144R Arzf; S: Redemption: 2021-10-24; Registration: 144S Oswy; Aaw: Redemption: 2021-10-24; Registration: 144J Gtdn;

Deal Comments

Ffs-Vbjj Ihcjfda 1.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

May 11, 1996

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
Nlm	RRR	29.270	-	-	MH	YY	-	-	-	-	-	-	-	-	-	-	-
L-FL	NWW	23.200	-	-	LLL	VVV	-	-	-	-	Sbrymecl	3vS	-	141	3qF+141	-	-
M-C	HNJ	869.420	-	-	KK	BF	-	-	-	-	Ytkvxtne	3bK	-	156	3gF+156	-	-
U	ZMI	54.000	-	-	D	FG	-	-	-	-	Dzebrtlu	3zS	-	315	3wK+315	-	-
J	RGX	37.000	-	-	VV-	EX	-	-	-	-	Mwzalwwt	3cI	-	745	3wD+745	-	-
R-HH	LMD	52.430	-	-	VV	OS	-	-	-	-	Wksxrvpx	3sA	-	215	3jJ+215	-	-
P	BIA	18.000	-	-	HHH-	MR	-	-	-	-	Wqerlvex	3bJ	-	435	3nT+435	-	-

Tranche Comments

L-FL: Redemption: 7/24/2021; M-C: Redemption: 7/24/2021; R-HH: Redemption: 7/24/2021; U: Redemption: 7/24/2021; P: Redemption: 7/24/2021; J: Redemption: 7/24/2021; Nlm: Redemption: 7/24/2021;

Reinvestment Period End Date

Apr 19, 1994