FINSIGHT

Whitebox CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	240.000	-	Aaa	AAA	-	-	-	-	-	Fixed	SOFR	-	215	SOFR+215	-	-
A-2	USD	20.000	-	Aaa	NR	-	-	-	-	-	Fixed	SOFR	-	230	SOFR+230	-	-
B	USD	44.000	-	NR	AA	-	-	-	-	-	Fixed	SOFR	255	260	SOFR+260	-	-
C	USD	22.000	-	NR	A	-	-	-	-	-	Fixed	SOFR	-	310	SOFR+310	-	-
D	USD	22.000	-	NR	BBB-	-	-	-	-	-	Fixed	SOFR	515	515	SOFR+515	-	-
E	USD	12.000	-	NR	BB-	-	-	-	-	-	Fixed	SOFR	800	801	SOFR+801	-	-
Sub	USD	46.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A-1: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144A/Reg S; A-2: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144A/Reg S; B: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144A/Reg S; C: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144A/Reg S; D: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144A/Reg S; E: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144A/Reg S; Sub: First Pay: 2023-10-20; Redemption: 2025-03-23; Registration: 144A/Reg S;

Deal Comments

Non-Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2028

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
GE	OZV	10.000	-	Ro2	-	-	-	-	25.95%	-	Lihkwzis	3oC	-	175	3xF+175	-	-
BR	QFK	76.000	-	O2	-	-	-	-	59.20%	-	Mjmpupek	3wJ	-	220	3hH+220	-	-
EO	BAE	45.220	-	Jr3	-	-	-	-	8.50%	-	Bybywkfe	3eA	-	725	3qL+710	-	-
C1-D	CUZ	146.000	-	Dll	-	-	-	-	91.10%	-	Vjfpahib	3vW	-	122	3jC+122	-	-
W2-C	LMF	96.000	-	Mww	-	-	-	-	72.70%	-	Zpzudyev	3rD	-	150	3fP+150	-	-
QM	TIQ	22.000	-	Wzz3	-	-	-	-	30.29%	-	Wtzldtsm	3yS	-	335	3oG+335	-	-

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Tranche Comments

C1-D: First Pay: 2022-01-24; Redemption: 2023-10-24; W2-C: First Pay: 2022-01-24; Redemption: 2023-10-24; GE: First Pay: 2022-01-24; Redemption: 2023-10-24; BR: First Pay: 2022-01-24; Redemption: 2023-10-24; QM: First Pay: 2022-01-24; Redemption: 2023-10-24; EO: First Pay: 2022-01-24; Redemption: 2023-10-24;

Deal Comments

Qgzgt. Xos Ihzz Rgtpoxc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	GSD	86.750	-	Tl3	-	-	-	-	4.20%	-	Rbzevbun	3gI	700	700	3hF+685	-	83.00000
H-1	ANP	345.200	-	Sjj	-	-	-	-	58.80%	-	Qdwwsqih	3lE	122	122	3vS+122	-	462.00000
S	QST	61.100	-	Y2	-	-	-	-	57.10%	-	Pjhkzimk	3qZ	215-220	220	3yR+220	-	439.00000
Y	WCQ	64.100	-	Vd2	-	-	-	-	20.00%	-	Yupsxfmo	3eZ	175-180	180	3tT+180	-	196.00000
Cyl	IMJ	12.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-2	EWR	28.900	-	Oww	-	-	-	-	39.00%	-	Hppcserw	3dX	145-150	150	3bG+150	-	180.00000
J	ZQF	88.730	-	Jyy3	-	-	-	-	49.76%	-	Ysjvhhbm	3jP	335	335	3eW+335	-	534.00000

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Tranche Comments

H-1: First Pay: 2022-04-15; Registration: 144K/Hui V; I-2: First Pay: 2022-04-15; Registration: 144H/Zoz F; Y: First Pay: 2022-04-15; Registration: 144I/Qbw L; S: First Pay: 2022-04-15; Registration: 144H/Iaf A; J: First Pay: 2022-04-15; Registration: 144Y/Plk A; G: First Pay: 2022-04-15; Registration: 144V/Gzz O; Cyl: First Pay: 2022-04-15; Registration: 144E/Drg V;

Deal Comments

Gfy Jjbb Jsujfco 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
IY	CCM	41.000	-	-	V	JM	-	-	-	-	Ydwtltsr	3lG	-	205	3pT+205	-	-
XD	HPQ	38.000	-	-	UUU-	QH	-	-	-	-	Cbjhphqh	3tL	-	305	3zH+305	-	-
T-KOX	YTI	76.000	-	-	II	XW	-	-	-	-	Jfvdayds	3vA	-	170	3pO+170	-	-
V-HVV	NJQ	754.000	-	-	EEE	UUU	-	-	-	-	Kjvqrfna	3bO	-	113	3sX+113	-	-
PL	BCP	72.000	-	-	EE-	NZ	-	-	-	-	Nqpffxky	3vL	-	640	3eB+640	-	-

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Tranche Comments

V-HVV: Redemption: 2022-08-27; T-KOX: Redemption: 2022-08-27; IY: Redemption: 2022-08-27; XD: Redemption: 2022-08-27; PL: Redemption: 2022-08-27;

Deal Comments

Fjmxxsxmxxv. Lox Ksee Sjexomt 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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
K	LJT	73.000	-	-	DDD-	OT	-	-	-	-	Tlrxsaxr	3xH	420-435	415	3qR+415	-	-
N-2	RHF	94.000	-	-	PI	SSS	-	-	-	-	Efmjhwbt	3rE	-	195	3rZ+195	-	-
P	TEC	43.000	-	-	D	PO	-	-	-	-	Rzfnesrn	3wY	275-290	280	3jR+280	-	-
Yxb	YYI	54.400	-	-	EY	-	-	-	-	-	-	-	-	-	-	-	-
D	VQE	83.000	-	-	JJ-	EI	-	-	-	-	Ledoppos	3dN	800-825	785	3pV+785	-	-
S-1	VXM	600.000	-	-	AAA	AAA	-	-	-	-	Yxuebufb	3gS	175-185	175	3cA+175	-	-
J	IWS	71.000	-	-	LL	FN	-	-	-	-	Ofescxia	3sH	225-235	225	3vY+225	-	-

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Tranche Comments

S-1: Redemption: 2021-10-24; Registration: 144T Zmgx; N-2: Redemption: 2021-10-24; Registration: 144B Edpd; J: Redemption: 2021-10-24; Registration: 144N Inbi; P: Redemption: 2021-10-24; Registration: 144L Mchd; K: Redemption: 2021-10-24; Registration: 144L Gern; D: Redemption: 2021-10-24; Registration: 144L Espa; Yxb: Redemption: 2021-10-24; Registration: 144K Vwlt;

Deal Comments

Osu-Maee Fwfysej 1.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Whitebox Advisors LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Wgp	RYZ	81.170	-	-	EW	AY	-	-	-	-	-	-	-	-	-	-	-
S	OBW	93.000	-	-	QQ-	AO	-	-	-	-	Nrpoxqdc	3mA	-	745	3jH+745	-	-
O	PXA	58.000	-	-	W	JP	-	-	-	-	Odbfhvqj	3kM	-	315	3mD+315	-	-
C	EPT	10.000	-	-	GGG-	ZS	-	-	-	-	Idelkipf	3iY	-	435	3xW+435	-	-
B-PB	CMK	47.410	-	-	KKK	XXX	-	-	-	-	Pfwvpufm	3aG	-	141	3iH+141	-	-
J-Y	VOX	851.950	-	-	HH	CV	-	-	-	-	Jmswzsxn	3gX	-	156	3cP+156	-	-
U-LK	OPQ	50.790	-	-	II	OR	-	-	-	-	Zcuedqwo	3fH	-	215	3mO+215	-	-

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Tranche Comments

B-PB: Redemption: 7/24/2021; J-Y: Redemption: 7/24/2021; U-LK: Redemption: 7/24/2021; O: Redemption: 7/24/2021; C: Redemption: 7/24/2021; S: Redemption: 7/24/2021; Wgp: Redemption: 7/24/2021;

Reinvestment Period End Date

Invalid date