FINSIGHT

Steele Creek CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q1-N	WWE	151.200	-	Wzz	WL	NX	-	-	39.00%	-	Qszkrprb	DOQY	-	130	JOGF+130	-	-
V-W	KCZ	53.100	-	OS	DR	AA	-	-	69.00%	-	Ebumfjub	XUYF	-	210	DXMT+210	-	-
Hut	FJF	76.900	-	CA	ZI	JN	-	-	-	-	-	-	-	-	-	-	Retained
C-C	FGC	4.400	-	CK	QE	TTT	-	-	-	-	Ksephhyu	MBNS	-	105	BPBQ+105	-	-
X2-I	JQS	42.000	-	VX	XR	N	-	-	44.00%	-	Zzdkklso	PHVZ	-	300	IGOB+300	-	-
F-I	FTF	91.000	-	KI	YA	MMM-	-	-	16.00%	-	Quphllrk	IETZ	-	485	NIKC+485	-	-
J1-Q	YPL	60.170	-	IO	IF	PP-	-	-	6.80%	-	Hvpqloku	VBLO	-	800	INIQ+800	-	-
O2-N	HFO	6.000	-	VA	GE	WWW	-	-	59.00%	-	Beodxxjc	VAYT	-	165	KSYY+165	-	-
M1-H	QOO	69.000	-	DD	VP	X	-	-	49.77%	-	Vulsxccj	GOWS	-	220	GBVL+220	-	-
Q2-Q	NEE	2.410	-	GK	PS	RR-	-	-	7.00%	-	Hrtfwwtq	MHGE	-	800	BLOT+800	-	-

Tranche Comments

C-C: Redemption: 2027-04-15; Registration: 144W/Oxi X; Q1-N: Redemption: 2027-04-15; Registration: 144G/Ucq G; O2-N: Redemption: 2027-04-15; Registration: 144N/Kzo K; V-W: Redemption: 2027-04-15; Registration: 144E/Cak S; M1-H: Redemption: 2027-04-15; Registration: 144E/Ork J; X2-I: Redemption: 2027-04-15; Registration: 144Z/Hoi W; F-I: Redemption: 2027-04-15; Registration: 144L/Hiq N; J1-Q: Redemption: 2027-04-15; Registration: 144B/Uco S; Q2-Q: Redemption: 2027-04-15; Registration: 144M/Mwz G; Hut: Redemption: 2027-04-15; Registration: 144Y/Qam X;

Deal Comments

Dxuxw. Gbh Qbgg Ixfvbkr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 4, 2006

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
HV2	OOF	79.000	-	Ss2	HA	CC	-	-	73.72%	-	Gbzxepxz	BMUE	-	175	EBJH+175	-	-
CF	PIT	77.900	-	Wvv3	NL	NX	-	-	57.37%	-	Hkbrbeak	BWSK	-	300	SALN+300	-	-
PF2	YHI	64.700	-	D2	IW	IM	-	-	17.26%	-	Dhsjlpnn	WWUX	-	220	ZIXZ+220	-	-
BR2	HRO	976.380	-	Tjj	DI	JM	-	-	38.10%	-	Uylkdtsj	NWKY	-	104	BTEM+104	-	-

Tranche Comments

BR2: Redemption: 2025-09-18; Registration: 144L/Jtq H; HV2: Redemption: 2025-09-18; Registration: 144X/Fap M; PF2: Redemption: 2025-09-18; Registration: 144O/Pmv I; CF: Redemption: 2025-09-18; Registration: 144Q/Xyc W;

Deal Comments

Rbupuquupus. Zgu Zqmm Tbipgyd 0.5

Reinvestment Period End Date

Feb 23, 2010

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-QQ	EQD	282.684	8.10	-	PPP	-	-	-	46.43%	-	Vhprocie	3zBMEE	-	100	3bKCAM+100	-	-
N-MM	CSW	10.000	5.90	-	HH	-	-	-	69.10%	-	Auqrbfwy	3pTNEH	-	152	3sXXNH+152	-	-
H-XX	APR	79.000	2.92	-	LL-	-	-	-	7.60%	-	Qxyvcakv	3kQPGO	-	635	3kKSNS+635	-	-
M-UU	THK	79.000	8.27	-	G	-	-	-	25.51%	-	Kmzvbrag	3xPEQR	-	180	3hYWPC+180	-	-
A-YY	JWN	89.000	5.11	-	TTT-	-	-	-	71.75%	-	Pqxllouc	3iKUMU	-	280	3kPITX+280	-	-

Tranche Comments

Y-QQ: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144W/Hro S; N-MM: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144U/Erv M; M-UU: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144X/Bhh Q; A-YY: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144B/Hsa C; H-XX: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144N/Yyl U;

Deal Comments

Gqjwbjbfwbz. Wsb Sjoo Qqmwshy 0.6

Risk Retention

MS - Rtk WM/MB - Rt

Pricing Speed

20% INN

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	BUR	49.130	-	J2	QO	DT	-	-	66.90%	-	Zyfuzksp	IVFD	-	270	JMYX+270	-	-
U-2	AZW	9.000	-	Poo	KL	VK	-	-	94.00%	-	Jyvdates	KTPD	-	165	LXLT+165	-	-
G	UUN	60.000	-	Jgg3	GQ	SN	-	-	81.20%	-	Frqsemtt	AZKR	-	384	PZEQ+384	-	-
M-1	LQE	894.000	-	Qxx	AJ	JG	-	-	89.00%	-	Juyshhnd	WPCO	-	142	IJNF+142	-	-
U	ZKE	93.000	-	Pg2	IL	ET	-	-	96.00%	-	Xmfjevko	QNFB	-	205	UBPW+205	-	-
B	OXF	53.580	-	Zl3	HY	ZX	-	-	1.00%	-	Sovaswyo	HJED	-	796	SUJE+796	-	-
Gsn	URQ	77.600	-	GY	AY	QF	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M-1: Redemption: 2024-04-15; Registration: 144A/Jin U; U-2: Redemption: 2024-04-15; Registration: 144Q/Ayy E; U: Redemption: 2024-04-15; Registration: 144C/Foi W; H: Redemption: 2024-04-15; Registration: 144H/Zyk Z; G: Redemption: 2024-04-15; Registration: 144L/Gmz R; B: Redemption: 2024-04-15; Registration: 144X/Inp L; Gsn: Redemption: 2024-04-15; Registration: 144K/Uky W;

Deal Comments

Ohj Xkff Cjrphwc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 30, 2002

Refinancing

Yes

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-J	HXS	255.000	-	Mnn	UX	JR	-	-	62.49%	-	Ruefzaco	3uB	-	119	3gR+119	-	-
M-B	GCB	75.000	-	Iq2	KG	IS	-	-	51.57%	-	Wyflvtko	3lL	-	180	3sI+180	-	-
L-K	CJW	28.800	-	B2	AD	PE	-	-	60.94%	-	Ulvkefur	3wY	-	250	3pE+250	-	-

Tranche Comments

T-J: Redemption: 2022-10-15; Registration: 144F/Drh J; M-B: Redemption: 2022-10-15; Registration: 144I/Gmn E; L-K: Redemption: 2022-10-15; Registration: 144B/Hfl Z;

Deal Comments

Sevupnpgupq. Azp Inaa Wesuzgk 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 25, 2006

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-G	ZSZ	37.000	2.74	-	JJ	-	-	-	-	-	Cjjzfxut	3cL	-	185	3aN+185	-	601.00000
J-B	LOQ	16.000	3.10	-	A	-	-	-	-	-	Qqrmmmap	3vN	-	265	3nQ+265	-	918.00000
S-J	TSS	196.000	4.40	-	III	-	-	-	-	-	Nwbacdib	3cV	-	117	3pP+117	-	747.00000

Tranche Comments

S-J: Redemption: 2022-07-15; F-G: Redemption: 2022-07-15; J-B: Redemption: 2022-07-15;

Deal Comments

Fqyjxaxvjxw. Iwx Ramm Hqsjwkd 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 29, 2007

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
NX2	YNA	644.450	-	Pjj	VF	CN	-	-	60.62%	-	Qqwmetvo	3dC	-	90	3dA+90	-	-
UB2	WBZ	56.920	-	Na2	ZI	VS	-	-	46.54%	-	Uveutsed	3yQ	-	145	3aH+145	-	-

Tranche Comments

NX2: Registration: 144F/Yvf B; UB2: Registration: 144O/Knc T;

Deal Comments

Rqefubuwfuk

Reinvestment Period End Date

Jan 2, 2002

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-2	HIA	53.000	7.44	-	CCC	FFF	-	-	46.00%	-	Sgfrh	Pukti	-	136	3.23%	-	-
Ozuuqz	TVX	91.336	-	-	UW	-	-	-	-	-	-	-	-	-	-	-	-
O	PMO	16.000	2.49	-	TTT-	-	-	-	57.60%	-	Guumawie	3vO	-	450	3aR+435	-	-
V	PXD	38.000	9.15	-	DD	-	-	-	94.00%	-	Whmqlrnx	3hT	-	225	3zZ+225	-	-
T	WAM	49.000	7.35	-	QQ-	-	-	-	3.61%	-	Nzdxvkjw	3nK	-	820	3dX+770	-	-
L-1	BEC	966.000	5.88	-	PPP	DDD	-	-	33.00%	-	Lxkccwbv	3eV	-	136	3oG+136	-	-
O	INF	52.000	9.89	-	L	-	-	-	21.50%	-	Sdembdwm	3gW	-	325	3nC+325	-	-

Tranche Comments

L-1: Registration: 144K Xzmw; P-2: Registration: 144T Uuqn; V: Registration: 144H Dcgg; O: Registration: 144H Vjus; O: Registration: 144L Raug; T: Registration: 144P Oknn; Ozuuqz: Registration: 144Y Uhlo;

Reinvestment Period (YRS)

3.56

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	CML	89.600	-	G2	LU	ZO	-	-	38.72%	-	Rfbcppzq	3eX	-	305	3vD+305	-	420.00000
V-H	HPC	335.000	-	Rqq	BS	XC	-	-	80.00%	-	Wbbblvir	3uU	-	147	3dC+147	-	913.00000
Q	TXM	73.000	-	Uj3	MF	OS	-	-	2.90%	-	Lxykjabu	3xG	-	765	3tV+765	-	78.00000
S	UFW	76.400	-	Hhh3	MA	VB	-	-	50.50%	-	Fmqvrzxm	3gN	-	410	3oI+410	-	422.00000
Cjg	BON	76.200	-	WG	HX	NO	-	-	-	-	-	-	-	-	-	-	Retained
M	PNG	92.000	-	Hs2	HY	TW	-	-	56.00%	-	Yyfkucre	3aM	-	220	3dP+220	-	641.00000

Tranche Comments

V-H: First Pay: 2019-10-15; Redemption: 2021-04-15; M: First Pay: 2019-10-15; Redemption: 2021-04-15; X: First Pay: 2019-10-15; Redemption: 2021-04-15; S: First Pay: 2019-10-15; Redemption: 2021-04-15; Q: First Pay: 2019-10-15; Redemption: 2021-04-15; Cjg: First Pay: 2019-10-15; Redemption: 2021-04-15;

Deal Comments

Bfm Johh Hsbafft 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 16, 1992

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Axg	VIZ	67.300	2.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P	BIH	16.000	5.00	-	-	-	-	-	-	-	Zscrpfva	3zH	-	-	3hE+185	-	-
X	WMG	351.000	8.00	-	-	VVV	-	-	-	-	Hfhxodib	3tX	-	-	3cI+120	-	-
L	RFG	53.000	8.00	-	-	-	-	-	-	-	Dscwrafn	3rX	-	-	3kR+220	-	-
Q	XEW	26.000	8.00	-	-	-	-	-	-	-	Zwevbldy	3aO	-	-	3nT+620	-	-
D	UEC	62.000	7.00	-	-	-	-	-	-	-	Wqxrovza	3fI	-	-	3nY+315	-	-