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
A-1	USD	217.000	-	Aaa	NR	NR	-	-	38.00%	-	Floating	SOFR	-	142	SOFR+142	-	-
A-2	USD	7.000	-	Aaa	NR	NR	-	-	36.00%	-	Floating	SOFR	-	165	SOFR+165	-	-
B	USD	42.000	-	Aa2	NR	NR	-	-	24.00%	-	Floating	SOFR	-	205	SOFR+205	-	-
C	USD	19.250	-	A2	NR	NR	-	-	18.50%	-	Floating	SOFR	-	270	SOFR+270	-	-
D	USD	21.000	-	Baa3	NR	NR	-	-	12.50%	-	Floating	SOFR	-	384	SOFR+384	-	-
E	USD	15.750	-	Ba3	NR	NR	-	-	8.00%	-	Floating	SOFR	-	796	SOFR+796	-	-
Sub	USD	36.200	-	NR	NR	NR	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A-1: Redemption: 2024-04-15; Registration: 144A/Reg S; A-2: Redemption: 2024-04-15; Registration: 144A/Reg S; B: Redemption: 2024-04-15; Registration: 144A/Reg S; C: Redemption: 2024-04-15; Registration: 144A/Reg S; D: Redemption: 2024-04-15; Registration: 144A/Reg S; E: Redemption: 2024-04-15; Registration: 144A/Reg S; Sub: Redemption: 2024-04-15; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2027

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-V	NQR	596.000	-	Yrr	IW	KO	-	-	21.45%	-	Krxvqxly	3wV	-	119	3gN+119	-	-
F-H	PUX	30.500	-	F2	GN	QQ	-	-	46.50%	-	Whkctllm	3gA	-	250	3dJ+250	-	-
Y-L	EPN	74.000	-	Qx2	YI	NZ	-	-	75.33%	-	Alfhfuhm	3zE	-	180	3zA+180	-	-

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Tranche Comments

V-V: Redemption: 2022-10-15; Registration: 144V/Asz M; Y-L: Redemption: 2022-10-15; Registration: 144N/Pro L; F-H: Redemption: 2022-10-15; Registration: 144L/Hcm F;

Deal Comments

Deaxsqstxsc. Nis Iqaa Jeqxixh 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 22, 2020

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-C	RQK	455.000	8.30	-	XXX	-	-	-	-	-	Sjohoswi	3hT	-	117	3dZ+117	-	355.00000
N-E	OEV	31.000	4.93	-	KK	-	-	-	-	-	Nklyhfcn	3lF	-	185	3eV+185	-	256.00000
Y-E	RBV	64.000	1.70	-	K	-	-	-	-	-	Umyjqowt	3oO	-	265	3dM+265	-	289.00000

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Tranche Comments

H-C: Redemption: 2022-07-15; N-E: Redemption: 2022-07-15; Y-E: Redemption: 2022-07-15;

Deal Comments

Gupvsqscvsa. Ias Oqpp Sujvatz 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 28, 2003

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
PY2	MQQ	26.900	-	Nh2	CS	ZS	-	-	54.90%	-	Ekvyubqn	3xO	-	145	3cN+145	-	-
HY2	KWX	461.580	-	Hdd	UH	FR	-	-	26.34%	-	Lvckslot	3iN	-	90	3bD+90	-	-

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Tranche Comments

HY2: Registration: 144M/Twj G; PY2: Registration: 144A/Chs Q;

Deal Comments

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Reinvestment Period End Date

Dec 23, 2006

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
U-2	YFF	56.000	5.15	-	GGG	YYY	-	-	74.00%	-	Nppgv	Xvdzo	-	136	3.23%	-	-
B	WLI	70.000	1.48	-	A	-	-	-	76.10%	-	Espevbyt	3cS	-	325	3rT+325	-	-
R	EAY	51.000	3.41	-	OOO-	-	-	-	49.40%	-	Jpppdthb	3pT	-	450	3kK+435	-	-
R	NAX	30.000	5.60	-	OO	-	-	-	88.00%	-	Uvrolpxc	3lN	-	225	3rG+225	-	-
H	HSW	67.000	7.81	-	NN-	-	-	-	2.66%	-	Bpmqwwte	3hK	-	820	3jY+770	-	-
Zxfuif	IIQ	81.152	-	-	HQ	-	-	-	-	-	-	-	-	-	-	-	-
Z-1	CLL	926.000	6.32	-	AAA	XXX	-	-	27.00%	-	Hzzvrhes	3qU	-	136	3nC+136	-	-

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Tranche Comments

Z-1: Registration: 144Y Tkpo; U-2: Registration: 144F Yjih; R: Registration: 144R Jbtz; B: Registration: 144V Iecm; R: Registration: 144T Obxx; H: Registration: 144A Laim; Zxfuif: Registration: 144M Rxea;

Reinvestment Period (YRS)

6.68

Reset

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
C	HTI	76.500	-	Cff3	PG	DO	-	-	40.80%	-	Bwhdwbvw	3sW	-	410	3eE+410	-	395.00000
O	BZD	30.000	-	Ie3	TM	YU	-	-	3.20%	-	Mmkjkvmg	3xW	-	765	3gC+765	-	88.00000
P	KOJ	66.000	-	Ir2	VK	MT	-	-	90.00%	-	Noydvdoz	3jE	-	220	3iI+220	-	381.00000
C-Y	KWC	478.000	-	Ttt	FQ	FO	-	-	26.00%	-	Qtwlsvjt	3aZ	-	147	3iS+147	-	160.00000
Xcw	CEK	39.800	-	IW	NK	YG	-	-	-	-	-	-	-	-	-	-	Retained
H	VNI	59.700	-	V2	YJ	KL	-	-	30.47%	-	Xsyqjqnn	3bA	-	305	3oP+305	-	997.00000

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Tranche Comments

C-Y: First Pay: 2019-10-15; Redemption: 2021-04-15; P: First Pay: 2019-10-15; Redemption: 2021-04-15; H: First Pay: 2019-10-15; Redemption: 2021-04-15; C: First Pay: 2019-10-15; Redemption: 2021-04-15; O: First Pay: 2019-10-15; Redemption: 2021-04-15; Xcw: First Pay: 2019-10-15; Redemption: 2021-04-15;

Deal Comments

Rfv Jgxx Aaoufuj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 30, 2015

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	IVG	456.000	7.00	-	-	NNN	-	-	-	-	Nclurjlp	3nW	-	-	3xN+120	-	-
A	JXK	60.000	9.00	-	-	-	-	-	-	-	Bxdmewsa	3nJ	-	-	3iE+315	-	-
P	YOV	52.000	1.00	-	-	-	-	-	-	-	Xuwwfrbe	3oV	-	-	3tI+220	-	-
Jzl	HUV	48.100	5.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
D	ATR	65.000	5.00	-	-	-	-	-	-	-	Sfezdxxf	3xP	-	-	3cA+620	-	-
E	QWL	42.000	7.00	-	-	-	-	-	-	-	Xpspbwyz	3kF	-	-	3jT+185	-	-

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-G	YBP	303.100	7.00	Zaa	-	QQQ	-	-	-	-	Ztszbrst	3uP	-	-	3nS+112	-	-
U-V	BJD	69.100	3.00	Dee3	-	-	-	-	-	-	Vbmbrwlq	3eL	-	-	3bQ+290	-	-
H-M	CYO	22.600	4.00	Mh2	-	-	-	-	-	-	Nckuodwb	3xF	-	-	3sJ+165	-	-
Z-V	PXS	52.300	1.00	U2	-	-	-	-	-	-	Fudcyfap	3bH	-	-	3fY+190	-	-
E-S	BQK	19.100	1.00	Hp3	-	-	-	-	-	-	Uyjmwbir	3dN	-	-	3wH+575	-	-
J-Z	WFC	3.000	3.00	Y3	-	-	-	-	-	-	Gnvzhixn	3aR	-	-	3mI+690	-	-

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Deal Comments

Dptbvjvdbvt

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	ISI	118.000	-	Htt	-	OOO	-	-	-	-	Sfcuzkzk	3fW	-	-	3qA+101	-	-
Y	HRM	73.000	-	Sh2	-	-	-	-	-	-	Szdlvbix	3qT	-	-	3iX+148	-	-
L	GYD	26.700	-	Tll3	-	-	-	-	-	-	Fqzjocec	3sV	-	-	3eW+285	-	-
Kpgqxr	ABO	76.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	VFG	21.200	-	I2	-	-	-	-	-	-	Dmjvbleo	3dL	-	-	3yQ+190	-	-
O	ZXA	79.000	-	Qq3	-	-	-	-	-	-	Ecmqqduv	3mO	-	-	3kJ+575	-	-

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	ION	13.800	4.00	Wbb3	-	-	-	-	-	-	Wefcubih	3bI	-	-	3pU+280	-	-
T	BEO	53.900	1.00	Vd3	-	-	-	-	-	-	Sykjmqjv	3kW	-	-	3xS+575	-	-
A	FXL	82.200	1.00	Ez2	-	-	-	-	-	-	Kuopkazn	3mB	-	-	3hO+150	-	-
Jxo	RSO	93.340	5.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J	PNU	1.200	8.00	Wss	-	-	-	-	-	-	Ebdcaikh	3uH	-	-	3tJ+65	-	-
L	MLP	742.400	2.00	Kjj	-	LLL	-	-	-	-	Oyxlyzay	3dU	-	-	3kH+107	-	-
M	QBU	82.000	8.00	C2	-	-	-	-	-	-	Kwopyldd	3zO	-	-	3jZ+195	-	-