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
Z-E	NYB	76.000	-	ID	YA	PPP-	-	-	73.00%	-	Asmkdzop	LEVS	-	485	XOMD+485	-	-
Z-F	AVZ	1.100	-	IH	BL	AAA	-	-	-	-	Uwkjbiuf	WBMZ	-	105	VWBG+105	-	-
C1-Z	XOL	39.640	-	GR	HZ	OO-	-	-	9.40%	-	Mrhlrvwp	NHOU	-	800	BNPB+800	-	-
E-B	LOC	79.400	-	KR	OL	BB	-	-	13.00%	-	Abjhztud	HKFA	-	210	IUDL+210	-	-
J1-S	ZIF	999.400	-	Vss	AG	FW	-	-	48.00%	-	Wzvwhbhs	CQFA	-	130	TLND+130	-	-
Q1-V	XOI	60.000	-	AQ	GD	O	-	-	36.63%	-	Cffxksub	VTSF	-	220	BAYG+220	-	-
E2-R	PNV	61.000	-	IE	SL	Q	-	-	59.00%	-	Idhbezki	EDMB	-	300	YDCS+300	-	-
J2-J	AHX	4.410	-	EW	YE	AA-	-	-	9.00%	-	Asybtspo	XBAH	-	800	HBNR+800	-	-
G2-F	PRQ	5.000	-	TH	ER	LLL	-	-	66.00%	-	Iujahewg	AVTU	-	165	DZTI+165	-	-
Ywy	TJX	36.600	-	JD	ER	AY	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-F: Redemption: 2027-04-15; Registration: 144J/Jny U; J1-S: Redemption: 2027-04-15; Registration: 144J/Moe O; G2-F: Redemption: 2027-04-15; Registration: 144L/Gah H; E-B: Redemption: 2027-04-15; Registration: 144L/Lze Q; Q1-V: Redemption: 2027-04-15; Registration: 144M/Gwj B; E2-R: Redemption: 2027-04-15; Registration: 144W/Onk J; Z-E: Redemption: 2027-04-15; Registration: 144J/Mje N; C1-Z: Redemption: 2027-04-15; Registration: 144A/Rxn R; J2-J: Redemption: 2027-04-15; Registration: 144X/Kqo D; Ywy: Redemption: 2027-04-15; Registration: 144E/Kne C;

Deal Comments

Zhkhw. Tkp Ejww Chunkqf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2023

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
TQ	ALG	67.300	-	Xoo3	NC	SY	-	-	16.56%	-	Udqbdyhf	AZYL	-	300	QYMJ+300	-	-
SM2	PCW	35.500	-	P2	AF	LW	-	-	63.14%	-	Vklrycdk	MXOY	-	220	YZPK+220	-	-
YI2	MGX	19.000	-	Pq2	VV	KB	-	-	65.89%	-	Vzkemytr	NNKX	-	175	JVBN+175	-	-
SR2	CWC	171.908	-	Iee	UT	AN	-	-	15.80%	-	Icyeephh	ZOMC	-	104	TZFW+104	-	-

Tranche Comments

SR2: Redemption: 2025-09-18; Registration: 144D/Tkk X; YI2: Redemption: 2025-09-18; Registration: 144A/Vwk R; SM2: Redemption: 2025-09-18; Registration: 144V/Taq W; TQ: Redemption: 2025-09-18; Registration: 144J/Tzh M;

Deal Comments

Khfwkxkxwkb. Cqk Wxjj Chhwqfs 0.5

Reinvestment Period End Date

Feb 2, 1999

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
F-GG	XXK	86.000	7.66	-	WWW-	-	-	-	54.35%	-	Vhsltljm	3wQVQE	-	280	3gEJGV+280	-	-
C-BB	BRP	60.000	5.49	-	YY-	-	-	-	1.80%	-	Ewqvrjyi	3mEZWR	-	635	3eAWEP+635	-	-
M-OO	NLG	565.573	7.40	-	EEE	-	-	-	34.55%	-	Cbxzhezu	3cQNJI	-	100	3bQCPQ+100	-	-
L-DD	EBL	11.000	4.14	-	D	-	-	-	35.89%	-	Xhqysunz	3lHDYV	-	180	3oGPWH+180	-	-
D-WW	QEA	60.000	1.20	-	DD	-	-	-	50.70%	-	Gsxatypv	3qQKJE	-	152	3hLQFY+152	-	-

Tranche Comments

M-OO: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144H/Ltf P; D-WW: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144A/Luz R; L-DD: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144H/Faj D; F-GG: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144V/Qiu W; C-BB: First Pay: 2025-04-15; Redemption: 2025-09-05; Registration: 144F/Ovc P;

Deal Comments

Lxqtzkzvtzy. Isz Xkww Ixntssu 0.6

Risk Retention

IJ - Ivh YI/IB - Iv

Pricing Speed

20% NSY

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	AGP	4.000	-	Yjj	YN	MC	-	-	76.00%	-	Iuohqcxd	ZYGR	-	165	MJZT+165	-	-
Kxm	OLB	36.600	-	AK	BW	CH	-	-	-	-	-	-	-	-	-	-	Retained
M-1	TPN	118.000	-	Xss	LI	BO	-	-	32.00%	-	Gvhhklwm	CJUP	-	142	SJHR+142	-	-
R	MMP	48.000	-	Eh2	AU	ES	-	-	23.00%	-	Aeqlqbdo	ULFW	-	205	AAZD+205	-	-
R	XSZ	87.000	-	Uuu3	WU	QZ	-	-	75.10%	-	Zvyrcypl	XNUB	-	384	MWEP+384	-	-
J	GKP	95.260	-	Bk3	UO	QS	-	-	7.00%	-	Norhxwor	XWSB	-	796	LDIJ+796	-	-
A	NOA	31.740	-	F2	MJ	FL	-	-	33.50%	-	Whrwzrcp	MBKV	-	270	WYII+270	-	-

Tranche Comments

M-1: Redemption: 2024-04-15; Registration: 144Q/Wwb E; U-2: Redemption: 2024-04-15; Registration: 144J/Zpc P; R: Redemption: 2024-04-15; Registration: 144E/Qln S; A: Redemption: 2024-04-15; Registration: 144T/Pje K; R: Redemption: 2024-04-15; Registration: 144Q/Oca L; J: Redemption: 2024-04-15; Registration: 144D/Ghr O; Kxm: Redemption: 2024-04-15; Registration: 144K/Uyv W;

Deal Comments

Jpf Nkmm Ngfmplb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 3, 2022

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-B	FPJ	90.600	-	H2	WK	HH	-	-	98.35%	-	Hxblmfqs	3qY	-	250	3bY+250	-	-
P-L	QBB	45.000	-	St2	SN	LY	-	-	27.27%	-	Yrsrpopv	3bM	-	180	3wW+180	-	-
B-D	BHO	861.000	-	Ndd	TM	WY	-	-	51.39%	-	Zjcqerru	3eJ	-	119	3uJ+119	-	-

Tranche Comments

B-D: Redemption: 2022-10-15; Registration: 144Y/Yjl D; P-L: Redemption: 2022-10-15; Registration: 144M/Iip W; E-B: Redemption: 2022-10-15; Registration: 144J/Ktv H;

Deal Comments

Mktwfmfbwft. Vyf Lmuu Ikewyrh 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 29, 2000

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-P	HBS	39.000	9.30	-	P	-	-	-	-	-	Fqspamdg	3hU	-	265	3qA+265	-	406.00000
O-A	LCM	42.000	2.78	-	DD	-	-	-	-	-	Cdtmzatf	3dB	-	185	3zP+185	-	602.00000
J-E	NCU	894.000	6.70	-	BBB	-	-	-	-	-	Uhkjsyqs	3pT	-	117	3iV+117	-	137.00000

Tranche Comments

J-E: Redemption: 2022-07-15; O-A: Redemption: 2022-07-15; H-P: Redemption: 2022-07-15;

Deal Comments

Xbhttktattq. Sxt Vkii Tbktxdp 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 22, 1993

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
ZT2	FXH	61.890	-	Kp2	CP	UK	-	-	66.64%	-	Uzobsmkb	3vU	-	145	3pU+145	-	-
PU2	JCD	505.400	-	Bzz	KI	PX	-	-	75.21%	-	Bkqfyuuj	3fT	-	90	3kU+90	-	-

Tranche Comments

PU2: Registration: 144F/Une O; ZT2: Registration: 144P/Lmx Q;

Deal Comments

Rdbjwjwxjwt

Reinvestment Period End Date

Oct 6, 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
E	PHD	95.000	4.63	-	CC	-	-	-	84.00%	-	Iyjvunfn	3iW	-	225	3tA+225	-	-
S-2	HYJ	22.000	1.99	-	HHH	AAA	-	-	52.00%	-	Kwwzg	Hqavv	-	136	3.23%	-	-
M	IJY	61.000	9.28	-	BB-	-	-	-	8.36%	-	Ayddtvnl	3oG	-	820	3hQ+770	-	-
Z	OWT	44.000	1.87	-	BBB-	-	-	-	53.10%	-	Zudhmdsc	3hP	-	450	3sR+435	-	-
R-1	MJE	564.000	8.38	-	HHH	SSS	-	-	40.00%	-	Xrhcxdja	3wD	-	136	3aZ+136	-	-
D	WJR	73.000	1.95	-	C	-	-	-	83.10%	-	Gmrarzpo	3mP	-	325	3mB+325	-	-
Cbmkgo	MFR	95.767	-	-	BN	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

R-1: Registration: 144Y Gxqu; S-2: Registration: 144A Fraj; E: Registration: 144L Ymtz; D: Registration: 144L Jwxv; Z: Registration: 144F Upde; M: Registration: 144V Urit; Cbmkgo: Registration: 144F Cxhx;

Reinvestment Period (YRS)

1.12

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	KCH	74.000	-	Mv2	JB	SS	-	-	28.00%	-	Lfozyevd	3yB	-	220	3yE+220	-	623.00000
E	KGV	40.500	-	Lpp3	SZ	XA	-	-	62.30%	-	Ecoaydur	3oR	-	410	3vA+410	-	983.00000
J-X	ZSQ	690.000	-	Pee	SX	SJ	-	-	42.00%	-	Dqfdswtb	3eJ	-	147	3kK+147	-	991.00000
Tgd	LNU	67.400	-	SE	HC	JD	-	-	-	-	-	-	-	-	-	-	Retained
B	GCR	65.900	-	U2	SY	WN	-	-	61.54%	-	Jjrmpbwc	3qG	-	305	3wX+305	-	661.00000
F	JGY	49.000	-	Zt3	PZ	VH	-	-	2.50%	-	Zbwokdox	3tJ	-	765	3wM+765	-	13.00000

Tranche Comments

J-X: First Pay: 2019-10-15; Redemption: 2021-04-15; R: First Pay: 2019-10-15; Redemption: 2021-04-15; B: First Pay: 2019-10-15; Redemption: 2021-04-15; E: First Pay: 2019-10-15; Redemption: 2021-04-15; F: First Pay: 2019-10-15; Redemption: 2021-04-15; Tgd: First Pay: 2019-10-15; Redemption: 2021-04-15;

Deal Comments

Hho Ackk Fvhfhkq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 22, 2005

Steele Creek Investment Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	YEP	268.000	2.00	-	-	EEE	-	-	-	-	Qepkmjpj	3yI	-	-	3fA+120	-	-
Z	NKR	48.000	9.00	-	-	-	-	-	-	-	Hbmaruwk	3mM	-	-	3gJ+315	-	-
W	JXM	49.000	5.00	-	-	-	-	-	-	-	Heepzhyg	3xF	-	-	3vN+620	-	-
Hau	AYB	47.700	8.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S	AWL	52.000	6.00	-	-	-	-	-	-	-	Brulqbae	3oR	-	-	3pN+220	-	-
S	VAX	50.000	5.00	-	-	-	-	-	-	-	Dsjjmlrv	3tP	-	-	3zV+185	-	-