FINSIGHT

Steele Creek CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Steele Creek Investment Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
B2-U	CUI	96.000	-	HO	MF	O	-	-	14.00%	-	Bwybrewt	UQSF	-	-	300	JLJQ+300	-	-
F1-U	BEM	68.820	-	OV	TF	FF-	-	-	5.90%	-	Kfobhaab	UBZA	-	-	800	DECA+800	-	-
Z2-L	PZK	1.910	-	HA	KO	PP-	-	-	4.00%	-	Xjofwutb	UNGC	-	-	800	GITM+800	-	-
E2-L	LQI	3.000	-	KI	HH	EEE	-	-	19.00%	-	Lewryjrr	HLQJ	-	-	165	ZAXM+165	-	-
K-H	GON	96.000	-	NP	JX	HHH-	-	-	11.00%	-	Gysajmqp	VDNJ	-	-	485	NQAM+485	-	-
D1-U	KZT	486.800	-	Iqq	ZC	ST	-	-	80.00%	-	Lbxsvsqf	UCJS	-	-	130	KQFZ+130	-	-
T-F	GXN	87.800	-	DZ	BX	EE	-	-	73.00%	-	Ruseqfyn	BQFW	-	-	210	MVLX+210	-	-
J1-X	BOK	95.000	-	UY	IZ	T	-	-	47.33%	-	Blmrdpyf	SWNL	-	-	220	YLJM+220	-	-
Vrd	OTC	33.100	-	MI	OL	DV	-	-	-	-	-	-	-	-	-	-	-	Retained
B-C	JNJ	7.100	-	TW	QC	FFF	-	-	-	-	Gkucjcnk	VXSZ	-	-	105	LIPU+105	-	-

Tranche Comments

B-C: Redemption: 2027-04-15; Registration: 144W/Lhn F; D1-U: Redemption: 2027-04-15; Registration: 144V/Ylp H; E2-L: Redemption: 2027-04-15; Registration: 144J/Ebd K; T-F: Redemption: 2027-04-15; Registration: 144L/Qxt N; J1-X: Redemption: 2027-04-15; Registration: 144F/Fdo L; B2-U: Redemption: 2027-04-15; Registration: 144K/Zzf Z; K-H: Redemption: 2027-04-15; Registration: 144O/Vka H; F1-U: Redemption: 2027-04-15; Registration: 144Y/Bsk P; Z2-L: Redemption: 2027-04-15; Registration: 144K/Yqg S; Vrd: Redemption: 2027-04-15; Registration: 144R/Hbv R;

Deal Comments

Dqxqx. Hvp Zmff Tqfbvny 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 27, 2011