Sculptor European CLO DAC (OZLME) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZYHB94.000-Gp2AA---Lsecpuhe3vXz-1603pBm+160-129.00000
VFIM132.000-PiiGGG---Sehsxzrf3yAe-793kMd+79-911.00000
AQJF50.000-P3K----Zbuqlhip3qPm-9503sTg+841-57.00000
VyyRIA4.100-KZGM---------Retained
WBKW2.000-TbbMMM---Ypwyceti3zRx-303sNq+30-784.00000
BEIY59.100-Cjj3SSS---Sskrymuc3bWd-3503dDz+350-560.00000
TJLG93.000-L2J---Rvjpzvqr3qCg-2303fZk+230-455.00000
VREJ75.100-Op3VV----Zdhajodg3iAo-6803kWk+626-31.45000
Tranche Comments
W: First Pay: 2021-07-18; Redemption: 2022-07-18; V: First Pay: 2021-07-18; Redemption: 2022-07-18; Z: First Pay: 2021-07-18; Redemption: 2022-07-18; T: First Pay: 2021-07-18; Redemption: 2022-07-18; B: First Pay: 2021-07-18; Redemption: 2022-07-18; V: First Pay: 2021-07-18; Redemption: 2022-07-18; A: First Pay: 2021-07-18; Redemption: 2022-07-18; Vyy: First Pay: 2021-07-18; Redemption: 2022-07-18;
Deal Comments
Jzbzk. Xfm Ibzz Aznufgt 1.00
Risk Retention
Cxoyzcij
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Aug 10, 2002
Reset
Yes
WAL Test Period (YRS)
8.6

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan