Sculptor European CLO DAC (OZLME) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ENWL95.800-Cqq3FFF---Mwzczaae3oMh-3503fGb+350-565.00000
VWTU407.000-NkkDDD---Neckqryr3gUg-793bZd+79-178.00000
LYXZ49.000-F2R---Lvzezpvh3eGu-2303yEz+230-749.00000
RtbKKB3.800-UHYJ---------Retained
SZBC89.000-Sm2XX---Zxszpxtn3pUn-1603mAt+160-199.00000
SBAB42.700-Ds3YY----Kesywqqs3aLn-6803rIq+626-30.60000
MWPA90.000-Z3Y----Rpkzfyfb3lRr-9503oMi+841-14.00000
CYNC6.000-MmmDDD---Spkprodn3kIu-303rRj+30-955.00000
Tranche Comments
C: First Pay: 2021-07-18; Redemption: 2022-07-18; V: First Pay: 2021-07-18; Redemption: 2022-07-18; S: First Pay: 2021-07-18; Redemption: 2022-07-18; L: First Pay: 2021-07-18; Redemption: 2022-07-18; E: First Pay: 2021-07-18; Redemption: 2022-07-18; S: First Pay: 2021-07-18; Redemption: 2022-07-18; M: First Pay: 2021-07-18; Redemption: 2022-07-18; Rtb: First Pay: 2021-07-18; Redemption: 2022-07-18;
Deal Comments
Vkykx. Ifs Bjpp Lkkjfzu 1.00
Risk Retention
Zpwzuyqf
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 27, 1999
WAL Test Period (YRS)
4.3