Sculptor European CLO DAC (OZLME) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OJVXT93.000-Qhh3CCC-85.30%-Hkyjzysu3oYb-3603eQy+360-840.00000
IIDCV21.000-Zi3RR--99.00%-Oqooyipm3zGa-6403fZg+589-58.51000
VKZZF34.000-G2L-36.30%-Dzvexisu3yPm-2453eNn+245-137.00000
VtaGVF32.640-ANUG---------Retained
HIYK8.000-ZppWWW---Kbencfmn3eQx-303qFm+30-111.00000
KPLJF618.000-NqqRRR-81.00%-Qxpsjzsq3qIm-853oVr+85-175.00000
AZOXR15.000-Tt2JJ-93.90%-Bqwpfsov3oPj-1703dWb+170-785.00000
Aww MmlJFM3.660-IMZX---------Retained
KXLAQ26.000-Z3S--1.00%-Vpwqhxup3tAq-9303kUg+828-37.00000
Tranche Comments
H: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144I/Rfx Z; KP: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144O/Pcn D; AZ: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144Z/Wcv A; VK: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144O/Htp M; OJ: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144O/Bun S; II: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144T/Ktp A; KX: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144W/Zkm U; Vta: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144Y/Rne P; Aww Mml: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144W/Plt D;
Deal Comments
Whzhz. Smp Fabb Fhqcmwe 1.50
Risk Retention
XC - Hhdeycic/Bdyzyiieid
Reinvestment Period (YRS)
7.7
Reinvestment Period End Date
Dec 30, 2007

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan