II(R)

Sculptor European CLO DAC (OZLME) II(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Sculptor Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
CS	PNR	25.000	-	M3	F-	-	7.00%	-	Sskzejci	3dKh	-	-	930	3eUw+828	-	23.00000
Ygg Amu	PGP	7.460	-	MR	WE	-	-	-	-	-	-	-	-	-	-	Retained
VN	JNZ	609.000	-	Err	DDD	-	15.00%	-	Cbwuspwo	3rWj	-	-	85	3zYw+85	-	622.00000
A	NFE	9.000	-	Frr	XXX	-	-	-	Ioroxwxs	3sCk	-	-	30	3vLj+30	-	705.00000
JZ	SMY	93.000	-	Muu3	UUU	-	57.90%	-	Vrhzkwbx	3oQa	-	-	360	3oCn+360	-	165.00000
JK	XUN	15.000	-	Kb2	RR	-	32.60%	-	Qsflsmhj	3kGx	-	-	170	3oBj+170	-	261.00000
JX	SOV	63.000	-	P2	L	-	92.90%	-	Bpjacwpy	3nBr	-	-	245	3pEo+245	-	143.00000
YR	APY	22.000	-	Jx3	AA-	-	90.00%	-	Qrpxkhig	3hOb	-	-	640	3fIa+589	-	61.14000
Qga	QLC	56.310	-	ZW	XD	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144I/Ewd G; VN: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144O/Nhu V; JK: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144I/Fod I; JX: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144E/Utu Q; JZ: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144P/Eqx P; YR: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144Q/Qyu C; CS: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144N/Zhf T; Qga: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144Y/Kri R; Ygg Amu: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144B/Usc I;

Deal Comments

Wzszu. Ufm Lfww Oztqfxc 1.50

Risk Retention

GC - Sjykpbud/Eypdpdukyy

Reinvestment Period (YRS)

5.7

Reinvestment Period End Date

May 28, 2000

Reset

Yes