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
Qoo Mfj	JBX	7.860	-	ZB	MC	-	-	-	-	-	-	-	-	-	-	Retained
W	ADP	8.000	-	Hnn	MMM	-	-	-	Ppqlkihf	3tXi	-	-	30	3jYk+30	-	223.00000
XR	JUP	26.000	-	Uzz3	VVV	-	57.90%	-	Gkdvlmxa	3gMu	-	-	360	3fQy+360	-	721.00000
WC	EBZ	645.000	-	Qqq	SSS	-	46.00%	-	Wcwmetrw	3iQx	-	-	85	3sJe+85	-	720.00000
Kol	OQU	30.710	-	AW	PH	-	-	-	-	-	-	-	-	-	-	Retained
JZ	FOQ	62.000	-	Mf2	TT	-	30.40%	-	Ujplkfla	3vFu	-	-	170	3dTf+170	-	451.00000
FP	TKR	11.000	-	K2	E	-	48.70%	-	Tulstpsd	3gHc	-	-	245	3nYw+245	-	290.00000
GY	LTZ	89.000	-	Fa3	EE-	-	67.00%	-	Vwvoyqvo	3aXt	-	-	640	3eXr+589	-	93.30000
IQ	DIY	26.000	-	Q3	D-	-	9.00%	-	Wzqdxryb	3qNe	-	-	930	3cCx+828	-	21.00000

Tranche Comments

W: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144R/Cou R; WC: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144J/Yhy Q; JZ: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144U/Emr R; FP: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144W/Dlu P; XR: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144C/Zhd G; GY: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144P/Bcb W; IQ: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144F/Oaw L; Kol: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144P/Gow R; Qoo Mfj: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144P/Qdm R;

Deal Comments

Lwvwx. Nbh Gejj Awxibig 1.50

Risk Retention

WH - Duqdmhhy/Vqmwmqhdcq

Reinvestment Period (YRS)

7.8

Reinvestment Period End Date

Aug 13, 2001

Refinancing

Yes