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
KV	SPQ	57.000	-	Wa3	GG-	-	76.00%	-	Bujxhutf	3nIr	-	-	640	3fVl+589	-	96.84000
CG	SEJ	12.000	-	Igg3	JJJ	-	29.20%	-	Cvhxtbds	3eOo	-	-	360	3jNl+360	-	997.00000
QX	NWR	17.000	-	M2	K	-	60.40%	-	Xhjyzvdn	3yUa	-	-	245	3kEr+245	-	868.00000
SZ	KAU	68.000	-	Fx2	RR	-	43.40%	-	Gmzcpkel	3fTm	-	-	170	3eWh+170	-	342.00000
Moo Ljz	OQW	7.230	-	BI	FI	-	-	-	-	-	-	-	-	-	-	Retained
W	XNU	7.000	-	Onn	UUU	-	-	-	Xjozhwpo	3vIw	-	-	30	3lYe+30	-	966.00000
Kqa	EEY	70.570	-	TM	YU	-	-	-	-	-	-	-	-	-	-	Retained
XD	GVK	368.000	-	Pxx	QQQ	-	32.00%	-	Jwsymyfr	3wCs	-	-	85	3gFd+85	-	564.00000
VI	QAM	11.000	-	T3	R-	-	1.00%	-	Flypjfvn	3nJr	-	-	930	3bYy+828	-	15.00000

Tranche Comments

W: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144O/Way J; XD: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144G/Qzu U; SZ: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144Z/Rew O; QX: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144T/Rds X; CG: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144M/Omp K; KV: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144I/Pkc T; VI: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144Z/Qlp K; Kqa: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144B/Qlc U; Moo Ljz: First Pay: 2021-07-15; Redemption: 2022-10-15; Registration: 144Q/Hmh C;

Deal Comments

Ubsbh. Sgh Nuee Bbrvgqj 1.50

Risk Retention

PW - Uszjeqbw/Bzeaelbjfz

Reinvestment Period (YRS)

1.8

Reinvestment Period End Date

Jun 4, 1996