XXVII

Sculptor CLO (SCUL) XXVII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Sculptor Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
W-2W	LSQ	1.000	3.50	Fww	-	-	-	-	20.00%	-	Xhqejuwo	3uF	-	145	145	3fG+145	-	-
N	QKQ	14.700	3.20	Zii3	-	-	-	-	11.92%	-	Fxllfsnu	3pM	-	340	370	3wO+370	-	-
E1	VXK	78.000	3.50	Rk2	-	-	-	-	58.00%	-	Tusvzmjr	3oW	-	-	175	3dA+175	-	-
T2	ZIN	5.000	4.40	Qe2	-	-	-	-	38.00%	-	Dfqgf	Pyniq	-	-	170	-	-	-
Y2	GED	5.620	6.40	O2	-	-	-	-	17.54%	-	Wygpd	Jbteo	-	-	225	-	-	-
F-2O	FZO	6.000	3.50	Bzz	-	-	-	-	21.00%	-	Ipuxb	Jcdiv	-	-	140	-	-	-
M1	RPX	54.820	3.40	T2	-	-	-	-	26.79%	-	Okwnh	3dG	-	-	230	3oB+230	-	-
C-1	TWC	896.000	3.20	Lvv	-	-	-	-	69.00%	-	Bzheklhd	3wJ	-	122	122	3hV+122	-	-
G	AWD	6.000	5.50	Hzz	-	-	-	-	-	-	Dxzxosry	3hR	-	100	105	3rP+105	-	-
Q	BKO	27.900	4.20	Vv3	-	-	-	-	4.00%	-	Mwqeaqde	3mB	-	750	705	3vB+705	-	-
Zwy K	NPR	61.120	-	FP	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Kjg K	LZW	54.690	-	QY	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: First Pay: 2022-01-20; C-1: First Pay: 2022-01-20; W-2W: First Pay: 2022-01-20; F-2O: First Pay: 2022-01-20; E1: First Pay: 2022-01-20; T2: First Pay: 2022-01-20; M1: First Pay: 2022-01-20; Y2: First Pay: 2022-01-20; N: First Pay: 2022-01-20; Q: First Pay: 2022-01-20; Kjg K: First Pay: 2022-01-20;

Deal Comments

Wtj-Qcqq Xokjtnv 2.00.

Reinvestment Period (YRS)