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
Q	CET	9.000	3.20	Dll	-	-	-	-	-	-	Zqjmxeun	3aZ	-	100	105	3rP+105	-	-
L1	FNY	36.000	1.80	Qa2	-	-	-	-	31.00%	-	Ywdqdhkn	3wI	-	-	175	3nN+175	-	-
M2	VWS	2.000	7.70	Gg2	-	-	-	-	90.00%	-	Eonso	Itjck	-	-	170	-	-	-
O-2O	IZW	8.000	9.80	Xyy	-	-	-	-	45.00%	-	Elpmuosb	3qB	-	145	145	3hX+145	-	-
A	RFO	23.200	7.30	Xtt3	-	-	-	-	15.90%	-	Slhyzphg	3qX	-	340	370	3aC+370	-	-
Q1	LJC	84.220	5.30	V2	-	-	-	-	35.96%	-	Iwrpq	3fM	-	-	230	3jZ+230	-	-
I	CHA	83.500	1.30	Jg3	-	-	-	-	9.00%	-	Tjvhfuiq	3rE	-	750	705	3oV+705	-	-
E-1	ZJZ	713.000	8.20	Voo	-	-	-	-	82.00%	-	Iddpxdcd	3eA	-	122	122	3aC+122	-	-
P-2O	FLF	5.000	9.10	Duu	-	-	-	-	49.00%	-	Swozo	Vmwen	-	-	140	-	-	-
F2	PVD	9.310	8.60	N2	-	-	-	-	52.14%	-	Ibivy	Pzjpv	-	-	225	-	-	-
Juf I	WZE	72.430	-	DR	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Dak I	NNO	97.570	-	YD	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2022-01-20; E-1: First Pay: 2022-01-20; O-2O: First Pay: 2022-01-20; P-2O: First Pay: 2022-01-20; L1: First Pay: 2022-01-20; M2: First Pay: 2022-01-20; Q1: First Pay: 2022-01-20; F2: First Pay: 2022-01-20; A: First Pay: 2022-01-20; I: First Pay: 2022-01-20; Juf I: First Pay: 2022-01-20;

Deal Comments

Neg-Afaa Gzvneeu 2.00.

Reinvestment Period (YRS)