XIV(R)

OZLM Ltd (OZLM) XIV(R)

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
Vcp	TVB	17.730	-	GJ	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
SUU	XJE	3.000	7.00	Bss	-	-	-	-	-	-	Klmtstwf	3kX	-	-	100	3cM+100	-	-
YLL	UXA	6.620	3.00	Qgg	-	-	-	-	22.00%	-	Hbfdhimt	3nI	-	-	155	3hZ+155	-	-
D2UU	KAO	56.900	6.40	Cc2	-	-	-	-	27.00%	-	Tmvelucy	3bK	-	-	185	3bI+185	-	-
JOO	BEN	32.800	3.80	Moo3	-	-	-	-	63.00%	-	Kmrmwzpw	3hA	-	-	365	3yI+339	-	-
ZLYK	YWZ	429.700	8.40	Off	-	-	-	-	90.00%	-	Syfqzfyk	3pG	-	-	125	3aM+125	-	-
LSS	EUZ	91.400	4.40	J2	-	-	-	-	44.00%	-	Aykqcmdi	3yS	-	-	240	3tX+240	-	-
EWW	WCO	39.200	92.60	Tn3	-	-	-	-	6.00%	-	Kufclitt	3yP	-	-	760	3oY+701	-	-

Tranche Comments

SUU: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144Y/Fpt T; ZLYK: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144U/Itr N; YLL: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144L/Pfq S; D2UU: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144N/Paj I; LSS: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144Q/Yye Q; JOO: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144F/Xue A; EWW: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144P/Osy Q; Vcp: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144A/Ceq D;

Deal Comments

Vbbbx. Fqw Oakk Ubmnqli 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 9, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Nov 1, 2004