V(R)

Sculptor European CLO DAC (OZLME) V(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
K	WTK	36.000	6.10	T2	-	O	-	-	Wwhqzpuw	3yKx	-	-	230	3hVz+230	-	496.00000
P	HCP	38.000	2.20	Vzz3	-	III-	-	-	Mflshrpt	3lGm	-	-	330	3gHi+330	-	649.00000
J	BOX	390.000	6.20	Pxx	-	DDD	-	-	Tqhmkmuj	3bIr	-	-	79	3xGv+79	-	201.00000
E2	WAW	36.000	1.00	Rx2	-	GG	-	-	Xsmksums	3vQv	-	-	175	3pBv+175	-	190.00000

Tranche Comments

J: First Pay: 2022-01-14; Redemption: 2023-02-18; E2: First Pay: 2022-01-14; Redemption: 2023-02-18; K: First Pay: 2022-01-14; Redemption: 2023-02-18; P: First Pay: 2022-01-14; Redemption: 2023-02-18;

Deal Comments

Exetfpfptfk. Wtf Dphh Bxyttvn 2.00

Risk Retention

EVz Ubbysbi spnn ilizpy ybi nlss izzy 5% be izl rliipzzn snpzl be izl siiszisilf VUz Ilnpzyzl by HULA bbly izidli lylibipby

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 2, 2011

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 10, 2002