Sculptor European CLO DAC (OZLME) V(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR248.0003.30Aaa-AAA--Floating3mEu-793mEu+79-100.00000
B2EUR20.0005.00Aa2-AA--Floating3mEu-1753mEu+175-100.00000
CEUR27.0005.60A2-A--Floating3mEu-2303mEu+230-100.00000
DEUR24.0006.10Baa3-BBB---Floating3mEu-3303mEu+330-100.00000
Tranche Comments
A: First Pay: 2022-01-14; Redemption: 2023-02-18; B2: First Pay: 2022-01-14; Redemption: 2023-02-18; C: First Pay: 2022-01-14; Redemption: 2023-02-18; D: First Pay: 2022-01-14; Redemption: 2023-02-18;
Deal Comments
Refinancing. Non Call Period: 2.00
Risk Retention
EU: Sponsor will retain not less than 5% of the vertical slice of the structure; US: Reliance on LSTA open market exemption
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 14, 2023
Refinancing
Yes
WAL Test Period (YRS)
7
WAL Test Period End Date
Jun 11, 2028