Sculptor European CLO DAC (OZLME) lX

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR248.0006.00Aaa-AAA38.00%-Floating3mEu-923mEu+92-100.00000
B-1EUR27.0007.80Aa2-AA28.00%-Floating3mEu-1753mEu+175-100.00000
B-2EUR13.0007.80Aa2-AA28.00%-FixedYLD--2.15%2.150%100.00000
CEUR24.0008.40A2-A22.00%-Floating3mEu-2203mEu+220-100.00000
DEUR28.0009.10Baa3-BBB-15.00%-Floating3mEu-3353mEu+335-100.00000
EEUR21.0009.80Ba3-BB-9.75%-Floating3mEu-6603mEu+632-98.00000
FEUR12.00010.30B3-B-6.75%-Floating3mEu-9623mEu+901-96.00000
ZEUR8.000-NR----------Retained
SubEUR34.600-NR----------Retained
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
4