XXXII

Sculptor CLO (SCUL) XXXII

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
W-1	ZAK	389.000	9.21	-	MMM	-	-	-	98.00%	-	Uvmqpmhw	YKJE	-	-	165	TJJE+165	-	547.00000
F-2	QFW	8.000	74.90	-	III-	-	-	-	60.80%	-	Ezsckwvp	HKSN	-	-	550	CLQH+550	-	857.00000
Wrc	HKB	24.580	-	-	MK	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-1	VLT	46.000	7.30	-	UU	-	-	-	61.00%	-	Cbppdbxt	BPSI	-	-	225	MGGA+225	-	400.00000
H	YNA	32.000	2.16	-	L	-	-	-	72.20%	-	Fdopwlej	BACC	-	265-275	282	YJEZ+282	-	472.00000
R-1	BCO	53.000	1.40	-	BBB+	-	-	-	76.70%	-	Kvlryszq	OJOK	-	-	425	VNAF+410	-	33.00000
W-2	IMR	1.000	8.70	-	BBB	-	-	-	29.00%	-	Jfobybse	UZKD	-	185a	195	NYDS+195	-	669.00000
M	BNZ	13.000	58.55	-	NN-	-	-	-	6.00%	-	Hmzcpexh	GISM	-	-	725	ECED+709	-	11.00000
M-2	LVQ	54.000	6.68	-	II	-	-	-	67.00%	-	Ehuen	CZZT	-	-	220	5.94%	5.936%	495.00000

Tranche Comments

W-1: Redemption: 2026-04-17; Registration: 144T/Qmj D; W-2: Redemption: 2026-04-17; Registration: 144W/Ezh L; H-1: Redemption: 2026-04-17; Registration: 144W/Jmn J; M-2: Redemption: 2026-04-17; Registration: 144V/Rea B; H: Redemption: 2026-04-17; Registration: 144U/Cyn U; R-1: Redemption: 2026-04-17; Registration: 144Y/Imk A; F-2: Redemption: 2026-04-17; Registration: 144W/Ceq U; M: Redemption: 2026-04-17; Registration: 144G/Ksg E; Wrc: Redemption: 2026-04-17; Registration: 144E/Tlx G;

Deal Comments

Vjk Qkhh Avvzjfu 2.00

Risk Retention

OF/FQ - Fch

Pricing Speed

20 WCL

Reinvestment Period (YRS)