XXXIII

Sculptor CLO (SCUL) XXXIII

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
P1	THO	549.100	-	Frr	IJ	-	-	-	99.00%	-	Qdbfraxm	PMIM	-	145	145	LPAE+145	-	-
U1T	VQC	6.000	-	QL	MMM+	-	-	-	79.00%	-	Cvpod	-	-	-	-	7.470%	-	-
X2	AAX	99.100	-	Oyy	WY	-	-	-	45.00%	-	Greasuog	UBAA	-	160-165	165	DIOZ+165	-	-
R1W	KHW	71.250	-	CF	NNN+	-	-	-	83.00%	-	Zjkpxfep	JUXL	-	-	340	EWJM+340	-	-
Aiy	FFF	62.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	GSJ	24.500	-	EI	TT	-	-	-	31.00%	-	Ewhqmsdn	YCLT	-	175-180	180	GJTA+180	-	-
T	EIT	94.200	-	UO	II-	-	-	-	3.00%	-	Wkxuzpxv	XCBP	-	-	665	TVBT+665	-	-
I2	CEB	7.300	-	AY	MMM	-	-	-	89.00%	-	Lnulk	-	-	-	-	8.468%	-	-
L	FKW	15.300	-	JU	N	-	-	-	26.00%	-	Ezmxhazi	ANWX	-	205-215	220	XKXO+220	-	-

Tranche Comments

P1: Redemption: 2026-07-20; Registration: 144H/Hcv O; X2: Redemption: 2026-07-20; Registration: 144D/Mju L; Z: Redemption: 2026-07-20; Registration: 144G/Vwr L; L: Redemption: 2026-07-20; Registration: 144P/Vla M; R1W: Redemption: 2026-07-20; Registration: 144B/Cew P; U1T: Redemption: 2026-07-20; Registration: 144Y/Ehm A; I2: Redemption: 2026-07-20; Registration: 144U/Zxj Y; T: Redemption: 2026-07-20; Registration: 144O/Auc A; Aiy: Redemption: 2026-07-20; Registration: 144Y/Zdk G;

Deal Comments

Ucx Nhww Dygrcqb 2.00

Pricing Speed

20 DCO

Reinvestment Period (YRS)

Reinvestment Period End Date

May 27, 2014