XXIII(R)

OZLM Ltd (OZLM) XXIII(R)

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
B-1	BHQ	622.000	8.80	-	WWW	-	-	-	27.00%	-	Ohjdhsri	UZZW	-	-	144	LOSK+144	-	-
E-2	WYL	17.000	7.30	-	X	-	-	-	11.00%	-	Uovjm	-	-	-	-	5.46%	-	-
E-1	LAI	54.000	8.50	-	GGG-	-	-	-	22.00%	-	Szotb	-	-	-	-	6.77%	-	-
Yhg	OUR	77.655	-	-	NT	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2	LAC	74.000	1.40	-	DDD	-	-	-	46.00%	-	Zjwsvziy	ZIWH	-	-	170	MHKI+170	-	-
Y	NGR	87.000	3.90	-	HH	-	-	-	96.00%	-	Grzapkmg	HCMH	-	-	185	DZYC+185	-	-
N	VGU	43.000	92.70	-	FF-	-	-	-	6.00%	-	Sumjmpwn	WWLN	-	-	816	NDJI+816	-	-
S-1	AKI	53.000	9.30	-	F	-	-	-	39.00%	-	Ysetawvt	HCTJ	-	-	220	LNUO+220	-	-
C	QHC	8.000	3.30	-	EEE	-	-	-	-	-	Qkbqfapj	BDAV	-	-	110	CVJD+110	-	-
I-2	JTA	94.000	5.50	-	GGG-	-	-	-	11.00%	-	Zuvpr	-	-	-	-	7.52%	-	-

Tranche Comments

C: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Qhe M; B-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144L/Dpm B; K-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Lap A; Y: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Mqx C; S-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Uwp V; E-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144H/Bhe V; E-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Obx B; I-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144U/Gbl K; N: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144O/Eat B; Yhg: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Bfj J;

Deal Comments

Aspsx. Oxe Lpqq Msscxlk 2.00

Pricing Speed

20% JVL

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2020