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
C-2	ILC	13.000	1.70	-	AAA-	-	-	-	33.00%	-	Kobay	-	-	-	-	7.52%	-	-
R-2	ETM	23.000	6.70	-	KKK	-	-	-	21.00%	-	Nzcjxpen	HEBE	-	-	170	GAGH+170	-	-
P-1	BLI	24.000	5.10	-	RRR-	-	-	-	77.00%	-	Yunpn	-	-	-	-	6.77%	-	-
Z-1	VKX	872.000	8.90	-	NNN	-	-	-	44.00%	-	Qrmkrbif	XIFE	-	-	144	ANSM+144	-	-
U	JKR	22.000	5.50	-	HH	-	-	-	87.00%	-	Guvzezqh	MWGM	-	-	185	IUQB+185	-	-
O	XTX	49.000	40.30	-	BB-	-	-	-	1.00%	-	Qpzwlqwc	NHDT	-	-	816	TDJX+816	-	-
F-2	GAX	28.000	8.40	-	F	-	-	-	53.00%	-	Rzuor	-	-	-	-	5.46%	-	-
D	VVC	9.000	2.10	-	RRR	-	-	-	-	-	Baamvrta	HIWH	-	-	110	NSEN+110	-	-
O-1	YBP	99.000	6.90	-	Z	-	-	-	50.00%	-	Beisapix	JGTX	-	-	220	IGEV+220	-	-
Pzy	CRN	78.911	-	-	FU	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Jrc I; Z-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Wzc M; R-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144H/Zot T; U: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144P/Zsn O; O-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Kqu A; F-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Frf F; P-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144D/Atc B; C-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Lfn Y; O: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144O/Ppt C; Pzy: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144I/Iaz O;

Deal Comments

Lqeqs. Lcc Bjcc Qqsfcwh 2.00

Pricing Speed

20% KJC

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 6, 2012