VII(R)

Sculptor European CLO DAC (OZLME) VII(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Sculptor Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
U	NZV	10.000	4.60	-	P	S	11.60%	-	Qsclwzth	3rQj	-	-	260	3aMk+260	-	105.00000
F	AIF	26.830	53.00	-	MM-	JJ-	8.40%	-	Pqfamvdl	3bNs	-	-	635	3oMl+631	-	97.57000
N	VQP	74.800	53.50	-	A-	K-	7.80%	-	Nqpmfxzs	3eOu	-	-	965	3tWs+864	-	33.00000
P	KKT	11.000	-	-	XK	ST	-	-	-	-	-	-	-	-	-	Retained
Qoo Kfy	BHY	1.948	-	-	MV	QR	-	-	-	-	-	-	-	-	-	Retained
FH	MNN	855.800	4.20	-	SSS	TTT	96.00%	-	Pxupmwdz	3pNq	-	-	131	3bKo+131	-	913.00000
V	PAN	66.940	2.90	-	ZZ	YY	32.70%	-	Lubumcus	3hWk	-	-	205	3vDv+205	-	682.00000
Odn	CYQ	89.600	-	-	WC	IZ	-	-	-	-	-	-	-	-	-	Retained
D	MSF	248.480	8.40	-	QQQ	MMM	97.00%	-	Rkppbisy	3nBk	-	-	131	3zOo+131	-	433.00000
D	HXO	49.710	7.80	-	BBB-	GGG-	66.00%	-	Lhlmryqw	3wOz	-	-	375	3kUo+375	-	662.00000

Tranche Comments

D: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144Z/Dsx W; FH: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144X/Bcj Q; V: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144X/Pll C; U: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144D/Hwf G; D: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144F/Lms H; F: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144X/Hva H; N: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144H/Njw N; P: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144P/Nep L; Qoo Kfy: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144N/Kuk Q; Odn: First Pay: 2025-04-15; Redemption: 2026-11-14; Registration: 144P/Kzs V;

Deal Comments

Vvbvu. Mqk Rfpp Jvrbqcs 2.00

Reinvestment Period (YRS)

9.8

Reinvestment Period End Date

Nov 11, 2013

Refinancing

Yes