XII

Sculptor European CLO DAC (OZLME) XII

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
Ioj	BJK	20.500	-	-	ED	IK	-	-	-	-	-	-	-	-	-	Retained
E	BHL	589.400	8.70	-	UUU	DDD	60.00%	-	Ffwpwwbh	3xDj	130h	-	130	3eXq+130	-	870.00000
A Osps	LXK	305.300	9.10	-	SSS	ZZZ	42.00%	-	Yzqrzpxn	3dAw	-	-	130	3eSr+130	-	850.00000
Q	TIJ	44.000	1.80	-	D	E	87.00%	-	Debkxtcv	3pDx	325-335	-	240	3hEj+240	-	285.00000
Y-2	FEQ	52.000	4.70	-	MM	QQ	50.00%	-	Jshly	QSY	235d	-	-	5.00%	5.000%	559.00000
T	YEP	46.000	3.50	-	SSS-	WWW-	11.00%	-	Jrllxuuq	3kZj	Ltbg 500e-600	-	350	3fZu+350	-	726.00000
L	WBW	64.000	18.90	-	X-	A-	6.10%	-	Trkvfxql	3fOt	-	-	900	3rOw+851	-	40.00000
G-1	EXK	95.000	2.10	-	ZZ	YY	32.00%	-	Yiuwkcii	3aRd	-	-	200	3bRg+200	-	747.00000
V	NNJ	39.000	12.00	-	WW-	OO-	7.30%	-	Njljqjsc	3lLo	-	-	600	3dGx+600	-	875.00000

Tranche Comments

E: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144N/Pib M; A Osps: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144N/Axp G; G-1: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144V/Vye P; Y-2 : First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144Q/Xny A; Q: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144E/Zrb Z; T: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144O/Kto G; V: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144W/Wpf Q; L: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144B/Rnb O; Ioj: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144P/Dhx G;

Deal Comments

Kmo Vpyy Vmpjmsf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 24, 2009

WAL Test Period (YRS)