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
W-1	DDA	74.000	5.60	-	WW	GG	58.00%	-	Bxdralhy	3bVy	-	-	200	3hBl+200	-	884.00000
H	IHD	20.000	36.30	-	Q-	A-	4.10%	-	Cucdtiwo	3vIa	-	-	900	3vMy+851	-	57.00000
S	KGA	713.700	7.90	-	JJJ	WWW	73.00%	-	Wjvmpihc	3bLa	130k	-	130	3wPr+130	-	930.00000
I Tlyd	BLV	283.200	4.70	-	SSS	KKK	94.00%	-	Gjjsrmls	3wBw	-	-	130	3jBw+130	-	819.00000
X	QPY	26.000	5.60	-	B	T	20.00%	-	Ehsxvcww	3rZf	325-335	-	240	3bUy+240	-	667.00000
A	JDP	24.000	4.10	-	TTT-	VVV-	29.00%	-	Fbxcoius	3eOm	Dplf 500f-600	-	350	3pEx+350	-	767.00000
F-2	AVC	26.000	7.80	-	KK	PP	14.00%	-	Wfssh	PQH	235t	-	-	5.00%	5.000%	789.00000
Cmz	XSQ	64.600	-	-	CY	LM	-	-	-	-	-	-	-	-	-	Retained
V	PGF	86.000	23.00	-	BB-	GG-	6.90%	-	Eprmmdks	3pIn	-	-	600	3wGd+600	-	637.00000

Tranche Comments

S: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144M/Aui C; I Tlyd: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144D/Hdy N; W-1: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144U/Fwu R; F-2 : First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144Y/Qqn Z; X: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144J/Gaf N; A: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144G/Opr W; V: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144N/Uwf W; H: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144M/Vut J; Cmz: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144I/Epd W;

Deal Comments

Qhk Evww Xtmfhuq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 3, 2005

WAL Test Period (YRS)