XIV(R)

OZLM Ltd (OZLM) XIV(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
H1U3	FTR	155.700	3.41	Aff	-	-	-	-	45.00%	-	Fmdsrwje	AXNM	-	-	134	HGTX+134	-	-
L2L3	ZFC	6.790	9.20	-	U-	-	-	-	93.14%	-	Xyejlfwy	GJUI	-	-	270	BIDQ+270	-	-
PL3	VRF	95.593	62.80	-	ZZ-	-	-	-	5.00%	-	Kqhzuzdy	HNNY	-	-	815	ZZDU+815	-	-
K1Y3	AQX	41.400	7.10	-	H	-	-	-	64.00%	-	Zbdlteqs	PBUM	-	-	220	JYKY+220	-	-
DA	OHY	8.240	4.49	Ezz	-	-	-	-	-	-	Tqsoojhj	NBJP	-	-	105	DOBT+105	-	-
Abuoap	WUX	28.420	-	-	ZS	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F2U3	KFO	26.900	8.47	-	QQ	-	-	-	74.00%	-	Gpuwjxyy	EUYS	-	-	184	CWYO+184	-	-
X2K3	KTT	2.369	8.99	-	LLL-	-	-	-	12.64%	-	Khhss	-	-	-	-	8.10%	-	-
M1D3	GED	4.600	7.44	-	JJJ-	-	-	-	65.00%	-	Cykfrtox	BDNK	-	-	340	NVEF+340	-	-

Tranche Comments

DA: Redemption: 2027-01-10; Registration: 144G/Nbn W; H1U3: Redemption: 2027-01-10; Registration: 144P/Bva M; F2U3: Redemption: 2027-01-10; Registration: 144N/Iqc V; K1Y3: Redemption: 2027-01-10; Registration: 144D/Tno V; L2L3: Redemption: 2027-01-10; Registration: 144V/Gyk L; M1D3: Redemption: 2027-01-10; Registration: 144W/Hid J; X2K3: Redemption: 2027-01-10; Registration: 144O/Whb U; PL3: Redemption: 2027-01-10; Registration: 144X/Faq N; Abuoap: Redemption: 2027-01-10; Registration: 144G/Xuu X;

Deal Comments

Xfjfp. Hts Lgll Ufvptdh 2.00

Reinvestment Period (YRS)

2.3

Reinvestment Period End Date

Jan 23, 2013