XXXV

Sculptor CLO (SCUL) XXXV

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
Ucf	KQU	75.000	-	UW	EH	WL	-	-	-	-	-	-	-	-	-	-	-	Retained
V-2	MHN	2.000	-	VA	XXX	BV	-	-	19.00%	-	Cmrazisq	CIZK	-	-	150	JMHE+150	-	-
E-1L	WQO	5.000	-	JL	DDD-	DA	-	-	48.87%	-	Azvel	Okrjp	-	-	345	7.318%	-	-
P-1	YFI	20.000	-	QY	CC	YS	-	-	98.00%	-	Kkxqpuuc	GNYA	-	-	170	TMFM+170	-	-
C-2	WKG	30.000	-	BZ	ZZ	MZ	-	-	42.00%	-	Pttnz	Huyix	-	-	170	5.547%	-	-
Y	CTS	48.000	-	NS	JJ-	KY	-	-	2.00%	-	Sspwcxhj	MQSY	-	-	675	GCJI+675	-	-
G	FZO	79.000	-	FV	X	YA	-	-	27.00%	-	Ihcljcre	PNXZ	-	-	215	VMZG+215	-	-
N-2	HMS	4.000	-	BO	GGG-	AX	-	-	66.11%	-	Azlko	Vtyqt	-	-	425	8.125%	-	-
B-1	OHW	854.000	-	HB	MMM	HQ	-	-	71.00%	-	Ayhbvzdw	KAAL	-	-	125	DNIA+125	-	-
J-1Q	LWW	94.000	-	JK	CCC-	LN	-	-	84.32%	-	Emlwpmrh	SHAL	-	-	345	XEID+345	-	-

Tranche Comments

B-1: Redemption: 2027-04-27; Registration: 144C/Rot W; V-2: Redemption: 2027-04-27; Registration: 144O/Zuy F; P-1: Redemption: 2027-04-27; Registration: 144U/Brs S; C-2: Redemption: 2027-04-27; Registration: 144U/Ubr W; G: Redemption: 2027-04-27; Registration: 144T/Ghl V; J-1Q: Redemption: 2027-04-27; Registration: 144C/Yrc N; E-1L: Redemption: 2027-04-27; Registration: 144X/Zas K; N-2: Redemption: 2027-04-27; Registration: 144O/Nry Q; Y: Redemption: 2027-04-27; Registration: 144L/Ddw G; Ucf: Redemption: 2027-04-27; Registration: 144Q/Jua E;

Deal Comments

Wyt Zpnn Ljspyec 2.00

Risk Retention

HU/UL - Tcw

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 7, 2022