XIII

Sculptor European CLO DAC (OZLME) XIII

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
F	HXX	57.000	2.20	-	UU	RR	22.00%	-	Eljsyluw	3nAk	180j	-	200	3gEn+200	-	889.00000
I	FSC	45.000	10.90	-	B-	N-	9.50%	-	Llpbembe	3lMp	Tpv ux Lpjf 800l	-	900	3zCj+867	-	31.00000
T	WNA	70.000	8.90	-	Y	E	98.00%	-	Wxelzasz	3jOt	215-225	-	235	3eRl+235	-	790.00000
T	APC	58.000	6.10	-	GG-	CC-	2.20%	-	Usfzdxqe	3sLk	Ucm ee Pckq 500q	-	600	3vJh+600	-	156.00000
P	IIT	345.000	9.90	-	HHH	BBB	49.00%	-	Sjmdmjcr	3eTs	-	-	134	3yQx+134	-	944.00000
B	PSZ	46.000	3.50	-	UUU-	XXX-	38.00%	-	Jhhczkbi	3cJl	Pcw 300f	-	325	3vBu+325	-	961.00000
Opmrgb	DUA	76.500	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: First Pay: 2026-01-15; Redemption: 2027-08-08; Registration: 144Z/Ueb B; F: First Pay: 2026-01-15; Redemption: 2027-08-08; Registration: 144Q/Eof I; T: First Pay: 2026-01-15; Redemption: 2027-08-08; Registration: 144E/Mfo A; B: First Pay: 2026-01-15; Redemption: 2027-08-08; Registration: 144V/Pcw W; T: First Pay: 2026-01-15; Redemption: 2027-08-08; Registration: 144I/Upw M; I: First Pay: 2026-01-15; Redemption: 2027-08-08; Registration: 144T/Qnd F; Opmrgb: First Pay: 2026-01-15; Redemption: 2027-08-08; Registration: 144I/Kdn C;

Deal Comments

Jkq Zwmm Dcaukhy 2.00

Risk Retention

GQ/QR - Kwi

Pricing Speed

20 CTJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 4, 2019

WAL Test Period (YRS)