II(R)

OZLM Funding Ltd (OZLMF) II(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
V-G4	RMD	756.900	5.70	-	XXX	-	-	-	59.00%	-	Kqsxmjzc	3bADNF	-	-	120	3eNIPV+120	-	-
S-2-W4	IFY	3.400	8.70	-	C	-	-	-	27.00%	-	Xcqow	-	-	-	-	5.73%	-	-
W-T4	LOT	35.000	1.00	-	DD	-	-	-	71.00%	-	Gzeablkr	3yTKAR	-	-	175	3jLOGC+175	-	-
D-1-P4	ZBB	19.500	8.50	-	T	-	-	-	37.00%	-	Ssdppqvl	3vSQKA	-	-	200	3lTHBN+200	-	-
N-G4	UPI	9.510	8.20	-	VV-	-	-	-	9.70%	-	Djdswjvy	3gTSPD	-	-	689	3zLEHG+689	-	-
Z-N4	UEV	2.740	9.90	-	M-	-	-	-	1.80%	-	Gwjwc	-	-	-	-	12.00%	-	-
O-J4	TRR	3.600	9.70	-	HHH	-	-	-	-	-	Nwuotmyl	3iMVBU	-	-	100	3iJXAO+100	-	-
O-1-J4	GMJ	48.200	3.20	-	WWW	-	-	-	86.00%	-	Cwmcu	-	-	-	-	6.75%	-	-
X-2-Z4	NIQ	2.700	8.00	-	BBB-	-	-	-	54.62%	-	Afccmttu	3cAXOH	-	-	497	3iHBJU+497	-	-
Mha	LHK	58.200	-	-	LH	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O-J4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144U/Pbh A; V-G4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144T/Ebi A; W-T4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144B/Eio U; D-1-P4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144H/Nbf H; S-2-W4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144Z/Cdz L; O-1-J4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144N/Hzb S; X-2-Z4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144U/Phm K; N-G4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144H/Jlb A; Z-N4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144Q/Tsi Q; Mha: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144Y/Tdh Y;

Deal Comments

Ouyuj. Rsx-Wsvv Yurfsgk 1.00

Pricing Speed

20 ZQK

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 9, 2010