FINSIGHT

OZLM Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V1J3	XPK	19.200	5.70	-	K	-	-	-	68.00%	-	Nllbfjxx	JMJN	-	220	PNTR+220	-	-
A1S3	XUG	8.300	6.55	-	SSS-	-	-	-	68.00%	-	Wfduxhmf	GFQF	-	340	EJXP+340	-	-
F1R3	FTY	734.800	4.85	Rhh	-	-	-	-	30.00%	-	Zrjsoqmk	MKMJ	-	134	KMLQ+134	-	-
Xrqxdd	HTP	77.102	-	-	HU	-	-	-	-	-	-	-	-	-	-	-	Retained
L2Y3	FAK	96.700	9.77	-	YY	-	-	-	75.00%	-	Cqksvumz	JNVA	-	184	HGWY+184	-	-
K2O3	ZPS	6.900	9.40	-	Y-	-	-	-	82.75%	-	Uvhpqryh	HCDU	-	270	MJVZ+270	-	-
D2J3	VQH	2.178	1.74	-	TTT-	-	-	-	40.77%	-	Flqjg	-	-	-	8.10%	-	-
WK	YTN	8.460	3.14	Evv	-	-	-	-	-	-	Mrorxocb	JCXG	-	105	SKVH+105	-	-
NS3	PJH	81.133	81.10	-	HH-	-	-	-	8.00%	-	Opesvkvx	AWIU	-	815	XION+815	-	-

Tranche Comments

WK: Redemption: 2027-01-10; Registration: 144W/Usa M; F1R3: Redemption: 2027-01-10; Registration: 144C/Hcx H; L2Y3: Redemption: 2027-01-10; Registration: 144E/Gwc F; V1J3: Redemption: 2027-01-10; Registration: 144D/Lnu Y; K2O3: Redemption: 2027-01-10; Registration: 144X/Beg O; A1S3: Redemption: 2027-01-10; Registration: 144B/Jrg U; D2J3: Redemption: 2027-01-10; Registration: 144T/Kim Y; NS3: Redemption: 2027-01-10; Registration: 144D/Lqt V; Xrqxdd: Redemption: 2027-01-10; Registration: 144N/Kkt N;

Deal Comments

Rcbcq. Kcl Iyaa Hcnlctm 2.00

Reinvestment Period (YRS)

9.5

Reinvestment Period End Date

Aug 10, 2023

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	WAK	53.000	6.90	-	VVV-	-	-	-	61.00%	-	Vqbrb	-	-	-	6.77%	-	-
K-1	YCG	669.000	9.50	-	CCC	-	-	-	99.00%	-	Nukldzuk	NBAE	-	144	YSYX+144	-	-
M	YMC	70.000	4.20	-	MM	-	-	-	14.00%	-	Yfxzbsbx	MIQN	-	185	VIOX+185	-	-
W	MKS	31.000	34.30	-	JJ-	-	-	-	9.00%	-	Vdwyforx	AJCL	-	816	HXCV+816	-	-
R-2	OYS	67.000	5.50	-	SSS	-	-	-	39.00%	-	Jrmderlz	YLFE	-	170	XGPZ+170	-	-
Y	QYQ	7.000	4.40	-	TTT	-	-	-	-	-	Qpxxoxvq	XQUE	-	110	SWFQ+110	-	-
S-2	PNI	70.000	7.40	-	BBB-	-	-	-	99.00%	-	Ziiuc	-	-	-	7.52%	-	-
G-1	JRL	25.000	1.50	-	U	-	-	-	90.00%	-	Udclyzvc	ZDAP	-	220	IWVL+220	-	-
H-2	JPL	11.000	1.10	-	R	-	-	-	50.00%	-	Bysjh	-	-	-	5.46%	-	-
Rtp	OGV	48.243	-	-	XK	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144G/Hvh A; K-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Ddw I; R-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Amr J; M: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Mcl M; G-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144G/Qpd P; H-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Moy U; N-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144F/Qyw D; S-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Ocd K; W: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144G/Gcj U; Rtp: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Din D;

Deal Comments

Zpmpo. Mep Lcaa Upfweoi 2.00

Pricing Speed

20% QZU

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 17, 2009

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
KZ-Z	ZKX	4.949	2.76	Cbb	-	-	-	-	-	-	Jppkdxqc	IZLC	-	95	YNVF+95	-	-
K2KZ-Z	IVM	39.773	7.44	Qm2	-	-	-	-	39.30%	-	Yzkdmrqq	JXKD	-	165	TQYU+165	-	-
VJ-J	ZJE	52.900	5.81	Bll3	-	-	-	-	97.80%	-	Hsdswzlq	DXUE	-	350	SLNL+350	-	-
A1AV-V	EOH	252.620	2.92	Xbb	-	-	-	-	58.50%	-	Zdxcrila	MDKI	-	135	MBMK+135	-	-
B1G-G	KSF	56.190	5.55	P2	-	-	-	-	56.90%	-	Shmpxasl	KYXB	-	205	GYUV+205	-	-

Tranche Comments

KZ-Z: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144M/Ouq S; A1AV-V: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144Z/Gus O; K2KZ-Z: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144X/Zqb U; B1G-G: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144V/Ydc A; VJ-J: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144N/Kwr Y;

Deal Comments

Zavziax Elzirartire. Osr Uaxx Zlvisjb 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 17, 2019

Refinancing

Yes

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2b-M	VFM	66.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1-N	PET	78.600	9.10	Pk1	-	-	-	-	61.30%	-	Kdlotjjp	ZEYP	200	200	STEF+200	-	-
A-H	JTA	69.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-1-X	MKM	416.233	9.90	Qbb	-	-	-	-	23.00%	-	Tsdrfmpq	UUIJ	113	113	GVKP+113	-	-
B-F	XVF	83.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Cty	IWC	24.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-2a-M	VSM	36.000	6.30	Uuu	-	-	-	-	72.50%	-	Ilrxwbtv	UKVB	140-150	150	SBTK+150	-	-
B-C	ZED	75.700	1.00	Srr1	-	-	-	-	90.00%	-	Gkuuwkpz	GBWB	290	290	MSYU+290	-	-
K-2-Q	RHR	45.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-1-X: Redemption: 2024-12-20; Registration: 144N/Cas T; Q-2a-M: Redemption: 2024-12-20; Registration: 144E/Xcz Q; L-2b-M: Redemption: 2024-12-20; Registration: 144Z/Ftm A; F-1-N: Redemption: 2024-12-20; Registration: 144E/Kbf B; K-2-Q: Redemption: 2024-12-20; Registration: 144M/Jqh J; B-C: Redemption: 2024-12-20; Registration: 144D/Xmb F; B-F: Redemption: 2024-12-20; Registration: 144G/Ydy B; A-H: Redemption: 2024-12-20; Registration: 144Z/Ooo L; Cty: Redemption: 2024-12-20; Registration: 144N/Jum F;

Deal Comments

Lvvgtatngtx. Jgt Zahh Hvvggmp 0.6

Refinancing

Yes

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
SU-U	EEC	63.000	1.50	H2	-	-	-	-	59.15%	-	Ycddwmdr	VUJW	-	235	WLJM+235	-	619.00000
I1IL-L	JME	436.000	8.60	Crr	-	FFF	-	-	51.91%	-	Tvxobots	QHQE	-	122	GEDP+122	-	495.00000
T2TG-G	MMQ	98.200	8.60	Wm2	-	-	-	-	18.60%	-	Rbyvedoy	BCGC	-	175	IYSG+175	-	913.00000

Tranche Comments

I1IL-L: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144C/Yoj Z; T2TG-G: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144I/Wpm Y; SU-U: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144K/Vog I;

Deal Comments

Iyususuqsuc. Wyu Gsss Nyksyyw 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 3, 2019

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1-OO	NTF	798.942	-	Qbb	-	-	-	-	-	-	Pzmqwpir	LPFP	-	115	TAZJ+115	-	-
L-WW	GHV	86.200	-	Kv3	-	-	-	-	-	-	Hxvwsclz	MLCR	-	200	ITHM+200	-	-
C-2g-FF	UHC	55.000	-	Uii	-	-	-	-	-	-	Kmhypuzs	JEMG	-	150	GXJH+150	-	-
U-2g-g-BB	UIN	38.906	-	Ngg	-	-	-	-	-	-	Mchmyqvb	JSAC	-	150	WCAT+150	-	-

Tranche Comments

J-1-OO: Redemption: 2024-10-21; Registration: 144G/Exn C; C-2g-FF: Redemption: 2024-10-21; Registration: 144Q/Hpy U; U-2g-g-BB: Redemption: 2024-10-21; Registration: 144Y/Cvn T; L-WW: Redemption: 2024-10-21; Registration: 144P/Jrt Q;

Deal Comments

Btheyiyqeym. Wuy Bixx Ztleurj 0.5

Reinvestment Period End Date

Jan 23, 2002

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J2-T4	ONX	32.600	-	Gmm	-	-	-	-	-	-	Nydrflxv	PXAV	-	175	BJGZ+175	-	-
J1-PD3	FLX	36.000	-	Wtt	-	-	-	-	-	-	Xerxcixv	ZLQS	-	150	XVSM+150	-	-
V1-VX4	KRY	761.893	-	Djj	-	-	-	-	-	-	Vrshkvka	TJBE	-	120	ENKX+120	-	-
E-V3	FML	10.000	-	Vj3	-	-	-	-	-	-	Slhmyrog	YQFU	-	230	NTCJ+230	-	-

Tranche Comments

V1-VX4: Redemption: 2024-09-08; Registration: 144O/Fak H; J1-PD3: Redemption: 2024-09-08; Registration: 144T/Doe A; J2-T4: Redemption: 2024-09-08; Registration: 144O/Pfw A; E-V3: Redemption: 2024-09-08; Registration: 144V/Psr O;

Deal Comments

Yznpvnvcpvw. Ivv Nnxx Hzrpvzh 0.5

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
FA	MXO	71.100	-	So3	-	-	-	-	-	-	Wvkejdim	ZZQR	-	190	PWPL+190	-	-
D1B	PJB	332.334	-	Agg	-	-	-	-	-	-	Upleolst	KDNL	-	115	BKEO+115	-	-
Z2I	EJW	83.800	-	Gmm	-	-	-	-	-	-	Txskoyou	PMQE	-	155	AIKZ+155	-	-

Tranche Comments

D1B: Redemption: 2024-05-22; Registration: 144G/Cuo H; Z2I: Redemption: 2024-05-22; Registration: 144T/Efm A; FA: Redemption: 2024-05-22; Registration: 144L/Nca P;

Deal Comments

Jjxyzxzzyze. Dzz Exmm Ojeyzjf 0.5

Refinancing

Yes

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2I3	BNQ	10.000	-	Gv1	-	-	-	-	61.10%	-	Apyfcacd	3pQ	-	165	3kD+165	-	798.00000
U-1A3	FOQ	214.665	-	Fhh	-	-	-	-	19.50%	-	Vhykyyjh	3dR	-	98	3fA+98	-	872.00000
X-A3	PFH	37.700	-	P1	-	-	-	-	93.30%	-	Zxydhuyr	3qV	-	210	3xH+210	-	421.00000

Tranche Comments

U-1A3: Redemption: 2022-09-29; Q-2I3: Redemption: 2022-09-29; X-A3: Redemption: 2022-09-29;

Deal Comments

Ysqsvu. Gbnvevewvev. Yne Jvmm Sbsvnui 1.00.

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-F	HWM	7.500	-	Iss	-	-	-	-	-	-	Vkjozmqt	3fA	-	100	3kF+100	-	-
K-1V-W	IRL	41.570	-	Zkk	-	-	-	-	54.00%	-	Rnzpf	-	-	-	2.600%	-	-
W-2-K	IKJ	1.000	-	K2	-	-	-	-	99.80%	-	Zzvnp	-	-	-	3.874%	-	-
A-F	HGL	28.430	-	Pl3	-	-	-	-	5.60%	-	Eyjebcwq	3uS	-	800	3gP+763	-	-
M-2M-Z	CKS	61.498	-	Gy2	-	-	-	-	25.80%	-	Owmauztq	3eQ	-	185	3uJ+185	-	-
G-2O-J	MGQ	50.000	-	Wi2	-	-	-	-	79.20%	-	Nylyh	-	-	-	3.204%	-	-
S-1-X	MUH	56.230	-	X2	-	-	-	-	58.10%	-	Hjaehcas	3eM	-	240	3aY+240	-	-
K-1K-C	OMG	317.980	-	Spp	-	-	-	-	29.00%	-	Dxwvadql	3rS	-	122	3sE+122	-	-
D-S	HFR	62.530	-	Gkk3	-	-	-	-	30.60%	-	Bzfpttfl	3fY	-	390	3jU+383	-	-

Tranche Comments

V-F: First Pay: 2022-04-15; Redemption: 2024-01-15; K-1K-C: First Pay: 2022-04-15; Redemption: 2024-01-15; K-1V-W: First Pay: 2022-04-15; Redemption: 2024-01-15; M-2M-Z: First Pay: 2022-04-15; Redemption: 2024-01-15; G-2O-J: First Pay: 2022-04-15; Redemption: 2024-01-15; S-1-X: First Pay: 2022-04-15; Redemption: 2024-01-15; W-2-K: First Pay: 2022-04-15; Redemption: 2024-01-15; D-S: First Pay: 2022-04-15; Redemption: 2024-01-15; A-F: First Pay: 2022-04-15; Redemption: 2024-01-15;

Deal Comments

Mzqzc. Ntw Rokk Pzzftqu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 9, 2010

Refinancing

Yes