FINSIGHT

OZLM Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N1B3	NWZ	475.200	7.90	Qgg	-	-	-	-	98.00%	-	Pxvwvhoj	VZCA	-	134	VQYW+134	-	-
W2W3	HBW	4.781	8.72	-	DDD-	-	-	-	60.10%	-	Cskfm	-	-	-	8.10%	-	-
ND	MNZ	3.440	6.68	Obb	-	-	-	-	-	-	Swfvkzyq	VEZX	-	105	BMOL+105	-	-
Q1I3	BVT	85.500	5.50	-	O	-	-	-	36.00%	-	Ihyqwjrz	NAYQ	-	220	XZAF+220	-	-
L2Q3	EAI	88.600	1.19	-	EE	-	-	-	21.00%	-	Uhjvazef	UWVM	-	184	AWKF+184	-	-
X2P3	LWR	8.610	4.40	-	P-	-	-	-	35.79%	-	Octdkets	XPOO	-	270	LTPP+270	-	-
FC3	MSK	56.206	10.30	-	NN-	-	-	-	3.00%	-	Juafadod	KYUZ	-	815	YOVW+815	-	-
Qzgiwm	MSH	31.815	-	-	BN	-	-	-	-	-	-	-	-	-	-	-	Retained
U1C3	EXR	4.400	8.55	-	TTT-	-	-	-	12.00%	-	Fshrwuhs	XHWB	-	340	KNXU+340	-	-

Tranche Comments

ND: Redemption: 2027-01-10; Registration: 144T/Qlu F; N1B3: Redemption: 2027-01-10; Registration: 144J/Ghl I; L2Q3: Redemption: 2027-01-10; Registration: 144G/Hcg G; Q1I3: Redemption: 2027-01-10; Registration: 144A/Mjb W; X2P3: Redemption: 2027-01-10; Registration: 144T/Fwj U; U1C3: Redemption: 2027-01-10; Registration: 144F/Oqf Z; W2W3: Redemption: 2027-01-10; Registration: 144A/Zru J; FC3: Redemption: 2027-01-10; Registration: 144D/Vao Y; Qzgiwm: Redemption: 2027-01-10; Registration: 144I/Eez W;

Deal Comments

Ajxjs. Sgv Ahww Tjlrgmn 2.00

Reinvestment Period (YRS)

1.6

Reinvestment Period End Date

Sep 15, 2017

Reset

Yes

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ohc	EWK	64.703	-	-	GJ	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2	AMM	66.000	6.30	-	BBB	-	-	-	45.00%	-	Yxzkyfiy	GDIZ	-	170	GXAW+170	-	-
Y-1	GCZ	64.000	4.70	-	VVV-	-	-	-	65.00%	-	Wopxk	-	-	-	6.77%	-	-
W	WFS	69.000	70.80	-	NN-	-	-	-	6.00%	-	Ofjcdovj	WLKC	-	816	DXPT+816	-	-
I-2	JSU	72.000	9.30	-	TTT-	-	-	-	53.00%	-	Rvhxt	-	-	-	7.52%	-	-
P-2	JJA	50.000	2.30	-	K	-	-	-	20.00%	-	Iuqsr	-	-	-	5.46%	-	-
B	NAQ	57.000	7.70	-	OO	-	-	-	58.00%	-	Vropxrew	GMNI	-	185	LPVM+185	-	-
E-1	ZIY	32.000	9.80	-	S	-	-	-	49.00%	-	Zbdatini	TGCZ	-	220	SBDH+220	-	-
G	XSH	6.000	5.10	-	KKK	-	-	-	-	-	Cqzqfsym	XWEU	-	110	NDCD+110	-	-
Y-1	QSZ	258.000	8.60	-	VVV	-	-	-	24.00%	-	Ekjqvqug	SYPP	-	144	CNDU+144	-	-

Tranche Comments

G: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144C/Xyc R; Y-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Fmk U; K-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144D/Zjv Z; B: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144W/Dzn F; E-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144L/Gay D; P-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Okn O; Y-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Cme Y; I-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144T/Wsg Q; W: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144V/Etq H; Ohc: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144E/Zkx F;

Deal Comments

Ingnb. Xwt Csvv Bnnzwny 2.00

Pricing Speed

20% JVI

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 2008

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y1N-N	WZA	75.350	7.21	N2	-	-	-	-	70.90%	-	Usybvkcv	KJYS	-	205	EGKI+205	-	-
NY-Y	NYF	34.720	7.80	Mgg3	-	-	-	-	83.30%	-	Yskorcwk	COJY	-	350	QNAP+350	-	-
XZ-Z	KTM	8.173	7.43	Iaa	-	-	-	-	-	-	Zujmmpjh	KWKX	-	95	WLCQ+95	-	-
E1EK-K	YWP	659.250	3.77	Khh	-	-	-	-	70.80%	-	Vuyrvlvt	ZISR	-	135	MLGH+135	-	-
Q2QI-I	LZJ	20.278	7.22	Hj2	-	-	-	-	32.50%	-	Vfjlttot	YING	-	165	KYAJ+165	-	-

Tranche Comments

XZ-Z: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144K/Rwk G; E1EK-K: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144H/Mpp Y; Q2QI-I: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144E/Juo J; Y1N-N: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144D/Xnp K; NY-Y: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144N/Eqx O;

Deal Comments

Exauixs Iyaiixikiil. Fti Cxss Eyaituv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 27, 1995

Refinancing

Yes

Reset

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-1-V	AFA	545.971	7.60	Mhh	-	-	-	-	74.00%	-	Axrpmihy	SHLA	113	113	XKZY+113	-	-
U-2l-T	VCI	42.000	5.70	Gxx	-	-	-	-	75.10%	-	Fupussyc	SJFO	140-150	150	AWCS+150	-	-
V-U	KFN	25.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2i-H	EGW	95.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2-C	KCS	39.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-D	NWD	32.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Juu	JVG	57.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-1-N	EXW	47.900	3.50	Bt1	-	-	-	-	62.50%	-	Bwvpidwi	CMDE	200	200	LCSJ+200	-	-
Z-X	HVT	90.400	6.00	Tee1	-	-	-	-	39.00%	-	Kqkzsxaq	PGKX	290	290	QYGW+290	-	-

Tranche Comments

L-1-V: Redemption: 2024-12-20; Registration: 144E/Tuf A; U-2l-T: Redemption: 2024-12-20; Registration: 144F/Ewq H; K-2i-H: Redemption: 2024-12-20; Registration: 144I/Zyw O; K-1-N: Redemption: 2024-12-20; Registration: 144Q/Dta A; K-2-C: Redemption: 2024-12-20; Registration: 144K/Taj E; Z-X: Redemption: 2024-12-20; Registration: 144J/Mbz N; H-D: Redemption: 2024-12-20; Registration: 144N/Jnq V; V-U: Redemption: 2024-12-20; Registration: 144M/Dhu Q; Juu: Redemption: 2024-12-20; Registration: 144X/Dmj Z;

Deal Comments

Zhfibubsibs. Tzb Suuu Chjizno 0.6

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C2CQ-Q	MIZ	41.800	6.17	Hw2	-	-	-	-	91.30%	-	Djcvzahd	TKEH	-	175	PETH+175	-	459.00000
MF-F	UTW	43.000	4.30	O2	-	-	-	-	34.54%	-	Wrywqrbk	QDMU	-	235	XWXT+235	-	386.00000
I1IX-X	IWP	621.000	6.57	Tll	-	ZZZ	-	-	34.96%	-	Neksfiaz	KDAD	-	122	QEGY+122	-	453.00000

Tranche Comments

I1IX-X: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144E/Ytv Z; C2CQ-Q: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144H/Inr D; MF-F: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144Q/Lra U;

Deal Comments

Ewfewewgews. Njw Qegg Kwrejfz 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 6, 2021

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1-GG	NUC	173.542	-	Vee	-	-	-	-	-	-	Yvujdfyz	QJNU	-	115	PBDZ+115	-	-
H-2o-VV	JQZ	77.000	-	Zaa	-	-	-	-	-	-	Myseadmi	TAPK	-	150	HLIP+150	-	-
T-2k-k-OO	FPQ	60.566	-	Yww	-	-	-	-	-	-	Cfvafizp	YKTC	-	150	QUHG+150	-	-
C-EE	KCL	17.900	-	Uh3	-	-	-	-	-	-	Vpvbpmae	WMMQ	-	200	DJMW+200	-	-

Tranche Comments

T-1-GG: Redemption: 2024-10-21; Registration: 144G/Hea S; H-2o-VV: Redemption: 2024-10-21; Registration: 144B/Ljw Y; T-2k-k-OO: Redemption: 2024-10-21; Registration: 144L/Ock W; C-EE: Redemption: 2024-10-21; Registration: 144C/Thb O;

Deal Comments

Ojqmemezmew. Eje Ymqq Ljqmjzp 0.5

Reinvestment Period End Date

Jul 29, 2012

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B1-BQ4	ZBM	138.869	-	Yss	-	-	-	-	-	-	Ozdlwzed	VXJE	-	120	MMTB+120	-	-
F-Z3	FGD	76.000	-	Mb3	-	-	-	-	-	-	Jscpqhvz	KUAD	-	230	TAKI+230	-	-
Y2-Y4	MSS	18.800	-	Lyy	-	-	-	-	-	-	Brzkalks	VJPR	-	175	SHMA+175	-	-
X1-CC3	ZKE	71.000	-	Xaa	-	-	-	-	-	-	Rsybeufx	SQLF	-	150	ZCWS+150	-	-

Tranche Comments

B1-BQ4: Redemption: 2024-09-08; Registration: 144P/Wed R; X1-CC3: Redemption: 2024-09-08; Registration: 144G/Mtf R; Y2-Y4: Redemption: 2024-09-08; Registration: 144V/Fwu Y; F-Z3: Redemption: 2024-09-08; Registration: 144I/Yyt O;

Deal Comments

Fpizjvjazjm. Nqj Zvii Dpazqzt 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
UJ	BGK	49.600	-	Oq3	-	-	-	-	-	-	Frvzairx	DSLP	-	190	CQCS+190	-	-
X1A	FXN	524.531	-	Vyy	-	-	-	-	-	-	Sjkmxrnr	JDLS	-	115	JQJQ+115	-	-
X2P	WYE	36.800	-	Cdd	-	-	-	-	-	-	Clzhjpko	DVEV	-	155	WXUA+155	-	-

Tranche Comments

X1A: Redemption: 2024-05-22; Registration: 144U/Fro P; X2P: Redemption: 2024-05-22; Registration: 144C/Hbh K; UJ: Redemption: 2024-05-22; Registration: 144N/Cmj L;

Deal Comments

Gwcufqfpufc. Ebf Gqhh Xwiubov 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
L-1N3	CBS	434.868	-	Noo	-	-	-	-	40.80%	-	Uxmwlytq	3gP	-	98	3sL+98	-	392.00000
P-E3	RTY	77.700	-	G1	-	-	-	-	89.10%	-	Fwxzsmbu	3mY	-	210	3iR+210	-	373.00000
W-2W3	NPZ	17.000	-	Zt1	-	-	-	-	77.30%	-	Kukkuuss	3qO	-	165	3tL+165	-	328.00000

Tranche Comments

L-1N3: Redemption: 2022-09-29; W-2W3: Redemption: 2022-09-29; P-E3: Redemption: 2022-09-29;

Deal Comments

Gvwmkz. Jewkquqvkqr. Hwq Huvv Eemkwzy 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
H-1-A	LHE	81.360	-	G2	-	-	-	-	19.60%	-	Beqjeeno	3xV	-	240	3rJ+240	-	-
F-E	PPE	57.790	-	Tn3	-	-	-	-	6.40%	-	Fuqvleas	3cY	-	800	3sT+763	-	-
Q-2Q-G	FHI	99.550	-	Ce2	-	-	-	-	69.90%	-	Nswzozdw	3mK	-	185	3nI+185	-	-
W-2M-W	MEK	52.000	-	Kg2	-	-	-	-	73.10%	-	Tjsqb	-	-	-	3.204%	-	-
Q-2-K	EHA	1.000	-	Y2	-	-	-	-	43.90%	-	Ywpbg	-	-	-	3.874%	-	-
V-I	FJS	8.430	-	Wpp	-	-	-	-	-	-	Qxyhcwkr	3rY	-	100	3oN+100	-	-
U-P	APH	78.580	-	Suu3	-	-	-	-	67.30%	-	Eerbrmkc	3uA	-	390	3kK+383	-	-
J-1D-M	LYH	61.110	-	Idd	-	-	-	-	74.00%	-	Ngxmh	-	-	-	2.600%	-	-
Z-1Z-U	NJK	158.930	-	Qgg	-	-	-	-	21.00%	-	Kkbjpaws	3yV	-	122	3xD+122	-	-

Tranche Comments

V-I: First Pay: 2022-04-15; Redemption: 2024-01-15; Z-1Z-U: First Pay: 2022-04-15; Redemption: 2024-01-15; J-1D-M: First Pay: 2022-04-15; Redemption: 2024-01-15; Q-2Q-G: First Pay: 2022-04-15; Redemption: 2024-01-15; W-2M-W: First Pay: 2022-04-15; Redemption: 2024-01-15; H-1-A: First Pay: 2022-04-15; Redemption: 2024-01-15; Q-2-K: First Pay: 2022-04-15; Redemption: 2024-01-15; U-P: First Pay: 2022-04-15; Redemption: 2024-01-15; F-E: First Pay: 2022-04-15; Redemption: 2024-01-15;

Deal Comments

Gcpcj. Bmo Vfrr Ucgymrt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 11, 2006

Refinancing

Yes