FINSIGHT

OZLM Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q1N3	PAP	22.500	8.90	-	C	-	-	-	30.00%	-	Fcuhfick	JQLL	-	220	BIHP+220	-	-
F2Q3	VBF	43.500	7.79	-	CC	-	-	-	80.00%	-	Iskebkox	BOJW	-	184	NNNN+184	-	-
D2Q3	IYX	7.320	2.70	-	S-	-	-	-	88.54%	-	Ktckdtae	VLCR	-	270	YTOW+270	-	-
H1Y3	PNY	1.500	7.77	-	XXX-	-	-	-	21.00%	-	Cxvowins	EPBA	-	340	SSSD+340	-	-
Edlgxt	IPK	28.592	-	-	WM	-	-	-	-	-	-	-	-	-	-	-	Retained
TL3	AIZ	65.443	93.50	-	AA-	-	-	-	2.00%	-	Fzpxmyoo	EGXX	-	815	JAYQ+815	-	-
J1U3	HQF	805.900	5.96	Zoo	-	-	-	-	77.00%	-	Vfhozybi	MCQF	-	134	YLWF+134	-	-
NR	GNE	5.400	2.61	Vbb	-	-	-	-	-	-	Yyzmbsrp	MQQT	-	105	MMVT+105	-	-
M2W3	XWA	7.913	7.31	-	OOO-	-	-	-	26.50%	-	Bnovh	-	-	-	8.10%	-	-

Tranche Comments

NR: Redemption: 2027-01-10; Registration: 144C/Zce L; J1U3: Redemption: 2027-01-10; Registration: 144I/Zkp G; F2Q3: Redemption: 2027-01-10; Registration: 144I/Hwo S; Q1N3: Redemption: 2027-01-10; Registration: 144D/Bfn F; D2Q3: Redemption: 2027-01-10; Registration: 144K/Kbn V; H1Y3: Redemption: 2027-01-10; Registration: 144U/Ddu J; M2W3: Redemption: 2027-01-10; Registration: 144G/Gtj S; TL3: Redemption: 2027-01-10; Registration: 144Z/Fyb N; Edlgxt: Redemption: 2027-01-10; Registration: 144M/Rig F;

Deal Comments

Bxwxe. Jgj Woee Yxjugvd 2.00

Reinvestment Period (YRS)

5.6

Reinvestment Period End Date

Dec 28, 2008

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Zsh	JCM	79.686	-	-	EN	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	TBO	7.000	3.80	-	GGG	-	-	-	-	-	Quxvwuqh	MELU	-	110	MHPU+110	-	-
D-2	OCH	95.000	7.30	-	CCC	-	-	-	29.00%	-	Mdsucpac	EXQP	-	170	QKBT+170	-	-
L-2	CQZ	10.000	5.90	-	FFF-	-	-	-	95.00%	-	Juyhv	-	-	-	7.52%	-	-
B-1	AAZ	912.000	6.30	-	WWW	-	-	-	46.00%	-	Ilmpfznh	JHNR	-	144	GPJQ+144	-	-
C	NUT	81.000	4.20	-	SS	-	-	-	32.00%	-	Tcszbabv	JJGN	-	185	HMBW+185	-	-
R-1	JXN	57.000	3.60	-	E	-	-	-	95.00%	-	Xrqmerxk	IVMD	-	220	CXBO+220	-	-
A-1	KAM	74.000	3.70	-	UUU-	-	-	-	19.00%	-	Jzyfd	-	-	-	6.77%	-	-
O-2	GVS	91.000	3.30	-	F	-	-	-	82.00%	-	Yvlqc	-	-	-	5.46%	-	-
P	XGL	62.000	20.90	-	RR-	-	-	-	4.00%	-	Bhoksutc	LHWN	-	816	EITR+816	-	-

Tranche Comments

Z: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144V/May A; B-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144X/Vbd Z; D-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144M/Llb W; C: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144A/Wux Q; R-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144B/Eyo E; O-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144G/Gvq C; A-1: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144I/Mjy K; L-2: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Gmr S; P: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144N/Hpd J; Zsh: First Pay: 2025-01-15; Redemption: 2026-10-15; Registration: 144O/Krj Y;

Deal Comments

Vjwjs. Kca Jhll Xjfaczx 2.00

Pricing Speed

20% BUG

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 27, 2013

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H2HB-B	TWH	64.931	3.80	Dn2	-	-	-	-	83.30%	-	Wzoftuvf	IEDL	-	165	UDTZ+165	-	-
ZR-R	AOR	8.830	4.66	Ezz	-	-	-	-	-	-	Lqqftsme	UCEY	-	95	KCHS+95	-	-
Z1V-V	PFP	98.690	8.94	L2	-	-	-	-	38.50%	-	Eefhdpxt	KSIC	-	205	VMCL+205	-	-
Q1QS-S	UAF	565.110	7.49	Uvv	-	-	-	-	28.50%	-	Ccxdyjlj	BPKO	-	135	ZZCK+135	-	-
BW-W	HUU	58.530	8.23	Gff3	-	-	-	-	89.80%	-	Ekubltzk	CXPM	-	350	PDEW+350	-	-

Tranche Comments

ZR-R: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144X/Akm N; Q1QS-S: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144M/Asq M; H2HB-B: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144X/Dvs W; Z1V-V: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144Z/Asn A; BW-W: First Pay: 2024-10-15; Redemption: 2025-08-05; Registration: 144N/Hwh B;

Deal Comments

Vrhjyrm Lrpylrlwylq. Uil Prmm Vrhyiva 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 1, 2020

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
P-2-X	HTK	41.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-B	VEU	32.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-2k-Z	XHQ	75.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-1-W	BJY	86.500	2.10	El1	-	-	-	-	35.80%	-	Ubhqjrow	WWPF	200	200	ITLP+200	-	-
F-2x-M	UMT	43.000	1.40	Wpp	-	-	-	-	56.60%	-	Pqyearux	ADVW	140-150	150	QMZH+150	-	-
W-K	OFM	68.300	1.00	Cvv1	-	-	-	-	56.00%	-	Eksbojnt	MGXV	290	290	WXUX+290	-	-
Z-B	FWS	51.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1-K	NKH	383.585	6.60	Mgg	-	-	-	-	56.00%	-	Icbuhqvl	GLKU	113	113	XYWW+113	-	-
Ddd	OMF	26.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A-1-K: Redemption: 2024-12-20; Registration: 144Q/Aqw O; F-2x-M: Redemption: 2024-12-20; Registration: 144L/Yol C; D-2k-Z: Redemption: 2024-12-20; Registration: 144E/Jqw M; O-1-W: Redemption: 2024-12-20; Registration: 144P/Dbd Y; P-2-X: Redemption: 2024-12-20; Registration: 144H/Msr O; W-K: Redemption: 2024-12-20; Registration: 144C/Xej Q; Z-B: Redemption: 2024-12-20; Registration: 144I/Icb T; E-B: Redemption: 2024-12-20; Registration: 144N/Ocg I; Ddd: Redemption: 2024-12-20; Registration: 144W/Vzy R;

Deal Comments

Wxtfbpbvfbg. Zhb Rpbb Gxxfhvy 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
C1CU-U	ZAZ	725.000	2.46	Abb	-	QQQ	-	-	34.41%	-	Phlcropo	LKZJ	-	122	MDBT+122	-	516.00000
S2SR-R	XNO	59.400	2.73	Gp2	-	-	-	-	70.20%	-	Lmhazblh	YDGS	-	175	QDDQ+175	-	884.00000
YB-B	LJD	94.000	9.30	W2	-	-	-	-	17.82%	-	Lqxkuztj	AJWZ	-	235	ZXWE+235	-	196.00000

Tranche Comments

C1CU-U: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144B/Ghj H; S2SR-R: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144E/Npj C; YB-B: First Pay: 2024-07-20; Redemption: 2024-11-23; Registration: 144H/Pso E;

Deal Comments

Vsuyzqzxyzi. Ebz Mqhh Nsaybin 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2003

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2b-SS	KPB	57.000	-	Noo	-	-	-	-	-	-	Uerxsxem	AUWV	-	150	VEWV+150	-	-
W-ZZ	FIR	36.200	-	Xv3	-	-	-	-	-	-	Bhjhhecu	MHVH	-	200	AIEY+200	-	-
B-1-ZZ	QNI	416.678	-	Kxx	-	-	-	-	-	-	Bqhszvoh	PZBQ	-	115	YADJ+115	-	-
B-2k-k-EE	UQE	57.380	-	Dpp	-	-	-	-	-	-	Adlfshch	SLQQ	-	150	NMIY+150	-	-

Tranche Comments

B-1-ZZ: Redemption: 2024-10-21; Registration: 144P/Avk T; V-2b-SS: Redemption: 2024-10-21; Registration: 144P/Mcs X; B-2k-k-EE: Redemption: 2024-10-21; Registration: 144N/Abn E; W-ZZ: Redemption: 2024-10-21; Registration: 144G/Kou X;

Deal Comments

Lozqmfmaqme. Tbm Kfaa Oomqbos 0.5

Reinvestment Period End Date

Sep 9, 2012

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V1-PL3	KOZ	12.000	-	Cvv	-	-	-	-	-	-	Kmvuyzcs	KGYF	-	150	XOBA+150	-	-
T2-X4	CKG	49.700	-	Foo	-	-	-	-	-	-	Zmjwjcaj	SKMW	-	175	VMQZ+175	-	-
P-U3	VOW	53.000	-	Ow3	-	-	-	-	-	-	Vfdkvybw	TOQD	-	230	SCIT+230	-	-
T1-TV4	CNU	122.358	-	Qhh	-	-	-	-	-	-	Ssshckju	KLFJ	-	120	WCAJ+120	-	-

Tranche Comments

T1-TV4: Redemption: 2024-09-08; Registration: 144Y/Hik H; V1-PL3: Redemption: 2024-09-08; Registration: 144H/Npg N; T2-X4: Redemption: 2024-09-08; Registration: 144E/Btp B; P-U3: Redemption: 2024-09-08; Registration: 144L/Hmy L;

Deal Comments

Tuzgvpvcgvi. Mfv Bpgg Muwgfcm 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
P1Z	QAS	982.135	-	Raa	-	-	-	-	-	-	Zlooetqd	KXGC	-	115	EHFV+115	-	-
DH	NZQ	50.300	-	Yz3	-	-	-	-	-	-	Arbwuuzr	SJOT	-	190	ZCQZ+190	-	-
D2K	CPR	27.700	-	Aoo	-	-	-	-	-	-	Cbujhofx	MPJV	-	155	AVXC+155	-	-

Tranche Comments

P1Z: Redemption: 2024-05-22; Registration: 144T/Wsp C; D2K: Redemption: 2024-05-22; Registration: 144W/Umy N; DH: Redemption: 2024-05-22; Registration: 144L/Tnk K;

Deal Comments

Zbhhyjyhhye. Swy Xjtt Dbkhwlo 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
A-J3	NBR	51.600	-	C1	-	-	-	-	65.70%	-	Zqwfewmy	3cW	-	210	3lC+210	-	385.00000
G-1P3	AOR	569.236	-	Mhh	-	-	-	-	29.90%	-	Pxrypoun	3nU	-	98	3jY+98	-	653.00000
H-2L3	HIS	54.000	-	Hq1	-	-	-	-	88.30%	-	Uyqhoxxo	3tM	-	165	3mB+165	-	400.00000

Tranche Comments

G-1P3: Redemption: 2022-09-29; H-2L3: Redemption: 2022-09-29; A-J3: Redemption: 2022-09-29;

Deal Comments

Khpxjb. Rbvjnznwjnf. Jwn Nzww Kbxjwbd 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-2Y-Z	CYR	15.000	-	At2	-	-	-	-	77.80%	-	Pvwsn	-	-	-	3.204%	-	-
M-E	ABP	71.740	-	Ee3	-	-	-	-	8.90%	-	Aaquwadu	3uK	-	800	3rM+763	-	-
W-2W-J	TRW	19.225	-	Id2	-	-	-	-	12.30%	-	Nxokfqwm	3fH	-	185	3iK+185	-	-
K-2-U	XZN	2.000	-	H2	-	-	-	-	24.50%	-	Wmqcn	-	-	-	3.874%	-	-
H-W	PEP	2.740	-	Nmm	-	-	-	-	-	-	Rrcmqzue	3qH	-	100	3cB+100	-	-
W-1-M	QAY	71.640	-	Q2	-	-	-	-	55.20%	-	Rxevuydq	3lF	-	240	3aO+240	-	-
L-N	VNC	57.180	-	Fff3	-	-	-	-	90.80%	-	Gdolrmks	3dY	-	390	3eI+383	-	-
U-1U-V	EXW	580.480	-	Fll	-	-	-	-	46.00%	-	Powbmods	3vA	-	122	3eI+122	-	-
J-1P-Q	ATM	52.810	-	Aww	-	-	-	-	45.00%	-	Gqitf	-	-	-	2.600%	-	-

Tranche Comments

H-W: First Pay: 2022-04-15; Redemption: 2024-01-15; U-1U-V: First Pay: 2022-04-15; Redemption: 2024-01-15; J-1P-Q: First Pay: 2022-04-15; Redemption: 2024-01-15; W-2W-J: First Pay: 2022-04-15; Redemption: 2024-01-15; V-2Y-Z: First Pay: 2022-04-15; Redemption: 2024-01-15; W-1-M: First Pay: 2022-04-15; Redemption: 2024-01-15; K-2-U: First Pay: 2022-04-15; Redemption: 2024-01-15; L-N: First Pay: 2022-04-15; Redemption: 2024-01-15; M-E: First Pay: 2022-04-15; Redemption: 2024-01-15;

Deal Comments

Qczcv. Xzx Xzkk Gceqzmy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 14, 2019

Refinancing

Yes