FINSIGHT

OZLM Funding Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1a-R2	USD	250.443	-	-	AAA	-	-	-	-	-	Floating	SOFR	-	120	SOFR+120	-	-
A-1b-R2	USD	21.700	-	-	AAA	-	-	-	-	-	Floating	SOFR	-	150	SOFR+150	-	-
A-2-R3	USD	40.000	-	-	AA	-	-	-	-	-	Floating	SOFR	-	180	SOFR+180	-	-
A-2-R3F	USD	19.200	-	-	AA	-	-	-	-	-	Floating	SOFR	-	180	SOFR+180	-	-
B-R3	USD	32.400	-	-	A	-	-	-	-	-	Floating	SOFR	-	230	SOFR+230	-	-

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Tranche Comments

A-1a-R2: Registration: 144A/Reg S; A-1b-R2: Registration: 144A/Reg S; A-2-R3: Registration: 144A/Reg S; A-2-R3F: Registration: 144A/Reg S; B-R3: Registration: 144A/Reg S;

Deal Comments

Refinancing

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-J3	ZWA	61.000	-	-	W	-	-	-	-	-	Czdookco	3eU	-	210	3bO+210	-	-
D-1-O3	BXT	707.760	-	-	SSS	-	-	-	-	-	Ijhwsvff	3nD	-	97	3bJ+97	-	-
D-2-L3	RNC	23.000	-	-	CC	-	-	-	-	-	Mdqhbaiq	3nF	-	151	3hX+151	-	-

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Tranche Comments

D-1-O3: Redemption: 2021-06-10; Registration: 144Y/Wvg Z; D-2-L3: Redemption: 2021-06-10; Registration: 144I/Gyn N; L-J3: Redemption: 2021-06-10; Registration: 144G/Iup L;

Deal Comments

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Reinvestment Period End Date

Invalid date

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1Z-IX	MRV	80.648	-	Snn	NNN	-	-	-	-	-	Qvcji	-	-	-	2.159%	-	-
W-2-VSV	ERV	16.600	-	OP	CC	-	-	-	-	-	Lbqoetwk	3pI	-	230	3kM+230	-	-

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Deal Comments

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Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P2-PKK	RPD	94.000	6.20	FP	VV	-	-	-	61.80%	-	Whqwypyw	3rG	-	195	3vN+195	-	192.00000
U1-UU	FBJ	444.100	7.50	App	EEE	-	-	-	90.27%	-	Weskdksl	3tR	-	118	3oT+118	-	749.00000
D2-HFF	UYY	75.684	3.80	UT	XX	-	-	-	10.30%	-	Giaqx	-	-	-	3.55%	-	793.00000
C-VV	LYI	26.317	6.90	HB	T	-	-	-	68.71%	-	Sdowhqtg	3kV	-	270	3aN+270	-	651.00000

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Tranche Comments

U1-UU: First Pay: 2020-01-22; Redemption: 2020-11-08; Registration: 144V/Knv T; P2-PKK: First Pay: 2020-01-22; Redemption: 2020-11-08; Registration: 144I/Del Z; D2-HFF: First Pay: 2020-01-22; Redemption: 2020-11-08; Registration: 144C/Gmn M; C-VV: First Pay: 2020-01-22; Redemption: 2020-11-08; Registration: 144O/Vzr X;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	LCD	833.000	-	Wxx	KL	MMM	-	-	25.00%	-	Qudqreah	3tI	-	174	3nU+174	-	-
J-2	XHR	45.330	-	Kk2	UY	VF	-	-	47.00%	-	Wizvj	-	-	-	4.460%	-	-
D	NJU	58.950	-	Xxx3	JL	JX	-	-	44.30%	-	Plzfpcyc	3nA	-	390	3cH+390	-	-
N	FIV	44.460	-	Cd3	FD	QL	-	-	6.00%	-	Gccyafui	3fW	-	680	3cI+680	-	-
M	KQT	35.000	-	S2	QF	MM	-	-	89.00%	-	Xcyalpcl	3iW	-	285	3wK+285	-	-
Syg	NSJ	28.190	-	BG	XB	MP	-	-	-	-	-	-	-	-	-	-	-
A-1	AWZ	95.650	-	Qf2	WM	KI	-	-	11.00%	-	Dhlwqfxk	3xL	-	210	3dG+210	-	-

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Tranche Comments

Y: Registration: 144A Idmz; A-1: Registration: 144M Tspo; J-2: Registration: 144G Zxhs; M: Registration: 144C Vnqv; D: Registration: 144Z Ukpy; N: Registration: 144X Eufo; Syg: Registration: 144W Yvwg;

Reinvestment Period (YRS)

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
S-2-T2	OAQ	62.400	6.00	-	-	-	-	-	-	-	Alsyfzfg	3tK	-	-	3rT+185	-	-
B-1BV	CPI	37.000	6.00	Gmm	-	-	-	-	-	-	Dgtmm	-	-	-	0.04%	-	-
Z-1ZJ	NRH	878.000	4.00	Oaa	-	-	-	-	-	-	Dhrmycos	3aA	-	-	3mM+116	-	-
J-1MH	IGV	54.400	5.00	Cvv	-	-	-	-	-	-	Zhdptijd	3pJ	-	-	3cB+155	-	-
Q-Y2	RZD	84.800	3.00	-	-	-	-	-	-	-	Tojjuwso	3gY	-	-	3wL+325	-	-
T-2CZ	XJW	87.000	4.00	-	-	-	-	-	-	-	Jqbja	-	-	-	0.05%	-	-
Q-V2	BMS	15.500	9.00	-	-	-	-	-	-	-	Iupwlvxn	3qT	-	-	3nX+225	-	-
K-U2	LEN	47.800	4.00	-	-	-	-	-	-	-	Dzbaxzfc	3kA	-	-	3aI+590	-	-

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Deal Comments

Jyqqmemaqmn

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
B-1O	PCN	30.000	-	Ott	HHH	-	-	-	-	-	Gbqdtpoy	3pM	-	-	3vE+125	-	-
Yqnnlv	USI	81.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G-1W	VNO	74.300	-	-	HH-	-	-	-	-	-	Dpqryqhr	3cQ	-	-	3cF+630	-	-
X	UCE	939.100	-	-	CCC	-	-	-	-	-	Mcjshtqr	3uP	-	-	3oC+65	-	-
N2O	JLG	6.200	-	-	YY	-	-	-	-	-	Vlysvwrc	3fJ	-	-	3nX+170	-	-
I-J	GYS	47.000	-	-	GGG	-	-	-	-	-	Nxhcvbep	3fB	-	-	3mU+335	-	-
N-O	TBL	29.000	-	-	F	-	-	-	-	-	Cdcfqbaj	3gH	-	-	3mH+220	-	-
K-T	IZV	42.000	-	-	G-	-	-	-	-	-	Xqbayhad	3mJ	-	-	3dK+900	-	-
Q-2M	XET	18.150	-	-	ZZ-	-	-	-	-	-	Gyqvuxrv	3bZ	-	-	3iW+725	-	-

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Deal Comments

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Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	FRK	8.000	-	Saa	WWW	-	-	-	-	-	Bvhlmaiw	3iG	-	-	3rJ+90	-	-
L2S2	KCN	53.000	-	-	KK	-	-	-	-	-	Thbsqvdh	3tS	-	-	3iX+185	-	-
F-H2	AEE	35.100	-	-	JJJ	-	-	-	-	-	Krfhalcl	3nS	-	-	3rO+360	-	-
U-1T2	QYJ	367.000	-	Axx	YYY	-	-	-	-	-	Mcdmerwv	3oP	-	-	3eF+123	-	-
A-B2	JHF	25.000	-	-	H	-	-	-	-	-	Tjdwkrtu	3qF	-	-	3bT+230	-	-
B-E2	BUM	85.000	-	-	BB	-	-	-	-	-	Zxwuamko	3aB	-	-	3tF+667	-	-
I-N2	YBG	17.000	-	-	U	-	-	-	-	-	Ahfuulkd	3oU	-	-	3aQ+705	-	-

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Deal Comments

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Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-F	QLA	93.460	-	-	KKK	-	-	-	-	-	Xfdzdcxe	3lR	-	-	3oY+345	-	-
M2P	NNW	39.480	-	-	JJ	-	-	-	-	-	Qybwhuch	3dQ	-	-	3hK+155	-	-
S-1M	QBX	192.900	-	Pff	UUU	-	-	-	-	-	Bummoiyf	3pR	-	-	3pK+113	-	-
V-I	QLT	10.390	-	-	B	-	-	-	-	-	Ccrldfdy	3xQ	-	-	3xS+235	-	-

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Deal Comments

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Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1V	ZAG	679.500	-	Vxx	FFF	-	-	-	-	-	Vdsfmcwe	3vC	-	-	3eB+155	-	-
P-H	GFO	46.000	-	-	UU	-	-	-	-	-	Wlmyvbaq	3oC	-	-	3cL+810	-	-
Z2O	WWM	22.190	-	-	BB	-	-	-	-	-	Cquxlspe	3iW	-	-	3kB+210	-	-
N-R	TPN	50.600	-	-	HHH	-	-	-	-	-	Auohyovs	3mW	-	-	3pV+440	-	-
G-L	APQ	64.450	-	-	P	-	-	-	-	-	Yolatops	3jT	-	-	3oI+300	-	-