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
X-1-X3	TMT	744.997	-	-	LLL	-	-	-	-	-	Asxzatog	3wQ	-	97	3gE+97	-	-
L-2-U3	TBD	47.000	-	-	UU	-	-	-	-	-	Jkkdyyqj	3jF	-	151	3xL+151	-	-
A-P3	YBF	74.000	-	-	J	-	-	-	-	-	Nexlblmj	3vQ	-	210	3uA+210	-	-

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Tranche Comments

X-1-X3: Redemption: 2021-06-10; Registration: 144H/Dyk Y; L-2-U3: Redemption: 2021-06-10; Registration: 144U/Abv O; A-P3: Redemption: 2021-06-10; Registration: 144I/Tka C;

Deal Comments

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Reinvestment Period End Date

Oct 18, 2011

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2-WLW	UKB	72.500	-	SR	FF	-	-	-	-	-	Yqxctait	3sJ	-	230	3sV+230	-	-
X-1X-JM	HEP	99.507	-	Upp	III	-	-	-	-	-	Ohzib	-	-	-	2.159%	-	-

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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
G2-SZZ	JXC	13.101	2.50	MH	KK	-	-	-	19.40%	-	Ucucc	-	-	-	3.55%	-	507.00000
D-LL	VAG	99.383	1.80	YF	Y	-	-	-	20.13%	-	Ibxzcqsy	3pK	-	270	3yY+270	-	960.00000
Y1-AA	HXC	912.900	2.40	Ijj	HHH	-	-	-	29.10%	-	Wdlqemkq	3uF	-	118	3uG+118	-	740.00000
B2-BNN	ZUU	50.000	3.30	BM	PP	-	-	-	79.50%	-	Ulcajfhz	3vF	-	195	3pT+195	-	101.00000

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Tranche Comments

Y1-AA: First Pay: 2020-01-22; Redemption: 2020-11-08; Registration: 144E/Ksz J; B2-BNN: First Pay: 2020-01-22; Redemption: 2020-11-08; Registration: 144H/Hco Y; G2-SZZ: First Pay: 2020-01-22; Redemption: 2020-11-08; Registration: 144M/Acm M; D-LL: First Pay: 2020-01-22; Redemption: 2020-11-08; Registration: 144W/Dzm G;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 22, 1995

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	JSR	39.000	-	Y2	ZW	OQ	-	-	83.00%	-	Psvcrlfg	3vT	-	285	3gG+285	-	-
I	YRL	93.420	-	Bkk3	II	XD	-	-	57.54%	-	Sujyuxyb	3rH	-	390	3oA+390	-	-
R	JUU	581.000	-	Krr	IH	NNN	-	-	10.00%	-	Xrbrkhwj	3wK	-	174	3jL+174	-	-
V-2	JKW	90.450	-	Al2	CP	FC	-	-	93.00%	-	Nvphv	-	-	-	4.460%	-	-
N-1	EMH	82.620	-	Nj2	ER	TS	-	-	77.00%	-	Tezqwcbj	3dS	-	210	3eY+210	-	-
K	NHE	49.550	-	Dp3	VS	CZ	-	-	3.00%	-	Kkyevijd	3yD	-	680	3xY+680	-	-
Bur	BBL	50.310	-	VD	YC	IX	-	-	-	-	-	-	-	-	-	-	-

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Tranche Comments

R: Registration: 144Y Bnfd; N-1: Registration: 144Y Ssmx; V-2: Registration: 144L Ttop; L: Registration: 144N Akxg; I: Registration: 144Y Zadm; K: Registration: 144Q Kwjy; Bur: Registration: 144G Fahy;

Reinvestment Period (YRS)

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2-Y2	BXT	49.500	3.00	-	-	-	-	-	-	-	Hpkwzmvz	3aO	-	-	3tH+185	-	-
I-E2	JPI	89.500	9.00	-	-	-	-	-	-	-	Khsbcpxr	3bE	-	-	3bZ+225	-	-
P-2AD	OHQ	73.000	5.00	-	-	-	-	-	-	-	Mjuzu	-	-	-	0.05%	-	-
T-1TR	MGB	949.000	9.00	Wyy	-	-	-	-	-	-	Eucayzui	3nW	-	-	3hI+116	-	-
W-D2	UZC	30.200	5.00	-	-	-	-	-	-	-	Pbfqtshz	3mE	-	-	3qK+325	-	-
Y-1YI	EPT	28.000	7.00	Cjj	-	-	-	-	-	-	Tjkic	-	-	-	0.04%	-	-
O-Q2	NGZ	29.200	2.00	-	-	-	-	-	-	-	Kksyexlz	3iS	-	-	3pR+590	-	-
U-1ZI	FUD	82.600	9.00	Sjj	-	-	-	-	-	-	Mofucooo	3nI	-	-	3qC+155	-	-

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Deal Comments

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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
Mpuokm	CYS	81.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C-1D	ELA	99.560	-	-	BB-	-	-	-	-	-	Gzvfyyva	3wO	-	-	3wY+630	-	-
K	XQY	786.100	-	-	KKK	-	-	-	-	-	Izduwvlr	3tN	-	-	3sB+65	-	-
G-W	EHP	74.000	-	-	W	-	-	-	-	-	Drqcucdj	3eD	-	-	3bP+220	-	-
C-Y	IHR	62.000	-	-	E-	-	-	-	-	-	Rubjhrec	3eN	-	-	3pL+900	-	-
O-1X	MUM	12.000	-	Ill	KKK	-	-	-	-	-	Jxfowann	3fK	-	-	3jH+125	-	-
G2X	ZBY	2.300	-	-	UU	-	-	-	-	-	Cswcfiol	3eK	-	-	3qL+170	-	-
C-A	XSZ	93.000	-	-	YYY	-	-	-	-	-	Kfmhpzey	3dD	-	-	3lT+335	-	-
G-2L	KYY	57.680	-	-	DD-	-	-	-	-	-	Hsskmdll	3bY	-	-	3cP+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
N-R2	XLV	22.000	-	-	F	-	-	-	-	-	Qczpefsx	3jD	-	-	3rX+230	-	-
H-Y2	REH	12.700	-	-	FFF	-	-	-	-	-	Auxjatvh	3fQ	-	-	3wQ+360	-	-
J	JXB	6.000	-	Jbb	DDD	-	-	-	-	-	Scuptxna	3yL	-	-	3vF+90	-	-
A2D2	BGV	38.000	-	-	AA	-	-	-	-	-	Zdeuhzvz	3jL	-	-	3yC+185	-	-
I-1R2	IUD	771.000	-	Wgg	XXX	-	-	-	-	-	Ofjedehu	3zD	-	-	3jT+123	-	-
I-D2	HYH	16.000	-	-	RR	-	-	-	-	-	Laeoajnn	3vB	-	-	3kC+667	-	-
U-V2	FQR	31.000	-	-	G	-	-	-	-	-	Sjdzcxeb	3eE	-	-	3nL+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
L-1O	VRP	963.100	-	Hcc	DDD	-	-	-	-	-	Uxfqebzk	3rI	-	-	3dA+113	-	-
Q2X	YKE	89.490	-	-	FF	-	-	-	-	-	Ezlsdsck	3bV	-	-	3lU+155	-	-
Q-P	WVH	98.220	-	-	U	-	-	-	-	-	Dwrevyyk	3lO	-	-	3lU+235	-	-
Z-Z	KUQ	37.810	-	-	KKK	-	-	-	-	-	Gsxvyzhu	3yR	-	-	3yO+345	-	-

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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
Q-E	HPP	13.000	-	-	GG	-	-	-	-	-	Cmuhicie	3qV	-	-	3bX+810	-	-
N-1A	FCV	514.600	-	Lqq	LLL	-	-	-	-	-	Cmvooxin	3oT	-	-	3gB+155	-	-
I2X	PFG	13.240	-	-	EE	-	-	-	-	-	Khhpfbhs	3cL	-	-	3lF+210	-	-
Q-M	HEO	74.480	-	-	S	-	-	-	-	-	Zuaqasfu	3iF	-	-	3oL+300	-	-
L-K	WHH	33.900	-	-	FFF	-	-	-	-	-	Iryktdin	3tU	-	-	3qM+440	-	-