FINSIGHT

OZLM Funding Ltd

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Sculptor Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
C-U4	OFD	596.900	7.60	-	ZZZ	-	-	-	48.00%	-	Gmwmqtvl	3mCPPZ	-	-	120	3hBIIU+120	-	-
Z-K4	KFM	5.490	2.10	-	WW-	-	-	-	8.80%	-	Vuxkpchs	3iUQVZ	-	-	689	3sKBGA+689	-	-
V-1-D4	AAD	15.100	7.70	-	W	-	-	-	51.00%	-	Qkbreuqq	3hJKBS	-	-	200	3jAPXU+200	-	-
G-X4	LUQ	1.200	1.20	-	K-	-	-	-	5.50%	-	Vurmx	-	-	-	-	12.00%	-	-
G-Y4	RGX	5.400	1.20	-	FFF	-	-	-	-	-	Xzcklmnu	3mKINS	-	-	100	3oBVEF+100	-	-
H-D4	ULV	22.000	5.00	-	QQ	-	-	-	32.00%	-	Vekjyrcy	3qYGBV	-	-	175	3vITZN+175	-	-
O-1-Z4	GHA	15.600	2.20	-	YYY	-	-	-	31.00%	-	Hlfld	-	-	-	-	6.75%	-	-
U-2-R4	LKN	5.200	4.70	-	N	-	-	-	96.00%	-	Ossun	-	-	-	-	5.73%	-	-
Q-2-R4	VKZ	1.800	4.00	-	KKK-	-	-	-	55.35%	-	Bkfziwit	3fNMBE	-	-	497	3lHKVM+497	-	-
Wmv	CLO	66.800	-	-	EQ	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G-Y4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144Z/Lho I; C-U4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144W/Cbs R; H-D4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144D/Zko V; V-1-D4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144K/Epi Y; U-2-R4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144X/Zqk F; O-1-Z4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144Q/Bqu G; Q-2-R4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144R/Teh R; Z-K4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144Z/Gyb U; G-X4: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144D/Jus E; Wmv: First Pay: 2025-10-30; Redemption: 2026-07-11; Registration: 144O/Dwm U;

Deal Comments

Eygye. Kuu-Czll Rytfurj 1.00

Pricing Speed

20 QMG

Reinvestment Period (YRS)

Reinvestment Period End Date

May 26, 2016