Sculptor European CLO DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Sculptor Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Ijc	NNT	45.600	-	-	WK	ER	-	-	-	-	-	-	-	-	-	Retained
X	XDG	80.000	9.10	-	ZZZ-	NNN-	16.00%	-	Ncoqltmy	3mSf	Tpxr 500p-600	-	350	3wLy+350	-	162.00000
W	CUI	679.100	2.80	-	AAA	SSS	93.00%	-	Njlxrxrm	3wSr	130d	-	130	3tMb+130	-	306.00000
S	WHE	67.000	64.50	-	Q-	Q-	1.40%	-	Bjsmohcl	3aCw	-	-	900	3qHq+851	-	36.00000
O-1	OZK	84.000	3.80	-	WW	JJ	93.00%	-	Bumefepu	3eHw	-	-	200	3kPb+200	-	993.00000
V	BLR	69.000	5.20	-	I	V	99.00%	-	Vlpdztbz	3mIp	325-335	-	240	3tBo+240	-	547.00000
N	PMZ	31.000	93.00	-	RR-	JJ-	9.50%	-	Deetktqu	3nMf	-	-	600	3kNe+600	-	206.00000
A Bctl	ATL	237.100	2.50	-	RRR	GGG	54.00%	-	Vdxhosho	3hDh	-	-	130	3eIu+130	-	521.00000
K-2	BWX	25.000	9.30	-	PP	LL	62.00%	-	Hhyqy	PTG	235n	-	-	5.00%	5.000%	395.00000

Tranche Comments

W: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144M/Gsl A; A Bctl: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144Q/Ueq E; O-1: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144T/Rhe R; K-2 : First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144B/Zcf S; V: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144I/Piz C; X: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144D/Ilt W; N: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144W/Uzr H; S: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144C/Dek Z; Ijc: First Pay: 2025-07-15; Redemption: 2027-01-16; Registration: 144P/Rll A;

Deal Comments

Eyt Lzcc Slsqyem 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 21, 2013

WAL Test Period (YRS)