FINSIGHT

Sculptor CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	FMB	26.000	-	YF	RR-	OC	-	-	2.00%	-	Fmqqmdlq	WAXC	-	675	INLD+675	-	-
Txx	ELK	60.000	-	CW	BK	HW	-	-	-	-	-	-	-	-	-	-	Retained
B-1F	QAP	92.000	-	BJ	ZZZ-	TY	-	-	66.16%	-	Wmvyfuhw	QSBA	-	345	XUVA+345	-	-
C-1	IWA	106.000	-	CV	AAA	CW	-	-	37.00%	-	Fecxdtrm	JBKY	-	125	GSVO+125	-	-
I-1	NPA	12.000	-	CM	RR	FQ	-	-	25.00%	-	Zexpjqac	SABW	-	170	DMKF+170	-	-
K	OGD	39.000	-	JK	Y	FV	-	-	68.00%	-	Scdfcydw	BVIP	-	215	FODF+215	-	-
K-2	CQL	41.000	-	ZX	DD	YI	-	-	60.00%	-	Acmzp	Anewa	-	170	5.547%	-	-
W-1K	HJB	2.000	-	EV	BBB-	JN	-	-	32.38%	-	Zungi	Jdcol	-	345	7.318%	-	-
A-2	ESE	2.000	-	JX	CCC-	CM	-	-	43.27%	-	Difpg	Ngjki	-	425	8.125%	-	-
N-2	KTC	2.000	-	CS	AAA	QC	-	-	33.00%	-	Tllbddbm	YHVR	-	150	BDLT+150	-	-

Tranche Comments

C-1: Redemption: 2027-04-27; Registration: 144X/Qym S; N-2: Redemption: 2027-04-27; Registration: 144B/Lxt N; I-1: Redemption: 2027-04-27; Registration: 144N/Bpv X; K-2: Redemption: 2027-04-27; Registration: 144V/Erz U; K: Redemption: 2027-04-27; Registration: 144X/Juq P; B-1F: Redemption: 2027-04-27; Registration: 144C/Gde M; W-1K: Redemption: 2027-04-27; Registration: 144N/Fvg O; A-2: Redemption: 2027-04-27; Registration: 144L/Vsm Q; E: Redemption: 2027-04-27; Registration: 144C/Csm X; Txx: Redemption: 2027-04-27; Registration: 144P/Nqq V;

Deal Comments

Hug Ypll Yfpquxy 2.00

Risk Retention

FV/VS - Qra

Reinvestment Period (YRS)

Reinvestment Period End Date

May 17, 2011

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M1-U	ZEW	554.000	7.20	-	GGG	-	-	-	46.60%	-	Vcweavin	VVWG	106	106	MBUH+106	-	-
O1-B	QGY	30.000	4.20	-	LL	-	-	-	85.20%	-	Vxuelxwz	XSSS	160	160	HWOY+160	-	-
A1-H	OKQ	76.000	8.40	-	LLL	-	-	-	41.10%	-	Umuoldvv	GNTC	280-290	285	EHJQ+285	-	-
O-U	ETM	88.000	9.70	-	XX-	-	-	-	8.60%	-	Aljrepdw	KXFA	625	630	BVQM+630	-	-
B2-I	WMF	4.000	4.90	-	ZZZ-	-	-	-	75.70%	-	Vufuqpsh	EGOP	390-400	400	EJVJ+400	-	-
X-O	RWP	55.000	8.60	-	D	-	-	-	45.70%	-	Hmoehwds	ULYZ	195	195	ECIE+195	-	-

Tranche Comments

M1-U: Redemption: 2026-01-20; Registration: 144T/Qys G; O1-B: Redemption: 2026-01-20; Registration: 144W/Fxy G; X-O: Redemption: 2026-01-20; Registration: 144V/Fdn J; A1-H: Redemption: 2026-01-20; Registration: 144M/Tqm U; B2-I: Redemption: 2026-01-20; Registration: 144O/Zuc U; O-U: Redemption: 2026-01-20; Registration: 144K/Juo D;

Deal Comments

Ixtmfzfamfy. Ekf Lzcc Lxfmkeg 1.00

Pricing Speed

20% XOM

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 12, 2021

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1-M	OKX	748.000	4.30	Ojj	-	-	-	-	50.60%	-	Vhvvtbnh	DMJJ	106	106	AUUO+106	-	-
F-C	TOQ	7.000	8.50	Grr	-	-	-	-	-	-	Rprphklj	TBLP	85	85	XJWT+85	-	-
M-1-X	HTS	81.610	6.50	N2	-	-	-	-	49.90%	-	Gezbtbww	LTWJ	195	195	NSNG+195	-	-
H-O	TQS	52.800	1.60	Ca3	-	-	-	-	2.10%	-	Bxiayjis	CXUM	575-600	625	ITWE+625	-	-
N-1-D	FJI	17.000	3.60	Lb2	-	-	-	-	70.60%	-	Gcesyfwr	UKBL	150	150	WBUZ+150	-	-
F-Q	NXY	28.300	4.50	Iyy3	-	-	-	-	55.90%	-	Hwhvrjlo	DQYS	300	300	MJCM+300	-	-
Z-2Z-F	MAA	7.000	4.40	Xii	-	-	-	-	12.80%	-	Akzozqur	QBMG	130	130	SCKA+130	-	-

Tranche Comments

F-C: Redemption: 2026-01-20; Registration: 144P/Enb T; W-1-M: Redemption: 2026-01-20; Registration: 144U/Wcv K; Z-2Z-F: Redemption: 2026-01-20; Registration: 144F/Oal G; N-1-D: Redemption: 2026-01-20; Registration: 144W/Moc R; M-1-X: Redemption: 2026-01-20; Registration: 144Y/Mue F; F-Q: Redemption: 2026-01-20; Registration: 144F/Gdj U; H-O: Redemption: 2026-01-20; Registration: 144X/Xyo Q;

Deal Comments

Scqktqtxktg. Xet-Vqcc Vcskehv 1.00

Pricing Speed

20% LFL

Reinvestment Period (YRS)

1.5

Reinvestment Period End Date

Apr 21, 1996

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1S-Y	HJL	55.000	-	-	ZZZ+	-	-	-	42.00%	-	Hapxd	-	-	-	6.957%	-	-
E-2-Q	KKX	9.000	-	-	MMM-	-	-	-	74.00%	-	Tychcavj	AABI	425	425	MCOP+425	-	-
M-Y	MPP	3.430	-	-	BBB	-	-	-	-	-	Wovousce	ANCA	105	105	KTNJ+105	-	-
I-X	WIT	551.000	-	-	YYY	-	-	-	60.00%	-	Yycfrtjp	SWTN	137	137	JIKO+137	-	-
Q-G	PLF	51.000	-	-	GG	-	-	-	47.00%	-	Jxupfdhm	XPEA	185	185	GHNF+185	-	-
Y-U	VYQ	52.000	-	-	Z	-	-	-	69.00%	-	Xdhvohch	LZDH	220	220	VCXC+220	-	-
H-1X-V	JLR	8.000	-	-	EEE+	-	-	-	24.00%	-	Ywpbyoci	GSBX	-	340	XINQ+340	-	-
V-F	OQU	90.000	-	-	XX-	-	-	-	5.00%	-	Fqjfjvvi	AIBH	-	775	YETV+742	-	-

Tranche Comments

M-Y: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144V/Rqz J; I-X: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144X/Kyk C; Q-G: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144C/Qnr Q; Y-U: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144M/Bla M; H-1X-V: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144Q/Lus T; V-1S-Y: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144F/Tbp J; E-2-Q: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144T/Fzd L; V-F: First Pay: 2025-04-20; Redemption: 2026-12-23; Registration: 144N/Oah O;

Deal Comments

Rbybc. Mgo Ytpp Mbllgvk 2.00

Pricing Speed

20 UMP

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 28, 2008

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
V2	JIP	3.000	-	-	ZZZ	-	-	-	73.00%	-	Kkoxswku	QQMG	157-158	160	HSQV+160	-	-
O	BAZ	99.000	-	-	LL	-	-	-	95.00%	-	Lezzzhed	TAAP	170-175	175	GDXE+175	-	-
F1	HAH	38.000	-	-	GGG-	-	-	-	80.00%	-	Bkvavxsi	VHXE	310-325	315	UDAX+315	-	-
U2	GLF	1.000	-	-	EEE-	-	-	-	98.00%	-	Fbeodtpz	KUUC	410-425	425	SAQJ+425	-	-
Scg	YQG	12.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y1	KOW	313.000	-	-	AAA	-	-	-	91.00%	-	Ahxhjvmb	SSIK	137-138	137	CQMU+137	-	-
O	QJF	65.000	-	-	OO-	-	-	-	9.00%	-	Bmqpkjdc	LJKD	625-650	650	DXVH+650	-	-
W	PBZ	84.000	-	-	H	-	-	-	10.00%	-	Uxbmziyw	SKIQ	200-210	205	QVPP+205	-	-

Tranche Comments

Y1: Redemption: 2026-12-19; Registration: 144W/Hoy K; V2: Redemption: 2026-12-19; Registration: 144W/Jli Q; O: Redemption: 2026-12-19; Registration: 144C/Adz L; W: Redemption: 2026-12-19; Registration: 144E/Voz X; F1: Redemption: 2026-12-19; Registration: 144I/Dcr Y; U2: Redemption: 2026-12-19; Registration: 144C/Xel T; O: Redemption: 2026-12-19; Registration: 144L/Eqf J; Scg: Redemption: 2026-12-19; Registration: 144W/Imh K;

Deal Comments

Sou-Rnff Kfvxogy 2.00

Risk Retention

RV - Zuc

Pricing Speed

20% EPF

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 29, 2001

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
X	PRZ	25.600	-	IJ	T	-	-	-	56.00%	-	Bskbmidd	SENP	205-215	220	VAHF+220	-	-
C1R	NJM	96.730	-	XW	CCC+	-	-	-	93.00%	-	Ndrkvdon	HBWK	-	340	UMKO+340	-	-
Blz	VHA	76.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	RGK	27.700	-	KH	PP	-	-	-	55.00%	-	Ojoprveh	SWUC	175-180	180	WZYY+180	-	-
S2	HKC	57.600	-	Huu	CG	-	-	-	93.00%	-	Yyuudfoe	HTMA	160-165	165	KMPO+165	-	-
S1T	EPF	1.000	-	XQ	EEE+	-	-	-	12.00%	-	Qfnsq	-	-	-	7.470%	-	-
B1	TXR	446.300	-	Avv	ES	-	-	-	24.00%	-	Qqfxpwwc	WSDA	145	145	KPDP+145	-	-
O2	GBZ	7.400	-	NS	UUU	-	-	-	24.00%	-	Smmjs	-	-	-	8.468%	-	-
N	KIK	66.200	-	GB	CC-	-	-	-	1.00%	-	Vdfwmoew	SSQV	-	665	GNFD+665	-	-

Tranche Comments

B1: Redemption: 2026-07-20; Registration: 144Q/Bqs F; S2: Redemption: 2026-07-20; Registration: 144T/Ahb G; Q: Redemption: 2026-07-20; Registration: 144H/Awk V; X: Redemption: 2026-07-20; Registration: 144B/Frp M; C1R: Redemption: 2026-07-20; Registration: 144X/Kvq Z; S1T: Redemption: 2026-07-20; Registration: 144J/Mue R; O2: Redemption: 2026-07-20; Registration: 144C/Kkl R; N: Redemption: 2026-07-20; Registration: 144E/Gnx O; Blz: Redemption: 2026-07-20; Registration: 144V/Dkp C;

Deal Comments

Kop Ayff Wocxouh 2.00

Pricing Speed

20 ZGJ

Reinvestment Period (YRS)

Reinvestment Period End Date

May 28, 2011

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	WOC	300.000	1.88	-	CCC	-	-	-	85.00%	-	Jjlmkyiw	JHTD	-	165	DCAV+165	-	220.00000
E-2	JJL	7.000	72.20	-	AAA-	-	-	-	33.80%	-	Puukchtm	GCCW	-	550	QXTB+550	-	380.00000
W	BFB	62.000	3.29	-	W	-	-	-	51.70%	-	Qlekavhc	JJCR	265-275	282	HGAA+282	-	217.00000
Q-2	HYT	20.000	8.38	-	MM	-	-	-	92.00%	-	Torci	ZTSX	-	220	5.94%	5.936%	799.00000
B-2	KSA	4.000	9.10	-	DDD	-	-	-	68.00%	-	Xxbztxwk	PICP	185t	195	SXML+195	-	853.00000
N-1	WKI	83.000	2.59	-	TT	-	-	-	68.00%	-	Mfhaliyl	WCZA	-	225	SJBT+225	-	934.00000
Mtn	VUS	89.110	-	-	EX	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1	WTS	35.000	6.42	-	RRR+	-	-	-	66.60%	-	Nslepvuz	LGJS	-	425	WDOO+410	-	51.00000
M	MRG	52.000	16.62	-	XX-	-	-	-	3.00%	-	Wzfmdwsk	POMD	-	725	XXGW+709	-	25.00000

Tranche Comments

I-1: Redemption: 2026-04-17; Registration: 144L/Pyo S; B-2: Redemption: 2026-04-17; Registration: 144Q/Piu I; N-1: Redemption: 2026-04-17; Registration: 144E/Fwg K; Q-2: Redemption: 2026-04-17; Registration: 144M/Xri H; W: Redemption: 2026-04-17; Registration: 144D/Ltw A; N-1: Redemption: 2026-04-17; Registration: 144P/Foo P; E-2: Redemption: 2026-04-17; Registration: 144Y/Cxp L; M: Redemption: 2026-04-17; Registration: 144V/Wtf K; Mtn: Redemption: 2026-04-17; Registration: 144E/Cbh M;

Deal Comments

Vwh Yxzz Rwaxwnd 2.00

Risk Retention

WZ/ZG - Ckn

Pricing Speed

20 NCC

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
W-2	NTG	22.000	5.50	-	ZZ	-	-	-	40.00%	-	Tzzwo	-	-	-	6.33%	-	-
X-Dojq	NLI	68.800	2.30	-	CCC-	-	-	-	65.40%	-	Npyymovb	SBYW	-	611	MJLN+611	-	-
M-2	PPN	69.000	9.60	-	P	-	-	-	36.30%	-	Aqlsr	-	-	-	7.00%	-	-
D	VZJ	380.000	1.10	-	SSS	-	-	-	63.00%	-	Ebluxwfk	BOUJ	-	227	ZQEY+227	-	-
S-1	RLE	84.000	7.20	-	GG	-	-	-	81.00%	-	Bzmoxync	UZHR	-	280	PIDO+280	-	-
D-1	YTE	2.900	8.20	-	X	-	-	-	67.50%	-	Lxzpzcpi	CIAF	-	375	DYHH+375	-	-
I-Mvzq	MBN	5.100	1.50	-	SS-	-	-	-	63.00%	-	Jjokcisx	YNVH	-	942	GZEC+942	-	-
Hhluav	ESQ	92.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2024-01-20; Redemption: 2024-07-20; S-1: First Pay: 2024-01-20; Redemption: 2024-07-20; W-2: First Pay: 2024-01-20; Redemption: 2024-07-20; D-1: First Pay: 2024-01-20; Redemption: 2024-07-20; M-2: First Pay: 2024-01-20; Redemption: 2024-07-20; X-Dojq: First Pay: 2024-01-20; Redemption: 2024-07-20; I-Mvzq: First Pay: 2024-01-20; Redemption: 2024-07-20; Hhluav: First Pay: 2024-01-20; Redemption: 2024-07-20;

Deal Comments

Acn Sgjj Kzfecgt 1.00

Risk Retention

VH - Kdp, Wrvgbbd 7

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 13, 2014

Sculptor Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1C	VMT	83.000	-	Myy	VJ	-	-	-	-	-	Hhmwqdqj	LVKT	-	158	GKTW+158	-	-
W-2	QPP	59.000	-	Hjj	LE	-	-	-	-	-	Igkxu	-	-	-	4.519%	-	-
T	KKJ	24.000	-	AD	W	-	-	-	-	-	Luyhztfi	TLTH	260-270	325	VGVQ+325	-	-
W-1	CGF	56.000	-	KL	CC	-	-	-	-	-	Rmyamviy	TSHU	-	260	TGKU+260	-	-
G	YJP	67.400	-	Gj3	UU	-	-	-	-	-	Vhlswhmh	WTNK	785-810	774	VQSJ+774	-	-
J-1	MYB	454.000	-	Wff	WN	-	-	-	-	-	Vqofhhcq	SIXJ	-	158	DHVZ+158	-	-
K-2	GYF	4.000	-	SU	NN	-	-	-	-	-	Trkvblhu	TZCH	-	-	5.021%	-	-
P-2	QXJ	7.400	-	OR	TTT-	-	-	-	-	-	Ypoeefvs	VEHD	-	637	CBWY+637	-	-
Mvs	TBD	40.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-1	QCB	22.900	-	ZG	ZZZ+	-	-	-	-	-	Srysluih	TCIL	-	435	HVUU+435	-	-

Tranche Comments

J-1: Redemption: 2024-06-28; N-1C: Redemption: 2024-06-28; W-2: Redemption: 2024-06-28; W-1: Redemption: 2024-06-28; K-2: Redemption: 2024-06-28; T: Redemption: 2024-06-28; Z-1: Redemption: 2024-06-28; P-2: Redemption: 2024-06-28; G: Redemption: 2024-06-28; Mvs: Redemption: 2024-06-28;

Deal Comments

Scy Kogg Jmwkcvj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 4, 2019

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	QUH	2.000	8.10	-	YYY-	-	-	-	10.00%	-	Mwzmdlqv	3sC	-	475	3vF+475	-	-
U	VRH	909.000	7.40	-	MMM	-	-	-	16.00%	-	Ceqwpohh	3vF	-	120	3sB+120	-	-
K-1	POR	61.000	8.20	-	TT	-	-	-	63.00%	-	Vdwrlhzt	3iK	-	180	3zK+180	-	-
Aex T	KNS	61.490	-	-	DM	-	-	-	-	-	-	-	-	-	-	-	Retained
D-2	OJV	59.000	3.30	-	QQ	-	-	-	11.00%	-	Ztbaa	-	-	-	3.38%	-	-
C	QJR	42.000	4.70	-	U	-	-	-	63.00%	-	Ppyuvwxf	3oZ	-	240	3nE+240	-	-
Y-1	YFF	34.000	5.70	-	VVV	-	-	-	19.00%	-	Zpslplnr	3rN	-	325	3nP+325	-	-
D	NNI	36.000	93.00	-	YY-	-	-	-	7.00%	-	Bmldjpjx	3kL	-	705	3zC+705	-	-
Qzm J	UYO	29.200	5.40	-	DK	-	-	-	1.50%	-	Rdwqkfbt	3uE	-	607	3wA+607	-	-

Tranche Comments

U: Redemption: 2024-01-20; Registration: 144F/Dim P; K-1: Redemption: 2024-01-20; Registration: 144G/Bpq K; D-2: Redemption: 2024-01-20; Registration: 144D/Fwq I; C: Redemption: 2024-01-20; Registration: 144D/Zvi T; Y-1: Redemption: 2024-01-20; Registration: 144M/Hwd M; P-2: Redemption: 2024-01-20; Registration: 144F/Wsw Y; D: Redemption: 2024-01-20; Registration: 144L/Clk G; Qzm J: Redemption: 2024-01-20; Registration: 144Q/Tva D; Aex T: Redemption: 2024-01-20; Registration: 144F/Csj L;

Deal Comments

Wzu Amcc Chejzpx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 16, 2017