FINSIGHT

Sculptor CLO

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
W-2R	PXN	2.500	-	-	P	-	-	-	95.00%	-	Wurnp	-	-	-	-	5.931%	-	-
Q-1M	ZYI	18.900	-	-	Q	-	-	-	54.00%	-	Vvlzzkzx	MTSB	-	200-210	205	TCXS+205	-	-
Fyh	WKZ	57.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P1-C	YCM	71.000	-	-	CCC	-	-	-	95.00%	-	Nyyzukws	GNZO	-	330-345	360	GGJJ+360	-	-
C2-W	UKR	5.000	-	-	AAA-	-	-	-	69.20%	-	Tdrpkjkg	BNHS	-	450n	460	TWKZ+460	-	-
S-H	JMH	28.000	-	-	OO-	-	-	-	9.70%	-	Xzphuxht	XIQM	-	650-670	682	HMQO+682	-	-
J-K	WGD	4.000	-	-	JJJ	-	-	-	-	-	Qxccmldu	PAJI	-	100w	105	NMMZ+105	-	-
E-R	GKS	190.000	-	-	XXX	-	-	-	84.00%	-	Xclxhvnc	WDSP	-	145	145	BCYT+145	-	-
E-F	HYZ	56.000	-	-	HH	-	-	-	69.00%	-	Eklxsfzl	IITP	-	180-185	180	JTUC+180	-	-

Tranche Comments

J-K: Redemption: 2027-06-30; Registration: 144R/Eaw R; E-R: Redemption: 2027-06-30; Registration: 144D/Heb P; E-F: Redemption: 2027-06-30; Registration: 144Q/Tsj Y; Q-1M: Redemption: 2027-06-30; Registration: 144X/Yxm K; W-2R: Redemption: 2027-06-30; Registration: 144P/Wqo F; P1-C: Redemption: 2027-06-30; Registration: 144Q/Exa O; C2-W: Redemption: 2027-06-30; Registration: 144K/Fyk T; S-H: Redemption: 2027-06-30; Registration: 144F/Bmf B; Fyh: Redemption: 2027-06-30; Registration: 144I/Puy Z;

Deal Comments

Iujuf. Zmq Ukff Muzjmdc 2.00

Pricing Speed

20% JEN

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 10, 2014

Reset

Yes