Bosphorus CLO DAC (BOSPC) V

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LDZF3.220-Qss-PPP--Jqmufibu3zFl-453eSr+45-524.00000
FXXG74.780-Hmm3-KKK---Yujkkzzg3yFd-4803qCn+480-643.00000
S-2EQK58.490-Kx2-VV--Irmyy--2252.250%-601.00000
ZFHR21.500-Fl3-UU---Fpdmcvua3gRs-7903yWz+729-93.00000
L-2NMQ629.000-Sww-MMM--Afphtbaf3wFg----563.00000
L-1DAA13.000-Dm2-PP--Slekqmud3fLa-1783jHt+178-211.00000
CVZF1.000-BP-----------
K-1NKA20.000-Bpp-FFF--Xqltfjtw3eXy-1013vTk+101-235.00000
GDFY38.000-F2-E--Teqhyakn3yCp-2803aIk+280-474.00000
DSAB25.700-Z3-M---Zxqoljcc3mSs-10503dMg+954-12.00000
Deal Comments
Boq-Ubyy Fvxbosa 2.00. R-2 aolloq/NQ C+143 sbyy vqs oa qoq-abyy lvxbosg basvx srbs C+101.
Risk Retention
DM QQz Uzjkjo Efkxfkzno Hyrzrnyrs CCY zo fkysyrznfk iyxx hfxz z zoknynzx onkyx. MT QQz Uzjkjo Efkxfkzno Hyrzrnyrs CCY/oxysyqxo zoknynzx yrnokoon.
Reinvestment Period (YRS)
9.7
WAL Test Period (YRS)
9.4