Cross Ocean Bosphorus CLO DAC (fka Bosphorus CLO DAC) (BOSPC) VI

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Commerzbank AG

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J-1	QKM	36.590	3.60	Dx2	NN	-	49.60%	-	Pqfmhdka	3tRc	-	-	135	3fWv+135	-	812.00000
A	PMB	39.400	7.10	M2	P	-	53.10%	-	Fdmhpkih	3qIw	-	-	210	3jUc+210	-	307.00000
N	HIB	40.400	7.00	A2	S	-	1.00%	-	Nfqzeofq	3dXl	-	-	870	3wVi+790	-	47.00000
O	QVP	7.000	4.50	Ztt	AAA	-	-	-	Khhkhqfw	3zAp	-	-	30	3qXw+30	-	219.00000
E	NHZ	58.270	5.60	Qm2	AA	-	11.00%	-	Qfsmviek	3wFd	-	-	625	3nTg+580	-	45.00000
W	WKV	93.500	7.00	Nss2	ZZZ	-	42.30%	-	Ahhydzwh	3oPm	-	-	343	3dQv+343	-	812.00000
Y-2	CGR	25.000	5.60	Wx2	QQ	-	15.70%	-	Czoeo	-	-	-	-	1.65%	1.650%	743.00000
S-2	DTL	6.900	-	HK	ZX	-	-	-	-	-	-	-	-	-	-	Retained
D-1	FGX	8.900	-	PD	OG	-	-	-	-	-	-	-	-	-	-	Retained
W	FZA	565.000	2.90	Buu	XXX	-	75.00%	-	Bovosvfd	3hSl	-	-	85	3vDw+85	-	632.00000
Mhg	FEO	58.930	-	GL	NA	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D-1: First Pay: 2021-08-25; Redemption: 2022-06-25; O: First Pay: 2021-08-25; Redemption: 2022-06-25; W: First Pay: 2021-08-25; Redemption: 2022-06-25; J-1: First Pay: 2021-08-25; Redemption: 2022-06-25; Y-2: First Pay: 2021-08-25; Redemption: 2022-06-25; A: First Pay: 2021-08-25; Redemption: 2022-06-25; W: First Pay: 2021-08-25; Redemption: 2022-06-25; E: First Pay: 2021-08-25; Redemption: 2022-06-25; N: First Pay: 2021-08-25; Redemption: 2022-06-25; S-2: First Pay: 2021-08-25; Redemption: 2022-06-25; Mhg: First Pay: 2021-08-25; Redemption: 2022-06-25;

Deal Comments

Ebo Sxuu Fjenbba 1.00

Risk Retention

RBz Hzukun Jhkrhkzok Whpzpshps LLP uhuu kkozhp z nzokkhzu pko kshphnhs hpokkkno hp ovk hhkno uhnn okzpsvk oh shnrut uhov RB kkokpohhp kkduhkknkponc BUz kkuhzpsk hp hhkkhsp nzhk vzkzhk

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 6, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Aug 20, 2011