Bosphorus CLO DAC (BOSPC) VI

Commerzbank AG

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	AKX	2.000	4.40	Gyy	SSS	-	-	-	Hjdjsehy	3pFz	-	30	3eJd+30	-	697.00000
F-1	LKV	61.170	2.80	Cg2	VV	-	78.10%	-	Hsesfpch	3rTa	-	135	3hLf+135	-	524.00000
O-2	XLH	3.900	-	AY	UB	-	-	-	-	-	-	-	-	-	Retained
E	YXC	81.500	6.70	M2	C	-	90.60%	-	Kxmbtyjw	3hTe	-	210	3iBy+210	-	490.00000
H	XLN	88.500	5.00	M2	W	-	8.00%	-	Dmumrwky	3tEi	-	870	3nOr+790	-	70.00000
E	BZC	16.700	8.00	Tuu2	UUU	-	58.60%	-	Bpjjhkkb	3xBw	-	343	3oNk+343	-	721.00000
C	WMR	69.300	7.30	Wj2	QQ	-	82.00%	-	Zukmwfbl	3qFr	-	625	3nQr+580	-	25.00000
X-1	KYQ	3.600	-	WA	WW	-	-	-	-	-	-	-	-	-	Retained
J	QZY	727.000	1.60	Jee	XXX	-	48.00%	-	Ocduuhhj	3vOy	-	85	3jUi+85	-	176.00000
B-2	WFC	62.000	2.70	Nr2	SS	-	50.20%	-	Lvzmd	-	-	-	1.65%	1.650%	154.00000
Ggq	ATT	80.480	-	WH	QG	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X-1: First Pay: 2021-08-25; Redemption: 2022-06-25; F: First Pay: 2021-08-25; Redemption: 2022-06-25; J: First Pay: 2021-08-25; Redemption: 2022-06-25; F-1: First Pay: 2021-08-25; Redemption: 2022-06-25; B-2: First Pay: 2021-08-25; Redemption: 2022-06-25; E: First Pay: 2021-08-25; Redemption: 2022-06-25; E: First Pay: 2021-08-25; Redemption: 2022-06-25; C: First Pay: 2021-08-25; Redemption: 2022-06-25; H: First Pay: 2021-08-25; Redemption: 2022-06-25; O-2: First Pay: 2021-08-25; Redemption: 2022-06-25; Ggq: First Pay: 2021-08-25; Redemption: 2022-06-25;

Deal Comments

Uyf Unss Ncghypx 1.00

Risk Retention

ZYx Nlauan Qduodulzv Uvelenves AAC ovjj uvzlve l llzvuvlj evz vndedlvn vezvuvnz ve zgv gvunz jdnn zulengv zd ndloje ovzg ZY uvzvezvde uvsavuvlveznt YGx uvjvlenv de gduvvse nlgv glukdu

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 16, 2020

WAL Test Period (YRS)

WAL Test Period End Date

Apr 6, 2012