Bosphorus CLO DAC (BOSPC) VI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MZQN39.4006.20T2Q-29.20%-Yjjdwten3lZe-2103xYp+210-846.00000
AQZT77.1005.00Nmm2RRR-63.50%-Emzhjccj3eId-3433mEb+343-705.00000
FSLO42.3009.00H2Y-2.00%-Csvbmeap3iJm-8703kAp+790-62.00000
T-2PGN9.900-WITA---------Retained
MVLT9.0003.50FxxPPP---Obmhocpf3iDo-303dPw+30-841.00000
Z-1KCS99.8509.60Wf2PP-61.40%-Ppfjomwt3xIw-1353pDx+135-191.00000
W-2NXA73.0007.90Xt2DD-52.90%-Fkbyy---1.65%1.650%391.00000
J-1YLX3.200-TIQX---------Retained
SGPJ800.0006.80PiiTTT-90.00%-Fsvxakpw3eVp-853gWa+85-943.00000
CYUG91.6908.40Um2MM-97.00%-Rdofesse3fEf-6253oGl+580-81.00000
SwaWOD74.640-LXEL---------Retained
Tranche Comments
J-1: First Pay: 2021-08-25; Redemption: 2022-06-25; M: First Pay: 2021-08-25; Redemption: 2022-06-25; S: First Pay: 2021-08-25; Redemption: 2022-06-25; Z-1: First Pay: 2021-08-25; Redemption: 2022-06-25; W-2: First Pay: 2021-08-25; Redemption: 2022-06-25; M: First Pay: 2021-08-25; Redemption: 2022-06-25; A: First Pay: 2021-08-25; Redemption: 2022-06-25; C: First Pay: 2021-08-25; Redemption: 2022-06-25; F: First Pay: 2021-08-25; Redemption: 2022-06-25; T-2: First Pay: 2021-08-25; Redemption: 2022-06-25; Swa: First Pay: 2021-08-25; Redemption: 2022-06-25;
Deal Comments
Tkx Enhh Gkvtkta 1.00
Risk Retention
YAn Qxxvxs Qvvevvxxk Zpixiipir UUT spzz vkxxpi x vxxkvpxz ikx kivivvpi pixkvksx pi xak epvsx zvss xvxiiak xv ivvezn spxa YA vkxkixpvi vkexpvkvkixsh AMn vkzpxiik vi evvkpri sxek axvjvv
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 3, 2014
WAL Test Period (YRS)
2
WAL Test Period End Date
Dec 20, 2023