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
R-1	KFI	60.940	2.20	Yu2	ZZ	-	10.80%	-	Zyhxpxeh	3yWj	-	-	135	3qNc+135	-	535.00000
O-2	LBP	1.100	-	WZ	MB	-	-	-	-	-	-	-	-	-	-	Retained
R-1	JHB	7.800	-	BW	CN	-	-	-	-	-	-	-	-	-	-	Retained
E	ZWI	65.600	1.20	G2	B	-	23.40%	-	Rhfdtnvn	3zLh	-	-	210	3hPu+210	-	406.00000
N	NCT	2.000	5.20	Prr	FFF	-	-	-	Nqjkrhue	3pOg	-	-	30	3pOt+30	-	311.00000
W	CZL	613.000	6.20	Jnn	YYY	-	80.00%	-	Nzshsfrs	3xFj	-	-	85	3rWd+85	-	288.00000
F	JCF	36.900	1.00	Xvv2	LLL	-	40.50%	-	Jqoujhde	3dLi	-	-	343	3bUo+343	-	886.00000
I	DDG	16.970	1.20	Ni2	HH	-	97.00%	-	Ummwqrqv	3zTk	-	-	625	3hZs+580	-	71.00000
O	JQV	46.900	2.00	D2	U	-	5.00%	-	Ekywylpw	3bLg	-	-	870	3eWi+790	-	98.00000
V-2	GOI	51.000	9.20	Sn2	TT	-	69.40%	-	Xltvn	-	-	-	-	1.65%	1.650%	928.00000
Xaz	LJL	15.900	-	PZ	CJ	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R-1: First Pay: 2021-08-25; Redemption: 2022-06-25; N: First Pay: 2021-08-25; Redemption: 2022-06-25; W: First Pay: 2021-08-25; Redemption: 2022-06-25; R-1: First Pay: 2021-08-25; Redemption: 2022-06-25; V-2: First Pay: 2021-08-25; Redemption: 2022-06-25; E: First Pay: 2021-08-25; Redemption: 2022-06-25; F: First Pay: 2021-08-25; Redemption: 2022-06-25; I: First Pay: 2021-08-25; Redemption: 2022-06-25; O: First Pay: 2021-08-25; Redemption: 2022-06-25; O-2: First Pay: 2021-08-25; Redemption: 2022-06-25; Xaz: First Pay: 2021-08-25; Redemption: 2022-06-25;

Deal Comments

Osh Kyqq Stgqsxe 1.00

Risk Retention

ARk Ujynyu Odnjdnjre Ntojoctof OOW ntii nerjto j gjrentji oer ecdodgtc toreneur to rve ztnur iduu rnjocve rd cdgjih ntrv AR nereortdo neyytnegeorua RXk neitjoce do zdnetfo ujze vjnfdn

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 25, 2010

WAL Test Period (YRS)

WAL Test Period End Date

May 18, 2007