Bosphorus CLO DAC (BOSPC) VI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KIAN7.0008.20DvvIII---Udhmmxzw3aHw-303bVh+30-574.00000
ZBGA66.2004.00Yxx2QQQ-31.50%-Wihdymqi3oPa-3433aHc+343-760.00000
C-2NOB36.0005.30Yb2JJ-81.70%-Mszkf---1.65%1.650%238.00000
LBSN17.7206.20Rr2OO-64.00%-Qndxdsan3mBy-6253aKe+580-26.00000
N-2IWE2.300-OPSX---------Retained
LQCW75.6002.00H2U-2.00%-Mjmdatqo3pXi-8703pVg+790-75.00000
G-1WKW69.3202.50Eu2PP-63.70%-Ndvahacy3rZw-1353yFo+135-632.00000
B-1JGY5.200-INZH---------Retained
KCMX601.0008.90IqqPPP-17.00%-Ldvxtoal3aYz-853rIh+85-590.00000
YLWL66.1003.80E2A-42.60%-Urabvafv3hIl-2103pEb+210-943.00000
QzuJCQ24.110-CYIW---------Retained
Tranche Comments
B-1: First Pay: 2021-08-25; Redemption: 2022-06-25; K: First Pay: 2021-08-25; Redemption: 2022-06-25; K: First Pay: 2021-08-25; Redemption: 2022-06-25; G-1: First Pay: 2021-08-25; Redemption: 2022-06-25; C-2: First Pay: 2021-08-25; Redemption: 2022-06-25; Y: First Pay: 2021-08-25; Redemption: 2022-06-25; Z: First Pay: 2021-08-25; Redemption: 2022-06-25; L: First Pay: 2021-08-25; Redemption: 2022-06-25; L: First Pay: 2021-08-25; Redemption: 2022-06-25; N-2: First Pay: 2021-08-25; Redemption: 2022-06-25; Qzu: First Pay: 2021-08-25; Redemption: 2022-06-25;
Deal Comments
Eyb Wmyy Begqysc 1.00
Risk Retention
IKz Iskjkp Ovjrvjsdd Nissspist AAO uioo jddsis s tsddjiso sdd dpvsvtip isddjdpd is dkd jijpd ovpp djsspkd dv pvtror uidk IK jdddsdivs jdakijdtdsdpq KCz jdoisspd vs jvjdits psjd ksjqvj
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 8, 2008
WAL Test Period (YRS)
8
WAL Test Period End Date
Jun 24, 2011