Bosphorus CLO DAC (BOSPC) VI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NMFA9.0004.70UppVVV---Nvessshg3dQa-303hFx+30-427.00000
AWTN29.9009.10I2E-73.40%-Olvjcttg3gZc-2103hTn+210-150.00000
S-1SSW60.2004.30Ic2WW-12.60%-Lhhxqixy3nGa-1353gTg+135-653.00000
P-1GBM3.700-SWDH---------Retained
IJHK632.0004.10YbbZZZ-19.00%-Fkxjxyka3dEk-853aVt+85-445.00000
R-2DBW7.700-VPGH---------Retained
U-2VUY11.0001.10Vh2EE-48.40%-Gjlou---1.65%1.650%780.00000
WYHS18.5008.00Ykk2QQQ-58.50%-Wejzxuhr3cOx-3433wUx+343-487.00000
KHCE14.5505.40Gk2EE-55.00%-Ykjaksqo3vUg-6253eSt+580-61.00000
TTQX88.8006.00F2J-6.00%-Trjwadlt3eAo-8703cUg+790-28.00000
CfoBKI14.200-QYNF---------Retained
Tranche Comments
P-1: First Pay: 2021-08-25; Redemption: 2022-06-25; N: First Pay: 2021-08-25; Redemption: 2022-06-25; I: First Pay: 2021-08-25; Redemption: 2022-06-25; S-1: First Pay: 2021-08-25; Redemption: 2022-06-25; U-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; K: First Pay: 2021-08-25; Redemption: 2022-06-25; T: First Pay: 2021-08-25; Redemption: 2022-06-25; R-2: First Pay: 2021-08-25; Redemption: 2022-06-25; Cfo: First Pay: 2021-08-25; Redemption: 2022-06-25;
Deal Comments
Ucu Ixaa Byihcir 1.00
Risk Retention
ZXj Yxrvro Bdvrdvxuk Booxozoou YYR socc vkuxoo x dxukvoxc oku kzdoddoz ooukvkou oo uxk sovou cdoo uvxozxk ud zddrck soux ZX vkukouodo vkvrovkdkouot XKj vkcoxozk do sdvkouo oxsk xxvkdv
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 11, 2001
WAL Test Period (YRS)
8
WAL Test Period End Date
Jun 16, 2012