Cross Ocean Bosphorus CLO DAC (fka 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
H	QYN	103.000	7.40	Gff	LLL	-	59.00%	-	Pljxudfc	3dIs	-	-	85	3eFg+85	-	465.00000
Q	TYT	6.000	3.20	Dff	SSS	-	-	-	Njzsjimb	3nNu	-	-	30	3pFt+30	-	968.00000
L-2	GTI	69.000	8.60	Xc2	UU	-	68.60%	-	Tuxth	-	-	-	-	1.65%	1.650%	615.00000
S	MPY	38.180	4.90	Ev2	HH	-	80.00%	-	Wzecpxxh	3vUs	-	-	625	3eJw+580	-	70.00000
O	EXZ	42.200	4.10	Y2	G	-	93.20%	-	Mvsrmojp	3bLy	-	-	210	3sIu+210	-	254.00000
E-2	SKJ	8.500	-	BD	GZ	-	-	-	-	-	-	-	-	-	-	Retained
M-1	ILN	9.400	-	VZ	UV	-	-	-	-	-	-	-	-	-	-	Retained
M-1	JTD	98.180	1.40	Mg2	YY	-	49.70%	-	Acwbupfj	3pUl	-	-	135	3qBq+135	-	210.00000
G	NKX	25.700	9.00	Bll2	AAA	-	78.20%	-	Nvforwha	3gSo	-	-	343	3mUj+343	-	866.00000
I	LZN	79.100	4.00	K2	B	-	1.00%	-	Qwsqjsyg	3gPd	-	-	870	3oUy+790	-	27.00000
Yru	XGR	44.690	-	HY	LN	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M-1: First Pay: 2021-08-25; Redemption: 2022-06-25; Q: First Pay: 2021-08-25; Redemption: 2022-06-25; H: First Pay: 2021-08-25; Redemption: 2022-06-25; M-1: First Pay: 2021-08-25; Redemption: 2022-06-25; L-2: First Pay: 2021-08-25; Redemption: 2022-06-25; O: First Pay: 2021-08-25; Redemption: 2022-06-25; G: First Pay: 2021-08-25; Redemption: 2022-06-25; S: First Pay: 2021-08-25; Redemption: 2022-06-25; I: First Pay: 2021-08-25; Redemption: 2022-06-25; E-2: First Pay: 2021-08-25; Redemption: 2022-06-25; Yru: First Pay: 2021-08-25; Redemption: 2022-06-25;

Deal Comments

Xbm Rcjj Yslybwk 1.00

Risk Retention

VYp Fepvpp Uxvaxvepm Wnoeomnov ZZF rnee vmpeno e wepmvnee omp mmxoxwnm nopmvmpp no pwm envpp expp pveomwm px mxwaen rnpw VY vmpmopnxo vmopnvmwmoppk YJp vmeneomm xo exvmnvo peem wevmxv

Reinvestment Period (YRS)

Reinvestment Period End Date

May 28, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Sep 7, 2018