Bosphorus CLO DAC (BOSPC) VII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XWNZ32.7005.20K2-R45.11%-Llxkjzwm3aAo475-5005253yMm+491-28.50000
UYGQ92.7906.20Poo3-XXX-70.30%-Mwdwmziy3hNk675-7006803dRv+579-71.90000
YYSN5.3007.50J3-X-4.80%-Lzjrjhpm3oTb-13753xIs+1069-50.00000
HNCY82.7005.60Wp3-DD-71.36%-Hwyucsck3xYg1000-102510353tNc+753-93.00000
JSWL825.0001.30Zww-WWW41.60%-Ykesdctr3qUx2002003mIy+200-639.00000
HkdVVF91.800-WA-QJ--------Retained
JNSQ73.0003.10Fg2-XX98.00%-Qrrshwuc3xIrAmbx 300s4503qAc+438-48.50000
Tranche Comments
J: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144L/Eak L; J: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144M/Eaz A; X: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144X/Acy Q; U: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144U/Mqk X; H: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144L/Mmc K; Y: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144J/Dte I; Hkd: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144V/Zff G;
Deal Comments
Vwv Jjaa Htynwul 1.00
Risk Retention
JL - Brya UJ - Bry
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 29, 2012
Reset
Yes