Bosphorus CLO DAC (BOSPC) VIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ENYC62.7206.90Ann3-YYY12.80%-Gurvaaub3iSn-6603kMa+660-101.00000
UGUK3.0006.20E3-U-6.00%-Hwqcrtbm3gVd-12493mHe+1032-35.80000
CJKZ48.9228.60G2-I39.42%-Ndqowqrf3lRn-4403yYw+440-956.00000
QezAQI10.870-GI-UW--------Retained
VWCG77.4536.70Ms3-OO-46.00%-Fuodrtnp3lAo-9003rEo+761-97.00000
DMPF840.0005.20Gzz-QQQ76.00%-Pfuzhdpp3yDg-1803oAw+180-880.00000
LMEI51.0003.50Ly2-KK23.00%-Mwxeouad3qSa-3153fJs+315-542.00000
Tranche Comments
D: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144W/Las W; L: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144B/Xne S; C: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144C/Wjt R; E: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144I/Bts T; V: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144T/Wkw X; U: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144Q/Xrj A; Qez: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144V/Kfh V;
Deal Comments
Bvf Hauu Ugycvjm 2.00
Risk Retention
TU/UQ - Ydqw UN - Ydq
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 15, 2010
Reset
Yes
WAL Test Period (YRS)
4
WAL Test Period End Date
Jan 24, 2026

Commentary 

Upgrade Plan

Deal Flow 

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