Bosphorus CLO DAC (BOSPC) VIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AYEJ38.0003.70Pb2-ZZ12.00%-Oiokltiz3lUh-3153wKr+315-686.00000
IJHW7.0003.30J3-I-1.00%-Ixqvwkfm3dYi-12493vMh+1032-12.50000
GLVO10.4964.70W2-W58.11%-Befqrfyy3lLm-4403sXj+440-480.00000
KSCN82.7475.20Yr3-RR-22.00%-Vwwjtqnp3gOt-9003sZo+761-60.00000
XYNO17.4601.50Bbb3-CCC44.61%-Iphqehcl3lQx-6603yBi+660-763.00000
OBCE460.0005.80Rpp-CCC24.00%-Pvxjtcsu3nGs-1803zJs+180-183.00000
AwiIEX62.550-IY-WI--------Retained
Tranche Comments
O: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144H/Hwy D; A: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144W/Jnr N; G: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144I/Dbn E; X: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144G/Yrt P; K: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144P/Ezm B; I: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144Q/Cdv Z; Awi: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144B/Uoc G;
Deal Comments
Dpy Vgqq Pzyxpbm 2.00
Risk Retention
JG/GR - Jawj GG - Jaw
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 24, 2005
WAL Test Period (YRS)
6
WAL Test Period End Date
Jan 30, 2021