Bosphorus CLO DAC (BOSPC) VIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JJDR863.0005.10Vtt-AAA50.00%-Vbqczoae3bYd-1803dFa+180-752.00000
FDDV75.7901.10Fkk3-TTT43.93%-Rdooqbny3qVl-6603iZj+660-343.00000
SXDK28.2445.40B2-Q82.57%-Quyurbhe3fEi-4403dOp+440-783.00000
DZHA70.8071.90Yy3-RR-48.00%-Rwyyhrqc3bGb-9003eZy+761-91.00000
ZdqEJU93.110-YX-MA--------Retained
ZVUE73.0005.40Ql2-FF10.00%-Phebtrdo3vQp-3153iPt+315-420.00000
GSDW1.0007.10C3-D-9.00%-Qezzmoqp3hFa-12493aUv+1032-75.90000
Tranche Comments
J: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144G/Eus A; Z: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144U/Edg W; S: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144W/Zwm O; F: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144Q/Xoc X; D: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144Z/Blx O; G: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144K/Aom F; Zdq: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144G/Ahq C;
Deal Comments
Zys Vkbb Ttqiyhw 2.00
Risk Retention
IR/RN - Ytly RB - Ytl
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 24, 2010
WAL Test Period (YRS)
5
WAL Test Period End Date
Jun 4, 2023