VIII

Cross Ocean Bosphorus CLO DAC (fka Bosphorus CLO DAC) (BOSPC) VIII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Cross Ocean Partners Management LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
K	QAX	539.000	9.20	Zhh	-	PPP	17.00%	-	Zdkspoou	3jXr	-	-	180	3sKw+180	-	440.00000
Bdv	GZN	93.140	-	UP	-	GG	-	-	-	-	-	-	-	-	-	Retained
Q	ZDW	18.729	3.20	Iz3	-	AA-	94.00%	-	Jbkxerqp	3gNx	-	-	900	3aUl+761	-	13.00000
L	FAU	37.000	9.30	Ta2	-	RR	26.00%	-	Ikmlzxej	3eVp	-	-	315	3zPa+315	-	141.00000
F	XEF	46.100	1.20	Tff3	-	HHH	24.96%	-	Ivzcxrnl	3tXy	-	-	660	3oAp+660	-	458.00000
Q	YTP	59.574	2.90	W2	-	N	69.14%	-	Khymbkip	3pTu	-	-	440	3fDe+440	-	702.00000
Q	XFG	3.000	8.90	K3	-	W-	8.00%	-	Fkwoteeh	3oDi	-	-	1249	3dXm+1032	-	57.20000

Tranche Comments

K: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144U/Ozi I; L: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144E/Xyh M; Q: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144W/Ddy U; F: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144V/Acd A; Q: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144J/Mbz G; Q: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144Q/Lon M; Bdv: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144N/Rff C;

Deal Comments

Sgl Mjnn Ilmlgbh 2.00

Risk Retention

NW/WG - Wxtk WE - Wxt

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 24, 2007

WAL Test Period (YRS)

WAL Test Period End Date

Dec 3, 2009