Bosphorus CLO DAC (BOSPC) VIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JYJZ25.0009.50Ht2-TT80.00%-Orkbrfkz3wBl-3153dDh+315-257.00000
GKVO27.1717.90B2-B18.30%-Bluoqamn3xLd-4403kGr+440-591.00000
WKGG7.0008.10E3-O-9.00%-Sthzptmp3jUa-12493eDu+1032-99.90000
KZTK897.0007.30Dgg-PPP59.00%-Qrcdjpyy3vSq-1803mAl+180-362.00000
IFBZ71.9445.40Ht3-CC-13.00%-Jskzweae3xTb-9003xZx+761-95.00000
JiyHXV90.170-DQ-MJ--------Retained
MWVG77.4809.60Sgg3-XXX58.91%-Jdqxmowc3mWm-6603nBk+660-505.00000
Tranche Comments
K: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144L/Luq L; J: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144D/Wbk F; G: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144G/Wvh V; M: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144L/Jyq N; I: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144A/Neh K; W: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144Q/Rox V; Jiy: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144P/Pdo C;
Deal Comments
Awz Lymm Mamtwdq 2.00
Risk Retention
CG/GO - Qlto GP - Qlt
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 16, 2000
WAL Test Period (YRS)
9
WAL Test Period End Date
Jan 7, 2014