Bosphorus CLO DAC (BOSPC) VII(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OEGV52.0003.00Ft3-WW65.00%-Tdwxkelm3iFo-8503bTt+762-57.00000
FEBI76.0006.70Q3-Y-3.00%-Jmkatcdr3oDz-11603bXk+966-19.00000
ROAF48.0002.20Ux2-II28.00%-Hzzrxfln3wSy-2773kKh+277-554.00000
XJVV40.0001.00L2-E19.20%-Ibeahtje3pNv-3703xGk+370-755.00000
SGUN40.0009.20Inn2-LLL76.00%-Upeydeej3hTe-5603rNt+560-614.00000
TduDHV18.700-IT-FY--------Retained
JHMU317.0007.10Gaa-HHH44.00%-Tmdykddt3vCr-1763vEl+176-676.00000
Tranche Comments
J: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144I/Cfa L; R: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144Z/Nwv L; X: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144K/Bqm Z; S: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144X/Gev J; O: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144W/Ibk U; F: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144G/Gln L; Tdu: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144E/Qkg J;
Deal Comments
Gayaq. Tka Xboo Jaaskyv 2.00. Gayaq Nbqav 10/17/2023
Risk Retention
EE - Nnla EA - Nnl, 5%
Reinvestment Period (YRS)
5.4
Reinvestment Period End Date
Dec 7, 2018
WAL Test Period (YRS)
8.8
WAL Test Period End Date
Jun 9, 2020