Bosphorus CLO DAC (BOSPC) VII(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FIXU91.0009.40To2-NN17.00%-Arcmuwec3aAq-2773eQc+277-972.00000
SSKN87.0003.00H2-J12.90%-Hjejxpud3jDm-3703tGk+370-696.00000
OWBX11.0004.20Kxx2-III65.00%-Bmxuyvey3kVm-5603cOn+560-691.00000
DGOX80.0004.00Kr3-BB91.00%-Jjlskcen3fXd-8503gOd+762-60.00000
IQYF30.0004.60U3-D-5.00%-Dbdvjvnw3aZb-11603pCg+966-61.00000
SmaOLT58.200-EK-QJ--------Retained
DNOU617.0004.40Kpp-VVV11.00%-Qzcedevo3bKq-1763wBu+176-901.00000
Tranche Comments
D: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144O/Fsh F; F: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144U/Ipc R; S: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144P/Yyn E; O: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144B/Jke J; D: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144Y/Efl U; I: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144F/Wdq M; Sma: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144V/Yfi T;
Deal Comments
Xzuzk. Imf Zakk Bzwjmwt 2.00. Xzuzk Jakzt 10/17/2023
Risk Retention
XC - Tjir CO - Tji, 5%
Reinvestment Period (YRS)
2.3
Reinvestment Period End Date
Aug 23, 2014
Reset
Yes
WAL Test Period (YRS)
4.2
WAL Test Period End Date
Nov 16, 2017

Commentary 

Upgrade Plan

Deal Flow 

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