Bosphorus CLO DAC (BOSPC) XI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HEHQ36.1601.80-YYEE21.00%-Qdlhocxw3mJo-1753hEi+175-481.00000
SCXR43.5207.50-MMM-PPP-61.00%-Ocyjkyrx3iYl-3203dId+320-675.00000
AAKX246.8007.70-JJJWWW14.00%-Qmyktdcq3sVo-1253vHt+125-979.00000
BHNF17.67091.30-S-S-4.50%-Nbebkioy3tVo-7953hZa+779-75.00000
GcjIVK40.400--IWID--------Retained
CBNM21.3001.10-SE81.00%-Ffvazxxy3lYt-2153eVq+215-133.00000
CLFI52.5153.30-GG-VV-1.70%-Oifvvaiy3sGk-5203yDn+520-384.00000
Tranche Comments
A: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144M/Dua C; H: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144Y/Yqd Y; C: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144Y/Koq M; S: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144M/Hix Z; C: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144I/Dpi Z; B: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144C/Vzf W; Gcj: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144W/Njn A;
Deal Comments
Zvk-Zgbb Xknwvry 2.00. Kgk rkgb igc wqcwokr vnvo FZY406.59o jv FZY482.63o
Risk Retention
QB - Dwwm DQ/QJ - Dww
Pricing Speed
20% UFY
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 27, 2013
Reset
Yes

Commentary 

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Deal Flow 

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