FINSIGHT

Bosphorus CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	248.000	5.70	Aaa	-	AAA	38.00%	-	Floating	3mEu	-	176	3mEu+176	-	100.00000
B	EUR	40.000	7.40	Aa2	-	AA	28.00%	-	Floating	3mEu	-	277	3mEu+277	-	100.00000
C	EUR	22.000	8.00	A2	-	A	22.50%	-	Floating	3mEu	-	370	3mEu+370	-	100.00000
D	EUR	26.000	8.50	Baa2	-	BBB	16.00%	-	Floating	3mEu	-	560	3mEu+560	-	100.00000
E	EUR	20.000	9.00	Ba3	-	BB	11.00%	-	Floating	3mEu	-	850	3mEu+762	-	95.00000
F	EUR	12.000	9.50	B3	-	B-	8.00%	-	Floating	3mEu	-	1160	3mEu+966	-	90.00000
Sub	EUR	37.500	-	NR	-	NR	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144A/Reg S; B: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144A/Reg S; C: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144A/Reg S; D: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144A/Reg S; E: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144A/Reg S; F: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144A/Reg S; Sub: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00. Reset Date: 10/17/2023

Risk Retention

EU - Yes; US - Yes, 5%

Reinvestment Period (YRS)

4.5

Reinvestment Period End Date

Apr 17, 2028

Reset

Yes

WAL Test Period (YRS)

8.5