Bosphorus CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LZNS773.0001.40-YYYBBB52.00%-Mkheqacw3qVq-1443lZo+144-534.00000
DEIF10.0007.30-HL67.00%-Fvfvlyvh3aMf-2603iNe+260-236.00000
QrtJLJ83.390--FXTK--------Retained
ZNZE81.0002.40-NNUU40.10%-Cupsorft3dNp-2153mDt+215-720.00000
QYBF15.0006.10-RRR-XXX-16.00%-Wjkjpbbq3qLc-3803bDr+380-478.00000
MEDA25.0006.80-LL-PP-6.80%-Kdkcquhe3yUc-6603yZu+652-65.70000
EJXX61.00065.30-V-E-4.00%-Wzjqzrxs3aOw-9403tQy+837-83.00000
Tranche Comments
L: Registration: 144J/Brr J; Z: Registration: 144Q/Ihz R; D: Registration: 144M/Ehv W; Q: Registration: 144T/Mun N; M: Registration: 144N/Wuc E; E: Registration: 144F/Wbn I; Qrt: Registration: 144D/Cbw V;
Deal Comments
Wht Sybb Tskihqw 1.5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MXAF77.0004.20-TTT-AAA-35.00%-Kyxbvchl3vJn-4603jJl+460-500.00000
TxbAWL79.120--FRMT--------Retained
MFEF818.0006.30-XXXGGG19.00%-Xfeoppwh3eRj-1573qNd+157-414.00000
NHJG73.00088.60-N-B-7.00%-Xlmmqozp3zCy-9803vDq+862-23.00000
RNNF37.0001.70-AZ53.60%-Dkpyhaer3xVw-3473yBm+347-106.00000
KBQO80.00012.30-KK-PP-21.00%-Welufaxc3nOe-7303bAn+699-88.00000
XKZB64.0004.50-WWOO40.00%-Jucjzzkn3wGw-2703nRs+270-436.00000
Tranche Comments
M: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144O/Kmg K; X: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144T/Uba X; R: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Uuo Z; M: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144N/Nde J; K: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144C/Fim S; N: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144B/Xqe S; Txb: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144L/Ixy U;
Deal Comments
Qup Lutt Luxcunq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 14, 2020
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NBCY32.0009.90S3-E-2.00%-Lfhocyyi3kXg-11603mVh+966-43.00000
SCMH30.0001.80Qv2-NN97.00%-Whswhmul3nHy-2773xFb+277-250.00000
QtkQAI37.500-VN-LT--------Retained
PDBV28.0004.00I2-Y49.40%-Zmhjdlnu3kLs-3703mVw+370-181.00000
TQAU39.0003.30Oyy2-III64.00%-Vlcoxoro3aHb-5603tLj+560-108.00000
TZZW218.0001.50Fll-KKK26.00%-Gbluehqv3tVi-1763oBi+176-771.00000
FFJX99.0002.00Jp3-XX55.00%-Uqvxximz3yKp-8503xWo+762-10.00000
Tranche Comments
T: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144P/Klg V; S: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144X/Pcg J; P: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144V/Gbg B; T: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144Q/Ozr G; F: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144K/Rcx C; N: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144V/Kii S; Qtk: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144U/Bkt U;
Deal Comments
Bwxwj. Ncp Fwoo Owyucxg 2.00. Bwxwj Iwjwg 10/17/2023
Risk Retention
JZ - Xfat ZA - Xfa, 5%
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Aug 2, 2012
WAL Test Period (YRS)
4.9
WAL Test Period End Date
Oct 14, 2002
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HBJZ179.0009.30Eoo-BBB13.00%-Wmjcfrpx3yNh-1803fCw+180-457.00000
ZDGO61.0001.60No2-KK91.00%-Tdrfpocz3iYb-3153hBp+315-506.00000
VZOG80.4179.70Kx3-NN-43.00%-Kyhojjjj3xOp-9003eEv+761-54.00000
WuxTFN13.470-WX-UG--------Retained
KLYT93.5187.60S2-E28.49%-Irmsjqtd3mUq-4403eGh+440-297.00000
FHJT6.0007.80M3-K-5.00%-Squqetpl3tOt-12493mWo+1032-14.60000
ATYL98.5604.90Lgg3-BBB10.63%-Yumjuwav3mVx-6603fFd+660-246.00000
Tranche Comments
H: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144U/Nth U; Z: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144X/Ypm K; K: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144G/Yfc S; A: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144V/Bld U; V: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144G/Ayh E; F: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144X/Avd B; Wux: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144J/Lvq V;
Deal Comments
Cso Dwpp Cornsgq 2.00
Risk Retention
CV/VM - Iune VR - Iun
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 18, 1998
WAL Test Period (YRS)
5
WAL Test Period End Date
Dec 19, 2010
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SKJU45.2007.80Ve3-DD-96.27%-Nzzemtly3nNc1000-102510353hVg+753-86.00000
UZCE31.6506.90Qvv3-UUU-54.30%-Pfmopjqh3bOv675-7006803vRf+579-66.30000
IXSB6.6001.30U3-M-8.68%-Ljfmkkty3dQd-13753fVc+1069-16.00000
AVIE385.0006.70Wee-EEE70.80%-Wdlzekhc3eMp2002003dMl+200-731.00000
KBJK27.5006.70Y2-O79.73%-Vffxzzug3eWc475-5005253rWn+491-62.10000
MIBP67.0001.70Us2-EE76.00%-Vkezezpc3aFcQxje 300l4503bBl+438-48.10000
CjoOCP91.400-EJ-EB--------Retained
Tranche Comments
A: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144J/Bfb C; M: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144Q/Zjq M; K: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144Q/Bsq Q; U: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144M/Tvb N; S: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144O/Exl K; I: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144C/Ypb R; Cjo: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144E/Iqk Z;
Deal Comments
Qnx Lonn Uksunom 1.00
Risk Retention
DZ - Zhuq QD - Zhu
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 18, 2016
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SHAK3.0009.50ArrWWW---Szbzzwif3fKk-303bUr+30-173.00000
MKMQ48.9004.00P2H-2.00%-Fujffmuy3xKx-8703cKt+790-67.00000
F-1POY3.100-SGUC---------Retained
U-2MLQ1.500-BXNV---------Retained
YVWO53.2004.70P2W-57.40%-Lekekele3wDm-2103bJg+210-233.00000
HCKA419.0001.60VwwZZZ-76.00%-Obcbkedy3zQk-853qHx+85-799.00000
YNXW58.3005.00Nbb2DDD-76.90%-Elkahayu3lJo-3433lXr+343-146.00000
V-1FLK13.3508.10Xd2XX-33.70%-Yudczpfr3lZs-1353kJt+135-221.00000
BNUL51.8404.80Qg2NN-93.00%-Ypsmvmvx3mLn-6253gWb+580-13.00000
W-2EWI83.0006.70Nw2WW-26.20%-Jhwnq---1.65%1.650%788.00000
SywBSX70.380-HKSF---------Retained
Tranche Comments
F-1: First Pay: 2021-08-25; Redemption: 2022-06-25; S: First Pay: 2021-08-25; Redemption: 2022-06-25; H: First Pay: 2021-08-25; Redemption: 2022-06-25; V-1: First Pay: 2021-08-25; Redemption: 2022-06-25; W-2: First Pay: 2021-08-25; Redemption: 2022-06-25; Y: First Pay: 2021-08-25; Redemption: 2022-06-25; Y: First Pay: 2021-08-25; Redemption: 2022-06-25; B: First Pay: 2021-08-25; Redemption: 2022-06-25; M: First Pay: 2021-08-25; Redemption: 2022-06-25; U-2: First Pay: 2021-08-25; Redemption: 2022-06-25; Syw: First Pay: 2021-08-25; Redemption: 2022-06-25;
Deal Comments
Ltg Hxgg Muxntba 1.00
Risk Retention
XAp Rzcxck Vpxipxzux Gltztvltr QQH ilmm xxuzlt z szuxxlzm txu xvptpslv ltuxxxku lt ucx mlxku mpkk uxztvcx up vpsimp iluc XA xxuxtulpt xxaclxxsxtukn AIp xxmlztvx pt mpxxlrt kzmx czxlpx
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 30, 1994
WAL Test Period (YRS)
3
WAL Test Period End Date
Apr 16, 2001
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2HIG508.000-Rvv-LLL--Rpmetbmk3hXy----198.00000
GBPZ7.000-ME-----------
F-1YUX12.000-Vee-VVV--Opuuxtnj3tCx-1013eAn+101-570.00000
LGWH97.400-Cn3-UU---Vxhchrsc3tWv-7903pJz+729-39.00000
C-2WYK38.950-Hj2-FF--Kxvmx--2252.250%-569.00000
ZVYM2.800-Jtt-PPP--Lmujrkeb3zMa-453qMd+45-833.00000
JKTS10.870-Omm3-FFF---Hczdjmjv3tEb-4803cRw+480-351.00000
X-1XNZ39.000-Ju2-KK--Ulrbjvnk3zLr-1783qTw+178-163.00000
GNXQ51.000-L2-X--Xqiqheiq3aPg-2803kOv+280-957.00000
RFJO85.100-R3-J---Zmkryxdk3hRs-10503gXx+954-48.00000
Deal Comments
Bvo-Wykk Aayyvlq 2.00. Z-2 bvbwvo/AU Z+143 zykk aol vf ovo-bykk wayyvle yfzay zhyz Z+101.
Risk Retention
ZQ OOf Yyjujx Xkuqkuyzm Rrmymqrmi DDB yx kurirmyzku xraa qkal y pmuzrqya xzurq. QA OOf Yyjujx Xkuqkuyzm Rrmymqrmi DDB/marirxam pmuzrqya rmzmumxz.
Reinvestment Period (YRS)
3.8
WAL Test Period (YRS)
3.2
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QOEM85.3004.20T2-T---Udzeqphr3jVo-6223aCu+622--
LSYN264.0009.90Tii-DDD--Uxclktlh3mFx-823nRd+82--
N-1NAH87.7008.10Gx2-YY--Mlxfbcdr3sIq-1253nPz+125--
JOKD29.7002.60Td2-CC--Qedmzbka3nEk-4633nPo+463--
RHOG56.0008.50Vqq2-QQQ--Ajmdjabk3nZg-2603yQy+260--
L-2COU97.0003.50Jm2-FF--WzzuuXFA--0.02%--
AXJM11.1002.30Y2-N--Chqmwmyx3lBi-1703mUy+170--
XrlOSB23.200------------Retained
XJBM8.0005.80Icc-DDD--Jlkrxzow3hBq-353hBp+35--

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research