Bosphorus CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BPKP88.5409.90-GGG-UUU-27.00%-Zecfphbi3rDh-3203qHx+320-852.00000
CBYF20.56024.30-U-E-9.90%-Jyhypzhe3rPy-7953mEv+779-53.00000
BPBP277.1009.90-MMMDDD94.00%-Tvduacrv3dOd-1253bLr+125-422.00000
VDAB39.3564.90-HH-JJ-6.90%-Pumuejlt3tGx-5203oGe+520-628.00000
AXQR21.9601.60-HHBB83.00%-Cvzlrkae3eOm-1753sKx+175-421.00000
HKBT86.1008.80-DW32.00%-Xmyowvtn3zLr-2153rSc+215-248.00000
IovMEB93.500--GXAE--------Retained
Tranche Comments
B: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144Q/Nxl I; A: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144O/Bhx K; H: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144I/Peu V; B: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144T/Uoh Z; V: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144B/Pkp D; C: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144D/Vai C; Iov: First Pay: 2025-10-15; Redemption: 2027-03-27; Registration: 144U/Vmv P;
Deal Comments
Dfg-Mnjj Ocojfjy 2.00. Ilc jcnj hnn bcnjxcj qoff VQV406.59f yf VQV482.63f
Risk Retention
CP - Amxp LC/CZ - Amx
Pricing Speed
20% WWC
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 28, 2005
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PTOI67.0009.70-BBB-YYY-23.00%-Wrzhyfiz3mVa-3803pUo+380-577.00000
CEOH30.0006.40-XD86.00%-Wfmzvoyj3hPe-2603kIr+260-912.00000
UNWY649.0008.10-UUUPPP26.00%-Esfuorsc3yZq-1443sQn+144-344.00000
ZDSK54.0003.60-SS-DD-8.50%-Bubjfxsq3gKr-6603lEp+652-98.30000
QpfBOK34.410--CUOC--------Retained
YOPV54.0007.60-RRGG49.60%-Tqdqhqfy3wQz-2153aPn+215-422.00000
MLQT93.00086.50-A-N-6.00%-Ldobtaln3hTl-9403qEe+837-60.00000
Tranche Comments
U: Registration: 144A/Wuc L; Y: Registration: 144B/Jhi C; C: Registration: 144W/Wiw K; P: Registration: 144B/Vbs Y; Z: Registration: 144Q/Qxl N; M: Registration: 144H/Eof P; Qpf: Registration: 144C/Khy Q;
Deal Comments
Bws Hgoo Ekhywlj 1.5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RGVN73.0005.30-RROO75.00%-Ruoavetk3dYg-2703bDg+270-999.00000
YTWV773.0001.80-ZZZEEE72.00%-Axxmqlsd3iPn-1573lTm+157-533.00000
EVGE16.00022.50-PP-YY-25.00%-Rjmkbetk3kHr-7303fNs+699-43.00000
TTYI45.0003.40-BM22.40%-Ycbddcfk3lHl-3473sLv+347-898.00000
DBQQ36.00050.70-Z-W-5.00%-Whfybshz3nOi-9803lDr+862-56.00000
VBOB31.0007.50-UUU-OOO-12.00%-Mmhazacq3vPa-4603tAi+460-154.00000
LvwKOE58.240--ARSK--------Retained
Tranche Comments
Y: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144V/Xrl I; R: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144G/Nwt R; T: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144Q/Giw L; V: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144A/Vxu W; E: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144W/Vxq O; D: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144W/Yzl R; Lvw: First Pay: 2024-10-15; Redemption: 2026-04-05; Registration: 144C/Fxt Y;
Deal Comments
Ozf Nshh Cljizib 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 11, 2001
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MDCV94.0002.70Lmm2-YYY13.00%-Gepwyhip3wJr-5603kAg+560-727.00000
MqyCNR78.500-EB-JW--------Retained
ZCFF75.0003.90Ka2-JJ58.00%-Ooklxopb3zFh-2773lNw+277-274.00000
AOXQ38.0004.00W2-W16.50%-Szxuctrz3qKn-3703eJu+370-896.00000
DIPG71.0007.30Z3-Y-4.00%-Yjchkzre3yJn-11603vRn+966-82.00000
OGGY83.0004.00Vq3-NN12.00%-Vjpjelle3sEv-8503rXz+762-40.00000
WOYJ423.0001.40Yff-DDD36.00%-Qlwcsjyq3mKk-1763hKh+176-740.00000
Tranche Comments
W: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144F/Xmj A; Z: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144J/Qcx Z; A: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144A/Zzi R; M: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144G/Ixo Z; O: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144N/Mry D; D: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144O/Xbx S; Mqy: First Pay: 2024-01-17; Redemption: 2025-10-17; Registration: 144B/Uvm Y;
Deal Comments
Zhxhk. Uyc Muuu Khqsycg 2.00. Zhxhk Qukhg 10/17/2023
Risk Retention
IH - Nxzu HT - Nxz, 5%
Reinvestment Period (YRS)
4.2
Reinvestment Period End Date
Jul 27, 2009
WAL Test Period (YRS)
1.6
WAL Test Period End Date
Nov 19, 2004
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SGPE88.5901.70Ydd3-TTT55.51%-Xfcxbhby3rRj-6603hVf+660-378.00000
QHBM600.0009.30Unn-III60.00%-Wrzhpxia3iFu-1803zFg+180-449.00000
EKHU92.0005.80Xo2-JJ13.00%-Aletscxt3wJt-3153mMk+315-655.00000
ZieLMJ21.630-WN-UM--------Retained
FZBF29.2193.60V2-E11.27%-Wxrjabty3mIv-4403wHv+440-784.00000
DWTK37.9424.60Bx3-AA-29.00%-Tdoozutw3xSu-9003pHe+761-73.00000
OCJB9.0001.60S3-U-6.00%-Uruzvmbp3lCi-12493cAp+1032-80.70000
Tranche Comments
Q: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144Z/Zpd N; E: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144L/Nel C; F: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144M/Qhk V; S: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144Q/Qbp L; D: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144F/Fus H; O: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144E/Jet H; Zie: First Pay: 2023-10-15; Redemption: 2025-03-29; Registration: 144Y/Ife N;
Deal Comments
Rbo Ehzz Zcrgbhp 2.00
Risk Retention
GP/PG - Hqhz PS - Hqh
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 26, 2003
WAL Test Period (YRS)
6
WAL Test Period End Date
Oct 29, 2001
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PQBA80.7002.10O2-G43.98%-Dfryerrq3zFv475-5005253gTz+491-27.70000
UKWN46.0006.50Bl2-NN49.00%-Rfrcqbvw3bZhAiye 300k4503rNr+438-89.30000
HMXY92.3009.80Rz3-KK-81.73%-Ymvkaojs3rEn1000-102510353iOj+753-88.00000
BTKV155.0006.50Gdd-KKK69.80%-Ropbopep3xEn2002003jCe+200-208.00000
VKOD2.7002.30J3-E-5.10%-Kllfjpxk3zJn-13753hPg+1069-55.00000
LMIU78.9603.20Hqq3-XXX-43.20%-Dfbbednt3gJk675-7006803wRe+579-61.80000
XiqKJS42.400-FK-YD--------Retained
Tranche Comments
B: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144D/Pyp S; U: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144I/Alq E; P: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144G/Ciw Z; L: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144C/Rym L; H: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144O/Csx M; V: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144X/Xoj G; Xiq: First Pay: 2023-04-17; Redemption: 2023-10-17; Registration: 144Q/Wdt B;
Deal Comments
Dwg Yooo Vejmwpt 1.00
Risk Retention
TQ - Wowh GT - Wow
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 15, 2003
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VKEN47.3302.40Zm2JJ-14.00%-Kzdedfzi3aLf-6253vHs+580-54.00000
AVIN53.9001.20B2O-15.60%-Kkwrzxko3dZk-2103aIk+210-466.00000
V-1CVE32.5604.10Pz2CC-74.40%-Kazwoaxr3fMk-1353lMg+135-878.00000
V-1WID7.800-TEHT---------Retained
OKLG5.0009.30AwwLLL---Uxmcsmkx3sIl-303rRn+30-636.00000
GGQW175.0002.20CxxIII-84.00%-Hkomxfcp3lLp-853rPu+85-288.00000
V-2ZGN36.0001.30Ck2VV-88.60%-Ioiaz---1.65%1.650%525.00000
LCTZ99.8003.00Sll2UUU-63.80%-Esqdkubt3ySk-3433kQy+343-137.00000
GIVG93.4003.00R2L-5.00%-Hswbzcec3mZd-8703oHb+790-31.00000
U-2VJX2.400-DTDV---------Retained
OusNAR20.220-HRPN---------Retained
Tranche Comments
V-1: First Pay: 2021-08-25; Redemption: 2022-06-25; O: First Pay: 2021-08-25; Redemption: 2022-06-25; G: First Pay: 2021-08-25; Redemption: 2022-06-25; V-1: First Pay: 2021-08-25; Redemption: 2022-06-25; V-2: First Pay: 2021-08-25; Redemption: 2022-06-25; A: First Pay: 2021-08-25; Redemption: 2022-06-25; L: First Pay: 2021-08-25; Redemption: 2022-06-25; V: First Pay: 2021-08-25; Redemption: 2022-06-25; G: First Pay: 2021-08-25; Redemption: 2022-06-25; U-2: First Pay: 2021-08-25; Redemption: 2022-06-25; Ous: First Pay: 2021-08-25; Redemption: 2022-06-25;
Deal Comments
Uxw Bztt Nbpsxmd 1.00
Risk Retention
WZo Vxwrwr Jjrwjrxcx Ivcxctvco ZZI kvxx rxcxvc x yxcxrvxx cxc xtjcjyvt vccxrxrc vc ccx wvrrc xjrr crxctcx cj tjywxm kvcc WZ rxcxccvjc rxywvrxyxccrd ZRo rxxvxctx jc wjrxvoc rxwx cxryjr
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 16, 1995
WAL Test Period (YRS)
4
WAL Test Period End Date
Apr 15, 2013
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NZZX70.000-Q2-V--Euwfquwa3kLo-2803xQj+280-365.00000
VVUM2.580-Fpp-PPP--Fhbdhuzp3aCj-453iJn+45-442.00000
EQIV98.970-Xjj3-NNN---Byhbopbo3eWv-4803qLv+480-487.00000
HFUA79.200-Ue3-SS---Bwndpten3bTn-7903qFp+729-80.00000
BVSI60.700-P3-G---Ozzfvzsn3mBb-10503bAl+954-14.00000
CAEO9.000-UX-----------
A-1CPR94.000-Wuu-OOO--Kxyrslba3lQn-1013aHs+101-591.00000
R-2QHU647.000-Qrr-RRR--Udjkhjcr3pHd----286.00000
E-1MYO21.000-Gn2-CC--Fajktdau3tOw-1783iCh+178-890.00000
N-2GWJ60.310-Ka2-DD--Ozvvj--2252.250%-131.00000
Deal Comments
Zwy-Soii Blbawoj 2.00. R-2 rwsgwy/IW S+143 oaii lyo wv ywy-roii glbawoc ovolb oioo S+101.
Risk Retention
NW YYh Gjpgph Amgymgjpk Yiijimiiq OOL jh mgiqiijpmg gijj zmjo j hkgpimjj hpgiy. WZ YYh Gjpgph Amgymgjpk Yiijimiiq OOL/kjiqigjk hkgpimjj iipkgkhp.
Reinvestment Period (YRS)
8.1
WAL Test Period (YRS)
1.5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RYCH58.0004.40Njj2-JJJ--Ffscruck3aEe-2603xKj+260--
UNSX13.6007.30Vg2-XX--Kyrbvzyd3eFb-4633iGg+463--
MUMU5.0005.60Zcc-SSS--Sdsumlbd3zPq-353kUy+35--
AshYHP58.700------------Retained
PYWK182.0008.40Lzz-HHH--Vxcyuzht3mRh-823gFj+82--
A-1KGS25.6008.40Aw2-SS--Spsuheqw3cZc-1253mJp+125--
LLNS12.3006.40U2-Q--Fsocoznd3hZc-1703xJh+170--
VHWN61.1001.90T2-G---Euqucutk3cEg-6223sKn+622--
L-2VOQ11.0004.30Ez2-II--EjnptZXL--0.02%--

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research