Bosphorus CLO VII: 02 November 2022

The transaction is a European cash flow CLO securitisation via Deutsche, where the pool comprises primarily of Senior Secured Obligations (min of 92.5%) and further exposure to Senior Unsecured, Mezzanine, Second-Lien Loans and High-Yield Bonds. The portfolio will be actively managed by Cross Ocean Advisor LLP.

The transaction features a non-call period which ends on 17 October 2023, and a reinvestment period until 17 October 2023.