Cross Ocean Bosphorus CLO XIII DAC Cash Flow Notes Assigned Ratings - S&P Global Ratings’ Credit Research

Cross Ocean Bosphorus CLO XIII DAC Cash Flow Notes Assigned Ratings

Cross Ocean Bosphorus CLO XIII DAC Cash Flow Notes Assigned Ratings - S&P Global Ratings’ Credit Research
Cross Ocean Bosphorus CLO XIII DAC Cash Flow Notes Assigned Ratings
Published Oct 29, 2026
Published Oct 29, 2026
Price US$ 150.00  |  Buy this Report Now

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Abstract:

Ratings Class Rating* Amount (mil. €) Credit enhancement (%) Interest rate§ A AAA (sf) 270.00 38.00 Three/six-month EURIBOR plus 1.29% A Loan AAA (sf) 40.00 38.00 Three/six-month EURIBOR plus 1.29% B AA (sf) 55.00 27.00 Three/six-month EURIBOR plus 1.85% C A (sf) 30.00 21.00 Three/six-month EURIBOR plus 2.20% D BBB- (sf) 35.00 14.00 Three/six-month EURIBOR plus 3.10% E BB- (sf) 22.50 9.50 Three/six-month EURIBOR plus 5.95% F B- (sf) 15.00 6.50 Three/six-month EURIBOR plus 8.96% M-1 NR 5.00 N/A N/A M-2 NR 5.00 N/A N/A Sub NR 43.10 N/A N/A *The ratings assigned to the A Loan and class A and B notes address timely interest and ultimate principal payments. Our ratings address ultimate interest and principal payments on the

  
Report Type:

Ratings Action

Issuer
Cross Ocean Bosphorus CLO XIII DAC
Sector
Structured Finance
Country
Format:
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S&P Global Ratings’ Credit Research—S&P Global Ratings’ credit research provides analysis on issuers and debt obligations of corporations, states and municipalities, financial institutions, insurance companies and sovereign governments. S&P Global Ratings also offers insight into the credit risk of structured finance deals, providing an independent view of credit risk associated with a growing array of debt-securitized instruments.

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MLA:
S&P Global Ratings’ Credit Research. "Cross Ocean Bosphorus CLO XIII DAC Cash Flow Notes Assigned Ratings" Oct 29, 2026. Alacra Store. Nov 07, 2026. <http://www.alacrastore.com/s-and-p-credit-research/Cross-Ocean-Bosphorus-CLO-XIII-DAC-Cash-Flow-Notes-Assigned-Ratings-3651856>
  
APA:
S&P Global Ratings’ Credit Research. (). Cross Ocean Bosphorus CLO XIII DAC Cash Flow Notes Assigned Ratings Oct 29, 2026. New York, NY: Alacra Store. Retrieved Nov 07, 2026 from <http://www.alacrastore.com/s-and-p-credit-research/Cross-Ocean-Bosphorus-CLO-XIII-DAC-Cash-Flow-Notes-Assigned-Ratings-3651856>
  
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