Anchorage Capital Europe CLO DAC (ANCHE) 3

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZEUW814.000-OyyNNN-50.00%-Yzmkeyyp3cIq92v923jZ+92-458.00000
ACQY33.000-T2F-71.00%-Cwybqffa3tOb235-2402403sJ+240-599.00000
JYJE31.000-Il3KK--4.10%-Gsklmyrj3bVs660-6756753zS+604-36.00000
P-1GJA60.000-Rg2XX---Yfxhhhpz3cHf155-1601603wE+160-141.00000
FWVJ30.000-Evv3WWW--27.10%-Abwvsjxv3tCt380-3853803zV+380-971.00000
V-2QXZ79.000-Bf2FF-97.80%-Cnkkc-U2e-2.200%-871.00000
YHLJ90.000-R3W--7.00%-Iseveadd3xCu950y9853qI+877-90.00000
KsiAKS44.720-TIVB----------
Tranche Comments
Z: First Pay: 2020-07-15; Redemption: 2022-01-15; P-1: First Pay: 2020-07-15; Redemption: 2022-01-15; V-2: First Pay: 2020-07-15; Redemption: 2022-01-15; A: First Pay: 2020-07-15; Redemption: 2022-01-15; F: First Pay: 2020-07-15; Redemption: 2022-01-15; J: First Pay: 2020-07-15; Redemption: 2022-01-15; Y: First Pay: 2020-07-15; Redemption: 2022-01-15; Ksi: First Pay: 2020-07-15; Redemption: 2022-01-15;
Deal Comments
Icj-Ejnn Tmoccgs 3.00
Risk Retention
BC-Jbcddblrsx/Rcdldlsrbc
Reinvestment Period End Date
May 6, 2009
Refinancing
Yes
WAL Test Period (YRS)
1.4

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan