Anchorage Capital Europe CLO DAC (ANCHE) 3

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GMIG56.000-Qmm3HHH--43.60%-Ldmcciqw3cKo380-3853803uB+380-840.00000
QVGJ86.000-Uo3CC--6.70%-Xauraanp3iFw660-6756753qY+604-88.00000
E-1SPS72.000-Ms2LL---Myvwpyut3dDn155-1601603hK+160-596.00000
IFXG87.000-U2Q-10.00%-Squaxjzq3nHw235-2402403jS+240-854.00000
PdtOTK80.200-SYPK----------
DVCB93.000-O3K--5.00%-Uhjkfjmm3hDr950s9853wM+877-65.00000
YASS260.000-PccQQQ-51.00%-Jqfjluso3fUc92c923mM+92-480.00000
H-2TAG59.000-Tw2GG-21.70%-Mnlpn-I2v-2.200%-973.00000
Tranche Comments
Y: First Pay: 2020-07-15; Redemption: 2022-01-15; E-1: First Pay: 2020-07-15; Redemption: 2022-01-15; H-2: First Pay: 2020-07-15; Redemption: 2022-01-15; I: First Pay: 2020-07-15; Redemption: 2022-01-15; G: First Pay: 2020-07-15; Redemption: 2022-01-15; Q: First Pay: 2020-07-15; Redemption: 2022-01-15; D: First Pay: 2020-07-15; Redemption: 2022-01-15; Pdt: First Pay: 2020-07-15; Redemption: 2022-01-15;
Deal Comments
Gyi-Fnhh Tcygyiq 3.00
Risk Retention
KU-Yeewjeikeh/Zewtwiekee
Reinvestment Period End Date
May 1, 1995
WAL Test Period (YRS)
9.5