Anchorage Capital CLO (ANCHC) 18

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD230.000--AAAAAA----Floating3mL-1153mL+115--
A-2USD20.000--NRAAA----Floating3mL-1303mL+130--
B-1USD24.000--AANR----Floating3mL-1503mL+150--
B-2USD22.000--AANR----Fixed---2.78%--
CUSD24.000--ANR----Floating3mL-2253mL+225--
DUSD27.000--BBB-NR----Floating3mL-3453mL+345--
EUSD15.500--BB-NR----Floating3mL-6463mL+646--
FUSD9.500--B-NR----Floating3mL-7043mL+704--
SubUSD36.800--NRNR----------Retained
Tranche Comments
A-1: First Pay: 2021-10-15; Redemption: 2023-03-30; A-2: First Pay: 2021-10-15; Redemption: 2023-03-30; B-1: First Pay: 2021-10-15; Redemption: 2023-03-30; B-2: First Pay: 2021-10-15; Redemption: 2023-03-30; C: First Pay: 2021-10-15; Redemption: 2023-03-30; D: First Pay: 2021-10-15; Redemption: 2023-03-30; E: First Pay: 2021-10-15; Redemption: 2023-03-30; F: First Pay: 2021-10-15; Redemption: 2023-03-30; Sub: First Pay: 2021-10-15; Redemption: 2023-03-30;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2026

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