Anchorage Capital Europe CLO DAC (ANCHE) 2(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RVAD30.000-Sqq3LLL----Luzywffh3sLl-3553pBx+355-696.00000
FkpVBI79.000-ZSYA---------Retained
E-2EPB6.000-Yi2GG---Njzhc---2.150%2.150%491.00000
X-1TPC70.000-Fu2XX---Rhpbqvws3wGb-1603nDv+160-135.00000
PZWB70.000-H3I----Vsbpmtso3bOh-9503yGt+894-78.50000
XBTV75.000-I3G---Wupmeppv3tQy-2403lIa+240-307.00000
ROHO792.000-PggJJJ---Wdyqblpl3sWb-853iDc+85-148.00000
TXAZ13.000-Cd3PP----Zakpovqa3rFf-6753iLm+645-84.00000
Tranche Comments
R: First Pay: 2021-07-15; Redemption: 2022-10-20; X-1: First Pay: 2021-07-15; Redemption: 2022-10-20; E-2: First Pay: 2021-07-15; Redemption: 2022-10-20; X: First Pay: 2021-07-15; Redemption: 2022-10-20; R: First Pay: 2021-07-15; Redemption: 2022-10-20; T: First Pay: 2021-07-15; Redemption: 2022-10-20; P: First Pay: 2021-07-15; Redemption: 2022-10-20; Fkp: First Pay: 2021-07-15; Redemption: 2022-10-20;
Deal Comments
Jpypt. Lpq Kmff Rpjjpxa 1.00
Risk Retention
XCz Yfpephdgcf/Xhvpge

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan