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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PQLT18.000-Fn3PP----Slpxuacu3jMu-6753tIu+645-20.00000
RvqMOJ82.000-VPIR---------Retained
LHGU46.000-Q3B---Mzckoxfw3gUc-2403jGn+240-922.00000
WLUI335.000-KddCCC---Hpwbpmmu3sEr-853hHz+85-566.00000
X-1BPI64.000-Ti2QQ---Gepauxkr3kZg-1603dDq+160-799.00000
ZJEU76.000-H3D----Tvhxodva3lRr-9503rBk+894-17.80000
P-2ZTX4.000-Iq2NN---Wtuha---2.150%2.150%932.00000
VPTV63.000-Mpp3XXX----Fdfodwnb3hYp-3553mEa+355-438.00000
Tranche Comments
W: First Pay: 2021-07-15; Redemption: 2022-10-20; X-1: First Pay: 2021-07-15; Redemption: 2022-10-20; P-2: First Pay: 2021-07-15; Redemption: 2022-10-20; L: First Pay: 2021-07-15; Redemption: 2022-10-20; V: First Pay: 2021-07-15; Redemption: 2022-10-20; P: First Pay: 2021-07-15; Redemption: 2022-10-20; Z: First Pay: 2021-07-15; Redemption: 2022-10-20; Rvq: First Pay: 2021-07-15; Redemption: 2022-10-20;
Deal Comments
Vzmzc. Rqj Xjvv Hzugqun 1.00
Risk Retention
DLh Smpzpzvjim/Despjl