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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XACG47.000-Zh3RR----Ilpsxjqc3eHn-6753jDy+645-62.00000
MVUR91.000-Y3P----Ypsxkoks3nIg-9503hXg+894-60.10000
O-2WTM7.000-Cr2II---Llonl---2.150%2.150%892.00000
QEMA61.000-R3S---Frkypowy3pVj-2403vVu+240-345.00000
V-1FZA26.000-Mz2TT---Nejkuqwf3dPx-1603gRe+160-193.00000
PvvCDR52.000-ZEVF---------Retained
UOLA211.000-GvvWWW---Hyspwroc3hVx-853xGg+85-619.00000
DLAT42.000-Xii3XXX----Cukswsss3dWh-3553yVj+355-733.00000
Tranche Comments
U: First Pay: 2021-07-15; Redemption: 2022-10-20; V-1: First Pay: 2021-07-15; Redemption: 2022-10-20; O-2: First Pay: 2021-07-15; Redemption: 2022-10-20; Q: First Pay: 2021-07-15; Redemption: 2022-10-20; D: First Pay: 2021-07-15; Redemption: 2022-10-20; X: First Pay: 2021-07-15; Redemption: 2022-10-20; M: First Pay: 2021-07-15; Redemption: 2022-10-20; Pvv: First Pay: 2021-07-15; Redemption: 2022-10-20;
Deal Comments
Bcccx. Rcn Wgxx Zcyeckz 1.00
Risk Retention
ZLw Hpedexbdep/Zhfedc