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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MxaSLK13.000-CDFW---------Retained
GKIS90.000-Ill3TTT----Jwfxbycp3zBh-3553rIu+355-822.00000
E-1QNL18.000-Px2MM---Jjdvxxdf3xEq-1603lQb+160-232.00000
G-2WAF2.000-In2PP---Uwbxt---2.150%2.150%635.00000
HEUN91.000-T3K---Elujqpkn3pTz-2403eBg+240-824.00000
PBDR98.000-E3S----Xyfrjqbb3nPa-9503fMj+894-51.30000
ZEOB849.000-HttNNN---Okmyjhlj3cQp-853aKl+85-632.00000
IMHS13.000-Qd3ZZ----Ajlrfrwz3wRu-6753sYm+645-55.00000
Tranche Comments
Z: First Pay: 2021-07-15; Redemption: 2022-10-20; E-1: First Pay: 2021-07-15; Redemption: 2022-10-20; G-2: First Pay: 2021-07-15; Redemption: 2022-10-20; H: First Pay: 2021-07-15; Redemption: 2022-10-20; G: First Pay: 2021-07-15; Redemption: 2022-10-20; I: First Pay: 2021-07-15; Redemption: 2022-10-20; P: First Pay: 2021-07-15; Redemption: 2022-10-20; Mxa: First Pay: 2021-07-15; Redemption: 2022-10-20;
Deal Comments
Oghgj. Xsl Ujxx Egolspr 1.00
Risk Retention
ZBp Hrwlwszjhr/Zmfwjx

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan